Market Index/Data | 12/29/2017 | 10/26/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 24,688.31 | -756.03 | -0.13% |
S&P 500 Index | 2,673.61 | 2,658.69 | -108.99 | -0.56% |
Fed Funds Rate | 1.42% | 2.20% | 0.01% | 54.93% |
10 yr T-note Yld | 2.40% | 3.08% | -0.12% | 28.33% |
5 yr T-note Yld | 2.20% | 2.91% | -0.14% | 32.27% |
5 yr TIPS - 'Real' Yld | 0.34% | 0.98% | -0.09% | 188.24% |
Implied 5 yr Inflation % | 1.86% | 1.93% | -0.05% | 3.76% |
2 yr T-note Yld | 1.89% | 2.81% | -0.11% | 48.68% |
2-10 Yr Slope | 0.51% | 0.27% | -0.01% | -47.06% |
90 day T-bill Yld | 1.39% | 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 | -$1.69 | 11.87% |
VIX "Worry Index" | 11.04 | 24.16 | 4.27 | 118.84% |
NYSE Bullish % Index | 71.3 | 34.06 | -8.43 | -37.24 |
Credit Data | 12/29/2017 | 10/26/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.54% | -0.02% | 3.67% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.63% | 0.05% | -7.55% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -540 | 100 | -590 |
Friday, October 26, 2018
Saturday, October 20, 2018
Market Data: Week Ending October 19, 2018
Market Index/Data | 12/29/2017 | 10/19/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 25,444.34 | 104.35 | 2.93% |
S&P 500 Index | 2,673.61 | 2,767.68 | 0.55 | 3.52% |
Fed Funds Rate | 1.42% | 2.19% | 0.01% | 54.23% |
10 yr T-note Yld | 2.40% | 3.20% | 0.05% | 33.33% |
5 yr T-note Yld | 2.20% | 3.05% | 0.05% | 38.64% |
5 yr TIPS - 'Real' Yld | 0.34% | 1.07% | 0.06% | 214.71% |
Implied 5 yr Inflation % | 1.86% | 1.98% | -0.01% | 6.45% |
2 yr T-note Yld | 1.89% | 2.92% | 0.07% | 54.50% |
2-10 Yr Slope | 0.51% | 0.28% | -0.02% | -45.10% |
90 day T-bill Yld | 1.39% | 2.31% | 0.03% | 66.19% |
Gold ($/oz) | $1,309.30 | $12,228.70 | $11,006.70 | 833.99% |
WTI Oil ($/brl) | $60.42 | $69.28 | -$2.06 | 14.66% |
VIX "Worry Index" | 11.04 | 19.89 | -1.42 | 80.16% |
NYSE Bullish % Index | 71.3 | 42.49 | -1.31 | -28.81 |
Credit Data | 12/29/2017 | 10/19/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.56% | 0.01% | 4.49% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.58% | 0.02% | -8.37% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -640 | -40 | -690 |
Friday, October 12, 2018
Market Data: Week Ending October 12, 2018
Market Index/Data | 12/29/2017 | 10/12/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 25,339.99 | -1,107.06 | 2.51% |
S&P 500 Index | 2,673.61 | 2,767.13 | -137.78 | 3.50% |
Fed Funds Rate | 1.42% | 2.18% | 0.00% | 53.52% |
10 yr T-note Yld | 2.40% | 3.15% | -0.08% | 31.25% |
5 yr T-note Yld | 2.20% | 3.00% | -0.07% | 36.36% |
5 yr TIPS - 'Real' Yld | 0.34% | 1.01% | -0.01% | 197.06% |
Implied 5 yr Inflation % | 1.86% | 1.99% | -0.06% | 6.99% |
2 yr T-note Yld | 1.89% | 2.85% | -0.03% | 50.79% |
2-10 Yr Slope | 0.51% | 0.30% | -0.05% | -41.18% |
90 day T-bill Yld | 1.39% | 2.28% | 0.05% | 64.03% |
Gold ($/oz) | $1,309.30 | $1,222.00 | $16.40 | -6.67% |
WTI Oil ($/brl) | $60.42 | $71.34 | -$3.00 | 18.07% |
VIX "Worry Index" | 11.04 | 21.31 | 6.49 | 93.03% |
NYSE Bullish % Index | 71.3 | 43.8 | -10.84 | -27.50 |
Credit Data | 12/29/2017 | 10/12/2018 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.45% | 2.55% | 0.01% | 4.08% |
SPDR High Yld Credit ETF Yield (JNK) | 6.09% | 5.56% | 0.06% | -8.70% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 50 | -600 | 90 | -650 |
Friday, October 5, 2018
Market Data: Week Ending October 5, 2018
Market Index/Data | 12/29/2017 | 10/5/2018 | Week Change | Simple YTD |
Dow Industrials Avg | 24,719.22 | 26,447.05 | -11.26 | 6.99% |
S&P 500 Index | 2,673.61 | 2,904.91 | -9.07 | 8.65% |
Fed Funds Rate | 1.42% | 2.18% | 0.00% | 53.52% |
10 yr T-note Yld | 2.40% | 3.23% | 0.18% | 34.58% |
5 yr T-note Yld | 2.20% | 3.07% | 0.13% | 39.55% |
5 yr TIPS - 'Real' Yld | 0.34% | 1.02% | 0.11% | 200.00% |
Implied 5 yr Inflation % | 1.86% | 2.05% | 0.02% | 10.22% |
2 yr T-note Yld | 1.89% | 2.88% | -0.03% | 52.38% |
2-10 Yr Slope | 0.51% | 0.35% | 0.21% | -31.37% |
90 day T-bill Yld | 1.39% | 2.23% | 0.04% | 60.43% |
Gold ($/oz) | $1,309.30 | $1,205.60 | $9.40 | -7.92% |
WTI Oil ($/brl) | $60.42 | $74.34 | $1.14 | 23.04% |
VIX "Worry Index" | 11.04 | 14.82 | 2.70 | 34.24% |
NYSE Bullish % Index | 71.3 | 54.64 | -4.54 | -16.66 |
Credit Data | 12/29/2017 | 10/5/2018 | Week Change | Simple 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 |
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