Market Index | 12/31/2014 | 9/25/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 16,314.67 | -0.43% | -9.28% |
S&P 500 Index | 2,058.90 | 1,931.34 | -1.38% | -6.20% |
Fed Funds Rate | 0.03% | 0.14% | 0.00% | 366.67% |
10 yr T-note Yld | 2.17% | 2.17% | 0.04% | 0.00% |
5 yr T-note Yld | 1.65% | 1.48% | 0.03% | -10.30% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.33% | 0.07% | 0.00% |
Implied 5 yr Inflation % | 1.32% | 1.15% | -0.04% | -12.88% |
2 yr T-note Yld | 0.67% | 0.70% | 0.01% | 4.48% |
2-10 Yr Slope | 1.50% | 1.47% | 0.03% | -2.00% |
90 day T-bill Yld | 0.04% | 0.01% | 0.01% | -75.00% |
Gold ($/oz) | $1,183.20 | $1,145.50 | $6.40 | -3.19% |
WTI Oil ($/brl) | $53.71 | $45.34 | $0.02 | -15.58% |
VIX "Worry Index" | 19.20 | 23.62 | 1.34 | 23.02% |
NYSE Bullish % Index | 59.88 | 36.25 | -4.89 | -23.63 |
Credit Data | 12/31/2014 | 9/25/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.36% | 0.00% | 1.29% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.22% | 0.11% | 3.49% |
Invest. Gr. to 10 yr T-Note Spread | 16 | 19 | -4.00 | 3.00 |
Saturday, September 26, 2015
Market Data: Week Ending September 25, 2015
Saturday, September 19, 2015
Market Data: Week Ending September 18, 2015
Market Index | 12/31/2014 | 9/18/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 16,384.58 | -0.30% | -8.89% |
S&P 500 Index | 2,058.90 | 1,958.03 | -0.15% | -4.90% |
Fed Funds Rate | 0.03% | 0.14% | 0.00% | 366.67% |
10 yr T-note Yld | 2.17% | 2.13% | -0.07% | -1.84% |
5 yr T-note Yld | 1.65% | 1.45% | -0.07% | -12.12% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.26% | -0.08% | -21.21% |
Implied 5 yr Inflation % | 1.32% | 1.19% | -0.01% | -9.85% |
2 yr T-note Yld | 0.67% | 0.69% | -0.02% | 2.99% |
2-10 Yr Slope | 1.50% | 1.44% | -0.05% | -4.00% |
90 day T-bill Yld | 0.04% | 0.00% | -0.04% | -100.00% |
Gold ($/oz) | $1,183.20 | $1,139.10 | $31.20 | -3.73% |
WTI Oil ($/brl) | $53.71 | $45.32 | $0.54 | -15.62% |
VIX "Worry Index" | 19.20 | 22.28 | -0.92 | 16.04% |
NYSE Bullish % Index | 59.88 | 41.14 | 4.48 | -18.74 |
Credit Data | 12/31/2014 | 9/18/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.36% | 0.00% | 1.29% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.11% | 0.05% | 1.66% |
Invest. Gr. to 10 yr T-Note Spread | 16 | 23 | 7.00 | 7.00 |
Sunday, September 13, 2015
Market Data: Week Ending September 11, 2015
Market Index | 12/31/2014 | 9/11/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 16,433.09 | 2.01% | -8.62% |
S&P 500 Index | 2,058.90 | 1,961.05 | 2.03% | -4.75% |
Fed Funds Rate | 0.03% | 0.14% | 0.00% | 366.67% |
10 yr T-note Yld | 2.17% | 2.20% | 0.07% | 1.38% |
5 yr T-note Yld | 1.65% | 1.52% | 0.05% | -7.88% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.34% | 0.01% | 3.03% |
Implied 5 yr Inflation % | 1.32% | 1.18% | 0.04% | -10.61% |
2 yr T-note Yld | 0.67% | 0.71% | 0.00% | 5.97% |
2-10 Yr Slope | 1.50% | 1.49% | 0.07% | -0.67% |
90 day T-bill Yld | 0.04% | 0.04% | 0.02% | 0.00% |
Gold ($/oz) | $1,183.20 | $1,107.90 | -$14.40 | -6.36% |
WTI Oil ($/brl) | $53.71 | $44.78 | -$0.99 | -16.63% |
VIX "Worry Index" | 19.20 | 23.20 | -4.60 | 20.83% |
NYSE Bullish % Index | 59.88 | 36.66 | 2.44 | -23.22 |
Credit Data | 12/31/2014 | 9/11/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.36% | 0.00% | 1.29% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.06% | -0.04% | 0.83% |
Invest. Gr. to 10 yr T-Note Spread | 16 | 16 | -7.00 | 0.00 |
Saturday, September 5, 2015
Market Data: Week Ending September 4, 2015
Market Index | 12/31/2014 | 9/4/2015 | Week Change | Simple YTD |
Dow Industrials Avg | 17,983.07 | 16,102.38 | -3.36% | -10.46% |
S&P 500 Index | 2,058.90 | 1,921.22 | -3.52% | -6.69% |
Fed Funds Rate | 0.03% | 0.14% | 0.00% | 366.67% |
10 yr T-note Yld | 2.17% | 2.13% | -0.06% | -1.84% |
5 yr T-note Yld | 1.65% | 1.47% | -0.05% | -10.91% |
5 yr TIPS - 'Real' Yld | 0.33% | 0.33% | 0.04% | 0.00% |
Implied 5 yr Inflation % | 1.32% | 1.14% | -0.09% | -13.64% |
2 yr T-note Yld | 0.67% | 0.71% | -0.01% | 5.97% |
2-10 Yr Slope | 1.50% | 1.42% | -0.05% | -5.33% |
90 day T-bill Yld | 0.04% | 0.02% | -0.04% | -50.00% |
Gold ($/oz) | $1,183.20 | $1,122.30 | -$10.30 | -5.15% |
WTI Oil ($/brl) | $53.71 | $45.77 | $0.46 | -14.78% |
VIX "Worry Index" | 19.20 | 27.80 | 1.75 | 44.79% |
NYSE Bullish % Index | 59.88 | 34.22 | -1.82 | -25.66 |
Credit Data | 12/31/2014 | 9/4/2015 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.36% | 0.02% | 1.29% |
SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.10% | 0.06% | 1.50% |
Markit CDX No Am Inv Grade | 66 | 82 | 3.00 | 16.00 |
Invest. Gr. to 10 yr T-Note Spread | 16 | 23 | 8.00 | 7.00 |
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