Market Index | 12/30/2016 | 11/24/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 23,557.99 | 199.75 | 19.20% |
S&P 500 Index | 2,238.83 | 2,602.42 | 23.57 | 16.24% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.34% | -0.01% | -4.49% |
5 yr T-note Yld | 1.93% | 2.07% | 0.01% | 7.25% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.36% | 0.05% | 300.00% |
Implied 5 yr Inflation % | 1.84% | 1.71% | -0.04% | -7.07% |
2 yr T-note Yld | 1.20% | 1.50% | -0.23% | 25.00% |
2-10 Yr Slope | 1.25% | 0.84% | 0.22% | -32.80% |
90 day T-bill Yld | 0.51% | 1.29% | 0.00% | 152.94% |
Gold ($/oz) | $1,151.70 | $1,287.30 | -$9.20 | 11.77% |
WTI Oil ($/brl) | $53.72 | $58.95 | $2.24 | 9.74% |
VIX "Worry Index" | 13.03 | 9.65 | -1.78 | -25.94% |
NYSE Bullish % Index | 70.29 | 66.92 | 1.01 | -3.37 |
Credit Data | 12/30/2016 | 11/24/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.45% | 0.00% | 2.51% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.64% | -0.03% | -6.93% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 110 | 10 | 170 |
Friday, November 24, 2017
Friday, November 17, 2017
Market Data: Week Ending November 17, 2017
Market Index | 12/30/2016 | 11/17/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 23,358.24 | -63.97 | 18.19% |
S&P 500 Index | 2,238.83 | 2,578.85 | -3.45 | 15.19% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.35% | -0.05% | -4.08% |
5 yr T-note Yld | 1.93% | 2.06% | 0.00% | 6.74% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.31% | 0.03% | 244.44% |
Implied 5 yr Inflation % | 1.84% | 1.75% | -0.03% | -4.89% |
2 yr T-note Yld | 1.20% | 1.73% | 0.06% | 44.17% |
2-10 Yr Slope | 1.25% | 0.62% | -0.11% | -50.40% |
90 day T-bill Yld | 0.51% | 1.29% | 0.06% | 152.94% |
Gold ($/oz) | $1,151.70 | $1,296.50 | $22.30 | 12.57% |
WTI Oil ($/brl) | $53.72 | $56.71 | -$0.03 | 5.57% |
VIX "Worry Index" | 13.03 | 11.43 | 0.14 | -12.28% |
NYSE Bullish % Index | 70.29 | 65.91 | -0.47 | -4.38 |
Credit Data | 12/30/2016 | 11/17/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.45% | -0.01% | 2.51% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.67% | -0.02% | -6.44% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 100 | 40 | 160 |
Friday, November 10, 2017
Market Data: Week Ending November 10, 2017
Market Index | 12/30/2016 | 11/10/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 23,422.21 | -116.98 | 18.52% |
S&P 500 Index | 2,238.83 | 2,582.30 | -5.54 | 15.34% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.40% | 0.06% | -2.04% |
5 yr T-note Yld | 1.93% | 2.06% | 0.07% | 6.74% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.28% | 0.03% | 211.11% |
Implied 5 yr Inflation % | 1.84% | 1.78% | 0.04% | -3.26% |
2 yr T-note Yld | 1.20% | 1.67% | 0.04% | 39.17% |
2-10 Yr Slope | 1.25% | 0.73% | 0.02% | -41.60% |
90 day T-bill Yld | 0.51% | 1.23% | 0.05% | 141.18% |
Gold ($/oz) | $1,151.70 | $1,274.20 | $5.00 | 10.64% |
WTI Oil ($/brl) | $53.72 | $56.74 | $1.10 | 5.62% |
VIX "Worry Index" | 13.03 | 11.29 | 2.15 | -13.35% |
NYSE Bullish % Index | 70.29 | 66.38 | -0.94 | -3.91 |
Credit Data | 12/30/2016 | 11/10/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.46% | 0.01% | 2.93% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.69% | 0.01% | -6.11% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 60 | -50 | 120 |
Friday, November 3, 2017
Market Data: Week Ending November 3, 2017
Market Index | 12/30/2016 | 11/3/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 23,539.19 | 105.00 | 19.11% |
S&P 500 Index | 2,238.83 | 2,587.84 | 6.77 | 15.59% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.34% | -0.08% | -4.49% |
5 yr T-note Yld | 1.93% | 1.99% | -0.04% | 3.11% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.25% | -0.02% | 177.78% |
Implied 5 yr Inflation % | 1.84% | 1.74% | -0.02% | -5.43% |
2 yr T-note Yld | 1.20% | 1.63% | 0.04% | 35.83% |
2-10 Yr Slope | 1.25% | 0.71% | -0.12% | -43.20% |
90 day T-bill Yld | 0.51% | 1.18% | 0.08% | 131.37% |
Gold ($/oz) | $1,151.70 | $1,269.20 | -$2.60 | 10.20% |
WTI Oil ($/brl) | $53.72 | $55.64 | $1.74 | 3.57% |
VIX "Worry Index" | 13.03 | 9.14 | -0.66 | -29.85% |
NYSE Bullish % Index | 70.29 | 67.32 | -1.35 | -2.97 |
Credit Data | 12/30/2016 | 11/3/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.45% | 0.00% | 2.51% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.68% | 0.03% | -6.27% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 110 | 80 | 170 |
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