Market Index/Data | 12/29/2017 | 4/27/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 24,311.19 | -151.75 | -1.65% |
S&P 500 Index | 2,673.61 | 2,669.91 | -0.23 | -0.14% |
Fed Funds Rate | 1.42% | 1.70% | 0.01% | 19.72% |
10 yr T-note Yld | 2.40% | 2.96% | 0.00% | 23.33% |
5 yr T-note Yld | 2.20% | 2.80% | 0.00% | 27.27% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.71% | 0.01% | 108.82% |
Implied 5 yr Inflation % | 1.86% | 2.09% | -0.01% | 12.37% |
2 yr T-note Yld | 1.89% | 2.49% | 0.03% | 31.75% |
2-10 Yr Slope | 0.51% | 0.47% | -0.03% | -7.84% |
90 day T-bill Yld | 1.39% | 1.82% | 0.01% | 30.94% |
Gold ($/oz) | $1,309.30 | $1,323.40 | -$15.00 | 1.08% |
WTI Oil ($/brl) | $60.42 | $68.10 | -$0.30 | 12.71% |
VIX "Worry Index" | 11.04 | 15.41 | -1.47 | 39.58% |
NYSE Bullish % Index | 71.3 | 53.86 | -2.54 | -17.44 |
Credit Data | 12/29/2017 | 4/27/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.45% | 0.00% | 0.00% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.59% | 0.01% | -8.21% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -510 | 0 | -560 |
Saturday, April 28, 2018
Friday, April 20, 2018
Market Data: Week Ending April 20, 2018
Market Index/Data | 12/29/2017 | 4/20/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 24,462.94 | 102.80 | -1.04% |
S&P 500 Index | 2,673.61 | 2,670.14 | 13.84 | -0.13% |
Fed Funds Rate | 1.42% | 1.69% | 0.00% | 19.01% |
10 yr T-note Yld | 2.40% | 2.96% | 0.14% | 23.33% |
5 yr T-note Yld | 2.20% | 2.80% | 0.13% | 27.27% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.70% | 0.04% | 105.88% |
Implied 5 yr Inflation % | 1.86% | 2.10% | 0.09% | 12.90% |
2 yr T-note Yld | 1.89% | 2.46% | 0.09% | 30.16% |
2-10 Yr Slope | 0.51% | 0.50% | 0.05% | -1.96% |
90 day T-bill Yld | 1.39% | 1.81% | 0.05% | 30.22% |
Gold ($/oz) | $1,309.30 | $1,338.40 | -$9.50 | 2.22% |
WTI Oil ($/brl) | $60.42 | $68.40 | $1.01 | 13.21% |
VIX "Worry Index" | 11.04 | 16.88 | -0.53 | 52.90% |
NYSE Bullish % Index | 71.3 | 56.4 | 4.25 | -14.90 |
Credit Data | 12/29/2017 | 4/20/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.45% | 0.02% | 0.00% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.58% | 0.03% | -8.37% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -510 | -120 | -560 |
Friday, April 13, 2018
Market Data: Week Ending April 13, 2018
Market Index/Data | 12/29/2017 | 4/13/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 24,360.14 | 427.38 | -1.45% |
S&P 500 Index | 2,673.61 | 2,656.30 | 51.83 | -0.65% |
Fed Funds Rate | 1.42% | 1.69% | 0.00% | 19.01% |
10 yr T-note Yld | 2.40% | 2.82% | 0.05% | 17.50% |
5 yr T-note Yld | 2.20% | 2.67% | 0.09% | 21.36% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.66% | 0.09% | 94.12% |
Implied 5 yr Inflation % | 1.86% | 2.01% | 0.00% | 8.06% |
2 yr T-note Yld | 1.89% | 2.37% | 0.10% | 25.40% |
2-10 Yr Slope | 0.51% | 0.45% | -0.05% | -11.76% |
90 day T-bill Yld | 1.39% | 1.76% | 0.03% | 26.62% |
Gold ($/oz) | $1,309.30 | $1,347.90 | $11.80 | 2.95% |
WTI Oil ($/brl) | $60.42 | $67.39 | $5.33 | 11.54% |
VIX "Worry Index" | 11.04 | 17.41 | -4.08 | 57.70% |
NYSE Bullish % Index | 71.3 | 52.15 | 2.00 | -19.15 |
Credit Data | 12/29/2017 | 4/13/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.43% | 0.00% | -0.82% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.55% | -0.06% | -8.87% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -390 | -50 | -440 |
Friday, April 6, 2018
Market Data: Week Ending April 6, 2018
Market Index/Data | 12/29/2017 | 4/6/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 23,932.76 | -170.35 | -3.18% |
S&P 500 Index | 2,673.61 | 2,604.47 | -36.40 | -2.59% |
Fed Funds Rate | 1.42% | 1.69% | 0.01% | 19.01% |
10 yr T-note Yld | 2.40% | 2.77% | 0.03% | 15.42% |
5 yr T-note Yld | 2.20% | 2.58% | 0.02% | 17.27% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.57% | -0.07% | 67.65% |
Implied 5 yr Inflation % | 1.86% | 2.01% | 0.09% | 8.06% |
2 yr T-note Yld | 1.89% | 2.27% | 0.00% | 20.11% |
2-10 Yr Slope | 0.51% | 0.50% | 0.03% | -1.96% |
90 day T-bill Yld | 1.39% | 1.73% | 0.00% | 24.46% |
Gold ($/oz) | $1,309.30 | $1,336.10 | $8.80 | 2.05% |
WTI Oil ($/brl) | $60.42 | $62.06 | -$2.88 | 2.71% |
VIX "Worry Index" | 11.04 | 21.49 | 1.52 | 94.66% |
NYSE Bullish % Index | 71.3 | 50.15 | -0.88 | -21.15 |
Credit Data | 12/29/2017 | 4/6/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.43% | 0.03% | -0.82% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.61% | -0.07% | -7.88% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -340 | 0 | -390 |
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