Friday, August 25, 2017

Market Data: Week Ending August 25, 2017

Market Index12/30/20168/25/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,813.67139.1610.38%
S&P 500 Index2,238.832,443.0517.509.12%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.17%-0.02%-11.43%
5 yr T-note Yld1.93%1.77%0.00%-8.29%
5 yr TIPS - 'Real' Yld0.09%0.20%0.04%122.22%
Implied 5 yr Inflation %1.84%1.57%-0.04%-14.67%
2 yr T-note Yld1.20%1.35%0.02%12.50%
2-10 Yr Slope1.25%0.82%-0.04%-34.40%
90 day T-bill Yld0.51%1.03%0.01%101.96%
Gold ($/oz)$1,151.70$1,297.70$6.1012.68%
WTI Oil ($/brl)$53.72$47.87-$0.79-10.89%
VIX "Worry Index"13.0311.28-2.98-13.43%
NYSE Bullish % Index70.2958.90.05-11.39
Credit Data12/30/20168/25/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.41%-0.01%0.84%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.80%-0.05%-4.29%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6024010300

Friday, August 18, 2017

Market Data: Week Ending August 18, 2017

Market Index12/30/20168/18/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,674.51-183.819.67%
S&P 500 Index2,238.832,425.55-15.778.34%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.19%0.00%-10.61%
5 yr T-note Yld1.93%1.77%0.03%-8.29%
5 yr TIPS - 'Real' Yld0.09%0.16%0.06%77.78%
Implied 5 yr Inflation %1.84%1.61%-0.03%-12.50%
2 yr T-note Yld1.20%1.33%0.03%10.83%
2-10 Yr Slope1.25%0.86%-0.03%-31.20%
90 day T-bill Yld0.51%1.02%-0.01%100.00%
Gold ($/oz)$1,151.70$1,291.60-$2.4012.15%
WTI Oil ($/brl)$53.72$48.66-$0.16-9.42%
VIX "Worry Index"13.0314.26-1.259.44%
NYSE Bullish % Index70.2958.85-1.91-11.44
Credit Data12/30/20168/18/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.00%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.85%-0.01%-3.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-602300290

Friday, August 11, 2017

Market Data: Week Ending August 11, 2017

Market Index12/30/20168/11/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,858.32-224.4910.60%
S&P 500 Index2,238.832,441.32-35.519.04%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.19%-0.08%-10.61%
5 yr T-note Yld1.93%1.74%-0.08%-9.84%
5 yr TIPS - 'Real' Yld0.09%0.10%-0.07%11.11%
Implied 5 yr Inflation %1.84%1.64%-0.01%-10.87%
2 yr T-note Yld1.20%1.30%-0.06%8.33%
2-10 Yr Slope1.25%0.89%-0.02%-28.80%
90 day T-bill Yld0.51%1.03%-0.05%101.96%
Gold ($/oz)$1,151.70$1,294.00$29.4012.36%
WTI Oil ($/brl)$53.72$48.82-$0.76-9.12%
VIX "Worry Index"13.0315.515.4819.03%
NYSE Bullish % Index70.2960.76-2.77-9.53
Credit Data12/30/20168/11/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.00%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.86%0.01%-3.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6023080290

Sunday, August 6, 2017

Market Data: Week Ending August 4, 2017

Market Index12/30/20168/4/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,082.81252.5011.74%
S&P 500 Index2,238.832,476.834.7310.63%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.27%-0.03%-7.35%
5 yr T-note Yld1.93%1.82%-0.01%-5.70%
5 yr TIPS - 'Real' Yld0.09%0.17%0.02%88.89%
Implied 5 yr Inflation %1.84%1.65%-0.03%-10.33%
2 yr T-note Yld1.20%1.36%0.02%13.33%
2-10 Yr Slope1.25%0.91%-0.05%-27.20%
90 day T-bill Yld0.51%1.08%0.00%111.76%
Gold ($/oz)$1,151.70$1,264.60-$10.709.80%
WTI Oil ($/brl)$53.72$49.58-$0.13-7.71%
VIX "Worry Index"13.0310.03-0.26-23.02%
NYSE Bullish % Index70.2963.53-2.36-6.76
Credit Data12/30/20168/4/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.02%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.85%0.03%-3.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6015050210