Friday, October 26, 2018

Market Data: Week Ending October 26, 2017

Market Index/Data12/29/201710/26/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,688.31-756.03-0.13%
S&P 500 Index2,673.612,658.69-108.99-0.56%
Fed Funds Rate1.42%2.20%0.01%54.93%
10 yr T-note Yld2.40%3.08%-0.12%28.33%
5 yr T-note Yld2.20%2.91%-0.14%32.27%
5 yr TIPS - 'Real' Yld0.34%0.98%-0.09%188.24%
Implied 5 yr Inflation %1.86%1.93%-0.05%3.76%
2 yr T-note Yld1.89%2.81%-0.11%48.68%
2-10 Yr Slope0.51%0.27%-0.01%-47.06%
90 day T-bill Yld1.39%2.33%0.02%67.63%
Gold ($/oz)$1,309.30$1,235.80$12.93-5.61%
WTI Oil ($/brl)$60.42$67.59-$1.6911.87%
VIX "Worry Index"11.0424.164.27118.84%
NYSE Bullish % Index71.334.06-8.43-37.24





Credit Data  12/29/2017  10/26/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.54%-0.02%3.67%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.63%0.05%-7.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-540100-590

Saturday, October 20, 2018

Market Data: Week Ending October 19, 2018

Market Index/Data12/29/201710/19/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,444.34104.352.93%
S&P 500 Index2,673.612,767.680.553.52%
Fed Funds Rate1.42%2.19%0.01%54.23%
10 yr T-note Yld2.40%3.20%0.05%33.33%
5 yr T-note Yld2.20%3.05%0.05%38.64%
5 yr TIPS - 'Real' Yld0.34%1.07%0.06%214.71%
Implied 5 yr Inflation %1.86%1.98%-0.01%6.45%
2 yr T-note Yld1.89%2.92%0.07%54.50%
2-10 Yr Slope0.51%0.28%-0.02%-45.10%
90 day T-bill Yld1.39%2.31%0.03%66.19%
Gold ($/oz)$1,309.30$12,228.70$11,006.70833.99%
WTI Oil ($/brl)$60.42$69.28-$2.0614.66%
VIX "Worry Index"11.0419.89-1.4280.16%
NYSE Bullish % Index71.342.49-1.31-28.81





Credit Data  12/29/2017  10/19/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.56%0.01%4.49%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.58%0.02%-8.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-640-40-690

Friday, October 12, 2018

Market Data: Week Ending October 12, 2018

Market Index/Data12/29/201710/12/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,339.99-1,107.062.51%
S&P 500 Index2,673.612,767.13-137.783.50%
Fed Funds Rate1.42%2.18%0.00%53.52%
10 yr T-note Yld2.40%3.15%-0.08%31.25%
5 yr T-note Yld2.20%3.00%-0.07%36.36%
5 yr TIPS - 'Real' Yld0.34%1.01%-0.01%197.06%
Implied 5 yr Inflation %1.86%1.99%-0.06%6.99%
2 yr T-note Yld1.89%2.85%-0.03%50.79%
2-10 Yr Slope0.51%0.30%-0.05%-41.18%
90 day T-bill Yld1.39%2.28%0.05%64.03%
Gold ($/oz)$1,309.30$1,222.00$16.40-6.67%
WTI Oil ($/brl)$60.42$71.34-$3.0018.07%
VIX "Worry Index"11.0421.316.4993.03%
NYSE Bullish % Index71.343.8-10.84-27.50





Credit Data  12/29/2017  10/12/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.55%0.01%4.08%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.56%0.06%-8.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-60090-650

Friday, October 5, 2018

Market Data: Week Ending October 5, 2018

Market Index/Data12/29/201710/5/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2226,447.05-11.266.99%
S&P 500 Index2,673.612,904.91-9.078.65%
Fed Funds Rate1.42%2.18%0.00%53.52%
10 yr T-note Yld2.40%3.23%0.18%34.58%
5 yr T-note Yld2.20%3.07%0.13%39.55%
5 yr TIPS - 'Real' Yld0.34%1.02%0.11%200.00%
Implied 5 yr Inflation %1.86%2.05%0.02%10.22%
2 yr T-note Yld1.89%2.88%-0.03%52.38%
2-10 Yr Slope0.51%0.35%0.21%-31.37%
90 day T-bill Yld1.39%2.23%0.04%60.43%
Gold ($/oz)$1,309.30$1,205.60$9.40-7.92%
WTI Oil ($/brl)$60.42$74.34$1.1423.04%
VIX "Worry Index"11.0414.822.7034.24%
NYSE Bullish % Index71.354.64-4.54-16.66





Credit Data  12/29/2017   10/5/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.54%0.03%3.67%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.50%0.07%-9.69%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-690-150-740