Market Index/Data | 12/29/2017 | 1/26/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 26,616.71 | 544.99 | 7.68% |
S&P 500 Index | 2,673.61 | 2,872.27 | 61.97 | 7.43% |
Fed Funds Rate | 1.42% | 1.42% | 0.00% | 0.00% |
10 yr T-note Yld | 2.40% | 2.66% | 0.02% | 10.83% |
5 yr T-note Yld | 2.20% | 2.47% | 0.02% | 12.27% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.54% | 0.09% | 58.82% |
Implied 5 yr Inflation % | 1.86% | 1.93% | -0.07% | 3.76% |
2 yr T-note Yld | 1.89% | 2.13% | 0.07% | 12.70% |
2-10 Yr Slope | 0.51% | 0.53% | -0.05% | 3.92% |
90 day T-bill Yld | 1.39% | 1.41% | -0.03% | 1.44% |
Gold ($/oz) | $1,309.30 | $1,352.10 | $19.00 | 3.27% |
WTI Oil ($/brl) | $60.42 | $66.14 | $2.83 | 9.47% |
VIX "Worry Index" | 11.04 | 11.08 | -0.19 | 0.36% |
NYSE Bullish % Index | 71.3 | 75.95 | 0.72 | 4.65 |
Credit Data | 12/29/2017 | 1/26/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.34% | -0.01% | -4.49% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.57% | -0.01% | -8.54% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -320 | -30 | -370 |
Friday, January 26, 2018
Friday, January 19, 2018
Market Data: Week Ending January 19, 2018
Market Index | 12/29/2017 | 1/19/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 26,071.72 | 268.53 | 5.47% |
S&P 500 Index | 2,673.61 | 210.30 | -2,575.94 | -92.13% |
Fed Funds Rate | 1.42% | 1.42% | 0.00% | 0.00% |
10 yr T-note Yld | 2.40% | 2.64% | 0.09% | 10.00% |
5 yr T-note Yld | 2.20% | 2.45% | 0.10% | 11.36% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.45% | 0.02% | 32.35% |
Implied 5 yr Inflation % | 1.86% | 2.00% | 0.08% | 7.53% |
2 yr T-note Yld | 1.89% | 2.06% | 0.07% | 8.99% |
2-10 Yr Slope | 0.51% | 0.58% | 0.02% | 13.73% |
90 day T-bill Yld | 1.39% | 1.44% | 0.01% | 3.60% |
Gold ($/oz) | $1,309.30 | $1,333.10 | -$1.80 | 1.82% |
WTI Oil ($/brl) | $60.42 | $63.31 | -$0.99 | 4.78% |
VIX "Worry Index" | 11.04 | 11.27 | 1.11 | 2.08% |
NYSE Bullish % Index | 71.3 | 75.23 | 0.46 | 3.93 |
Credit Data | 12/29/2017 | 1/19/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.35% | -0.11% | -4.08% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.58% | 0.00% | -8.37% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -290 | -200 | -340 |
Friday, January 12, 2018
Market Data: Week Ending January 12, 2018
Market Index | 12/29/2017 | 1/12/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 25,803.19 | 507.32 | 4.39% |
S&P 500 Index | 2,673.61 | 2,786.24 | 43.07 | 4.21% |
Fed Funds Rate | 1.42% | 1.42% | 0.00% | 0.00% |
10 yr T-note Yld | 2.40% | 2.55% | 0.08% | 6.25% |
5 yr T-note Yld | 2.20% | 2.35% | 0.06% | 6.82% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.43% | 0.09% | 26.47% |
Implied 5 yr Inflation % | 1.86% | 1.92% | -0.03% | 3.23% |
2 yr T-note Yld | 1.89% | 1.99% | 0.03% | 5.29% |
2-10 Yr Slope | 0.51% | 0.56% | 0.05% | 9.80% |
90 day T-bill Yld | 1.39% | 1.43% | 0.04% | 2.88% |
Gold ($/oz) | $1,309.30 | $1,334.90 | $12.60 | 1.96% |
WTI Oil ($/brl) | $60.42 | $64.30 | $2.86 | 6.42% |
VIX "Worry Index" | 11.04 | 10.16 | 0.94 | -7.97% |
NYSE Bullish % Index | 71.3 | 74.77 | 1.32 | 3.47 |
Credit Data | 12/29/2017 | 1/12/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.46% | 0.00% | 0.41% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.58% | 0.03% | -8.37% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -90 | -80 | -140 |
Saturday, January 6, 2018
Market Data: Week Ending January 5, 2018
Market Index | 12/29/2017 | 1/5/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 25,295.87 | 576.65 | 2.33% |
S&P 500 Index | 2,673.61 | 2,743.17 | 69.56 | 2.60% |
Fed Funds Rate | 1.42% | 1.42% | 0.00% | 0.00% |
10 yr T-note Yld | 2.40% | 2.47% | 0.07% | 2.92% |
5 yr T-note Yld | 2.20% | 2.29% | 0.09% | 4.09% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.34% | 0.00% | 0.00% |
Implied 5 yr Inflation % | 1.86% | 1.95% | 0.09% | 4.84% |
2 yr T-note Yld | 1.89% | 1.96% | 0.07% | 3.70% |
2-10 Yr Slope | 0.51% | 0.51% | 0.00% | 0.00% |
90 day T-bill Yld | 1.39% | 1.39% | 0.00% | 0.00% |
Gold ($/oz) | $1,309.30 | $1,322.30 | $13.00 | 0.99% |
WTI Oil ($/brl) | $60.42 | $61.44 | $1.02 | 1.69% |
VIX "Worry Index" | 11.04 | 9.22 | -1.82 | -16.49% |
NYSE Bullish % Index | 71.3 | 73.45 | 2.15 | 2.15 |
Credit Data | 12/29/2017 | 1/5/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.46% | 0.01% | 0.41% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.55% | -0.54% | -8.87% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -10 | 10 | -60 |
Subscribe to:
Posts (Atom)