Saturday, April 28, 2018

Market Data: Week Ending April 27, 2018

Market Index/Data12/29/20174/27/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,311.19-151.75-1.65%
S&P 500 Index2,673.612,669.91-0.23-0.14%
Fed Funds Rate1.42%1.70%0.01%19.72%
10 yr T-note Yld2.40%2.96%0.00%23.33%
5 yr T-note Yld2.20%2.80%0.00%27.27%
5 yr TIPS - 'Real' Yld0.34%0.71%0.01%108.82%
Implied 5 yr Inflation %1.86%2.09%-0.01%12.37%
2 yr T-note Yld1.89%2.49%0.03%31.75%
2-10 Yr Slope0.51%0.47%-0.03%-7.84%
90 day T-bill Yld1.39%1.82%0.01%30.94%
Gold ($/oz)$1,309.30$1,323.40-$15.001.08%
WTI Oil ($/brl)$60.42$68.10-$0.3012.71%
VIX "Worry Index"11.0415.41-1.4739.58%
NYSE Bullish % Index71.353.86-2.54-17.44





Credit Data  12/29/2017   4/27/2018Week ChangeSimple 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)50-5100-560

Friday, April 20, 2018

Market Data: Week Ending April 20, 2018

Market Index/Data12/29/20174/20/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,462.94102.80-1.04%
S&P 500 Index2,673.612,670.1413.84-0.13%
Fed Funds Rate1.42%1.69%0.00%19.01%
10 yr T-note Yld2.40%2.96%0.14%23.33%
5 yr T-note Yld2.20%2.80%0.13%27.27%
5 yr TIPS - 'Real' Yld0.34%0.70%0.04%105.88%
Implied 5 yr Inflation %1.86%2.10%0.09%12.90%
2 yr T-note Yld1.89%2.46%0.09%30.16%
2-10 Yr Slope0.51%0.50%0.05%-1.96%
90 day T-bill Yld1.39%1.81%0.05%30.22%
Gold ($/oz)$1,309.30$1,338.40-$9.502.22%
WTI Oil ($/brl)$60.42$68.40$1.0113.21%
VIX "Worry Index"11.0416.88-0.5352.90%
NYSE Bullish % Index71.356.44.25-14.90





Credit Data  12/29/2017   4/20/2018Week ChangeSimple 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/Data12/29/20174/13/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,360.14427.38-1.45%
S&P 500 Index2,673.612,656.3051.83-0.65%
Fed Funds Rate1.42%1.69%0.00%19.01%
10 yr T-note Yld2.40%2.82%0.05%17.50%
5 yr T-note Yld2.20%2.67%0.09%21.36%
5 yr TIPS - 'Real' Yld0.34%0.66%0.09%94.12%
Implied 5 yr Inflation %1.86%2.01%0.00%8.06%
2 yr T-note Yld1.89%2.37%0.10%25.40%
2-10 Yr Slope0.51%0.45%-0.05%-11.76%
90 day T-bill Yld1.39%1.76%0.03%26.62%
Gold ($/oz)$1,309.30$1,347.90$11.802.95%
WTI Oil ($/brl)$60.42$67.39$5.3311.54%
VIX "Worry Index"11.0417.41-4.0857.70%
NYSE Bullish % Index71.352.152.00-19.15





Credit Data  12/29/2017   4/13/2018Week ChangeSimple 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/Data12/29/20174/6/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2223,932.76-170.35-3.18%
S&P 500 Index2,673.612,604.47-36.40-2.59%
Fed Funds Rate1.42%1.69%0.01%19.01%
10 yr T-note Yld2.40%2.77%0.03%15.42%
5 yr T-note Yld2.20%2.58%0.02%17.27%
5 yr TIPS - 'Real' Yld0.34%0.57%-0.07%67.65%
Implied 5 yr Inflation %1.86%2.01%0.09%8.06%
2 yr T-note Yld1.89%2.27%0.00%20.11%
2-10 Yr Slope0.51%0.50%0.03%-1.96%
90 day T-bill Yld1.39%1.73%0.00%24.46%
Gold ($/oz)$1,309.30$1,336.10$8.802.05%
WTI Oil ($/brl)$60.42$62.06-$2.882.71%
VIX "Worry Index"11.0421.491.5294.66%
NYSE Bullish % Index71.350.15-0.88-21.15





Credit Data  12/29/2017   4/6/2018Week ChangeSimple 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)50-3400-390