Market Index | 12/30/2016 | 8/25/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 21,813.67 | 139.16 | 10.38% |
S&P 500 Index | 2,238.83 | 2,443.05 | 17.50 | 9.12% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.17% | -0.02% | -11.43% |
5 yr T-note Yld | 1.93% | 1.77% | 0.00% | -8.29% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.20% | 0.04% | 122.22% |
Implied 5 yr Inflation % | 1.84% | 1.57% | -0.04% | -14.67% |
2 yr T-note Yld | 1.20% | 1.35% | 0.02% | 12.50% |
2-10 Yr Slope | 1.25% | 0.82% | -0.04% | -34.40% |
90 day T-bill Yld | 0.51% | 1.03% | 0.01% | 101.96% |
Gold ($/oz) | $1,151.70 | $1,297.70 | $6.10 | 12.68% |
WTI Oil ($/brl) | $53.72 | $47.87 | -$0.79 | -10.89% |
VIX "Worry Index" | 13.03 | 11.28 | -2.98 | -13.43% |
NYSE Bullish % Index | 70.29 | 58.9 | 0.05 | -11.39 |
Credit Data | 12/30/2016 | 8/25/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.41% | -0.01% | 0.84% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.80% | -0.05% | -4.29% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 240 | 10 | 300 |
Friday, August 25, 2017
Friday, August 18, 2017
Market Data: Week Ending August 18, 2017
Market Index | 12/30/2016 | 8/18/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 21,674.51 | -183.81 | 9.67% |
S&P 500 Index | 2,238.83 | 2,425.55 | -15.77 | 8.34% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.19% | 0.00% | -10.61% |
5 yr T-note Yld | 1.93% | 1.77% | 0.03% | -8.29% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.16% | 0.06% | 77.78% |
Implied 5 yr Inflation % | 1.84% | 1.61% | -0.03% | -12.50% |
2 yr T-note Yld | 1.20% | 1.33% | 0.03% | 10.83% |
2-10 Yr Slope | 1.25% | 0.86% | -0.03% | -31.20% |
90 day T-bill Yld | 0.51% | 1.02% | -0.01% | 100.00% |
Gold ($/oz) | $1,151.70 | $1,291.60 | -$2.40 | 12.15% |
WTI Oil ($/brl) | $53.72 | $48.66 | -$0.16 | -9.42% |
VIX "Worry Index" | 13.03 | 14.26 | -1.25 | 9.44% |
NYSE Bullish % Index | 70.29 | 58.85 | -1.91 | -11.44 |
Credit Data | 12/30/2016 | 8/18/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.42% | 0.00% | 1.26% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.85% | -0.01% | -3.47% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 230 | 0 | 290 |
Friday, August 11, 2017
Market Data: Week Ending August 11, 2017
Market Index | 12/30/2016 | 8/11/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 21,858.32 | -224.49 | 10.60% |
S&P 500 Index | 2,238.83 | 2,441.32 | -35.51 | 9.04% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.19% | -0.08% | -10.61% |
5 yr T-note Yld | 1.93% | 1.74% | -0.08% | -9.84% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.10% | -0.07% | 11.11% |
Implied 5 yr Inflation % | 1.84% | 1.64% | -0.01% | -10.87% |
2 yr T-note Yld | 1.20% | 1.30% | -0.06% | 8.33% |
2-10 Yr Slope | 1.25% | 0.89% | -0.02% | -28.80% |
90 day T-bill Yld | 0.51% | 1.03% | -0.05% | 101.96% |
Gold ($/oz) | $1,151.70 | $1,294.00 | $29.40 | 12.36% |
WTI Oil ($/brl) | $53.72 | $48.82 | -$0.76 | -9.12% |
VIX "Worry Index" | 13.03 | 15.51 | 5.48 | 19.03% |
NYSE Bullish % Index | 70.29 | 60.76 | -2.77 | -9.53 |
Credit Data | 12/30/2016 | 8/11/2017 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.39% | 2.42% | 0.00% | 1.26% |
SPDR High Yld Credit ETF Yield (JNK) | 6.06% | 5.86% | 0.01% | -3.30% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -60 | 230 | 80 | 290 |
Sunday, August 6, 2017
Market Data: Week Ending August 4, 2017
Market Index | 12/30/2016 | 8/4/2017 | Week Change | Simple YTD |
Dow Industrials Avg | 19,762.60 | 22,082.81 | 252.50 | 11.74% |
S&P 500 Index | 2,238.83 | 2,476.83 | 4.73 | 10.63% |
Fed Funds Rate | 0.66% | 1.16% | 0.00% | 75.76% |
10 yr T-note Yld | 2.45% | 2.27% | -0.03% | -7.35% |
5 yr T-note Yld | 1.93% | 1.82% | -0.01% | -5.70% |
5 yr TIPS - 'Real' Yld | 0.09% | 0.17% | 0.02% | 88.89% |
Implied 5 yr Inflation % | 1.84% | 1.65% | -0.03% | -10.33% |
2 yr T-note Yld | 1.20% | 1.36% | 0.02% | 13.33% |
2-10 Yr Slope | 1.25% | 0.91% | -0.05% | -27.20% |
90 day T-bill Yld | 0.51% | 1.08% | 0.00% | 111.76% |
Gold ($/oz) | $1,151.70 | $1,264.60 | -$10.70 | 9.80% |
WTI Oil ($/brl) | $53.72 | $49.58 | -$0.13 | -7.71% |
VIX "Worry Index" | 13.03 | 10.03 | -0.26 | -23.02% |
NYSE Bullish % Index | 70.29 | 63.53 | -2.36 | -6.76 |
Credit Data | 12/30/2016 | 8/4/2017 | Week Change | Simple 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) | -60 | 150 | 50 | 210 |
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