Saturday, February 25, 2017

Market Data: Week Ending February 24, 2017

Market Index12/30/20162/24/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,821.76197.715.36%
S&P 500 Index2,238.832,367.3416.185.74%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.31%-0.11%-5.71%
5 yr T-note Yld1.93%1.80%-0.12%-6.74%
5 yr TIPS - 'Real' Yld0.09%-0.10%-0.17%-211.11%
Implied 5 yr Inflation %1.84%1.90%0.05%3.26%
2 yr T-note Yld1.20%1.12%-0.09%-6.67%
2-10 Yr Slope1.25%1.19%-0.02%-4.80%
90 day T-bill Yld0.51%0.52%-0.01%1.96%
Gold ($/oz)$1,151.70$1,258.30$19.209.26%
WTI Oil ($/brl)$53.72$53.99$0.210.50%
VIX "Worry Index"13.0311.47-0.02-11.97%
NYSE Bullish % Index70.2971.37-0.631.08
Credit Data12/30/20162/24/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.36%-0.02%-1.26%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.95%-0.03%-1.82%
Invest. Gr. to 10 yr T-Note Spread (x 10)-605090110

Saturday, February 18, 2017

Market Data: Week Ending February 17, 2017

Market Index12/30/20162/17/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,624.05354.684.36%
S&P 500 Index2,238.832,351.1635.065.02%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.42%0.01%-1.22%
5 yr T-note Yld1.93%1.92%0.03%-0.52%
5 yr TIPS - 'Real' Yld0.09%0.07%0.05%-22.22%
Implied 5 yr Inflation %1.84%1.85%-0.02%0.54%
2 yr T-note Yld1.20%1.21%0.01%0.83%
2-10 Yr Slope1.25%1.21%0.00%-3.20%
90 day T-bill Yld0.51%0.53%-0.02%3.92%
Gold ($/oz)$1,151.70$1,239.10$3.207.59%
WTI Oil ($/brl)$53.72$53.78-$0.080.11%
VIX "Worry Index"13.0311.490.64-11.82%
NYSE Bullish % Index70.29721.381.71
Credit Data12/30/20162/17/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%0.01%-0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.98%-0.01%-1.32%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-40020

Saturday, February 11, 2017

Market Data: Week Ending February 10, 2017

Market Index12/30/20162/10/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,269.37197.912.56%
S&P 500 Index2,238.832,316.1018.683.45%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.41%-0.08%-1.63%
5 yr T-note Yld1.93%1.89%-0.04%-2.07%
5 yr TIPS - 'Real' Yld0.09%0.02%0.00%-77.78%
Implied 5 yr Inflation %1.84%1.87%-0.04%1.63%
2 yr T-note Yld1.20%1.20%-0.01%0.00%
2-10 Yr Slope1.25%1.21%-0.07%-3.20%
90 day T-bill Yld0.51%0.55%0.04%7.84%
Gold ($/oz)$1,151.70$1,235.90$15.107.31%
WTI Oil ($/brl)$53.72$53.86$0.040.26%
VIX "Worry Index"13.0310.85-0.12-16.73%
NYSE Bullish % Index70.2970.62-0.310.33
Credit Data12/30/20162/10/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.37%-0.01%-0.84%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.99%0.00%-1.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-407020

Saturday, February 4, 2017

Market Data: Week Ending February 3, 2017

Market Index12/30/20162/3/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,071.46-22.321.56%
S&P 500 Index2,238.832,297.422.732.62%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.49%0.00%1.63%
5 yr T-note Yld1.93%1.93%-0.01%0.00%
5 yr TIPS - 'Real' Yld0.09%0.02%0.04%-77.78%
Implied 5 yr Inflation %1.84%1.91%-0.05%3.80%
2 yr T-note Yld1.20%1.21%-0.01%0.83%
2-10 Yr Slope1.25%1.28%0.01%2.40%
90 day T-bill Yld0.51%0.51%-0.01%0.00%
Gold ($/oz)$1,151.70$1,220.80$32.406.00%
WTI Oil ($/brl)$53.72$53.82$0.650.19%
VIX "Worry Index"13.0310.970.39-15.81%
NYSE Bullish % Index70.2970.93-1.110.64
Credit Data12/30/20162/3/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%-0.01%-0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.99%0.02%-1.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-110-10-50