Friday, November 17, 2017

Market Data: Week Ending November 17, 2017


Market Index12/30/201611/17/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,358.24-63.9718.19%
S&P 500 Index2,238.832,578.85-3.4515.19%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.35%-0.05%-4.08%
5 yr T-note Yld1.93%2.06%0.00%6.74%
5 yr TIPS - 'Real' Yld0.09%0.31%0.03%244.44%
Implied 5 yr Inflation %1.84%1.75%-0.03%-4.89%
2 yr T-note Yld1.20%1.73%0.06%44.17%
2-10 Yr Slope1.25%0.62%-0.11%-50.40%
90 day T-bill Yld0.51%1.29%0.06%152.94%
Gold ($/oz)$1,151.70$1,296.50$22.3012.57%
WTI Oil ($/brl)$53.72$56.71-$0.035.57%
VIX "Worry Index"13.0311.430.14-12.28%
NYSE Bullish % Index70.2965.91-0.47-4.38





Credit Data12/30/201611/17/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%-0.01%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.67%-0.02%-6.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6010040160

Friday, November 10, 2017

Market Data: Week Ending November 10, 2017


Market Index12/30/201611/10/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,422.21-116.9818.52%
S&P 500 Index2,238.832,582.30-5.5415.34%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.40%0.06%-2.04%
5 yr T-note Yld1.93%2.06%0.07%6.74%
5 yr TIPS - 'Real' Yld0.09%0.28%0.03%211.11%
Implied 5 yr Inflation %1.84%1.78%0.04%-3.26%
2 yr T-note Yld1.20%1.67%0.04%39.17%
2-10 Yr Slope1.25%0.73%0.02%-41.60%
90 day T-bill Yld0.51%1.23%0.05%141.18%
Gold ($/oz)$1,151.70$1,274.20$5.0010.64%
WTI Oil ($/brl)$53.72$56.74$1.105.62%
VIX "Worry Index"13.0311.292.15-13.35%
NYSE Bullish % Index70.2966.38-0.94-3.91





Credit Data12/30/201611/10/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.46%0.01%2.93%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.69%0.01%-6.11%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6060-50120

Friday, November 3, 2017

Market Data: Week Ending November 3, 2017


Market Index12/30/201611/3/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,539.19105.0019.11%
S&P 500 Index2,238.832,587.846.7715.59%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.34%-0.08%-4.49%
5 yr T-note Yld1.93%1.99%-0.04%3.11%
5 yr TIPS - 'Real' Yld0.09%0.25%-0.02%177.78%
Implied 5 yr Inflation %1.84%1.74%-0.02%-5.43%
2 yr T-note Yld1.20%1.63%0.04%35.83%
2-10 Yr Slope1.25%0.71%-0.12%-43.20%
90 day T-bill Yld0.51%1.18%0.08%131.37%
Gold ($/oz)$1,151.70$1,269.20-$2.6010.20%
WTI Oil ($/brl)$53.72$55.64$1.743.57%
VIX "Worry Index"13.039.14-0.66-29.85%
NYSE Bullish % Index70.2967.32-1.35-2.97





Credit Data12/30/201611/3/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%0.00%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.68%0.03%-6.27%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6011080170

Saturday, October 28, 2017

Market Data & Graphs: Week Ending October 27, 2017


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Market Index12/30/201610/27/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,434.19105.5618.58%
S&P 500 Index2,238.832,581.075.8615.29%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.42%0.03%-1.22%
5 yr T-note Yld1.93%2.03%0.00%5.18%
5 yr TIPS - 'Real' Yld0.09%0.27%0.00%200.00%
Implied 5 yr Inflation %1.84%1.76%0.00%-4.35%
2 yr T-note Yld1.20%1.59%-0.01%32.50%
2-10 Yr Slope1.25%0.83%0.04%-33.60%
90 day T-bill Yld0.51%1.10%-0.01%115.69%
Gold ($/oz)$1,151.70$1,271.80-$8.7010.43%
WTI Oil ($/brl)$53.72$53.90$2.060.34%
VIX "Worry Index"13.039.80-0.17-24.79%
NYSE Bullish % Index70.2968.67-0.65-1.62





Credit Data12/30/201610/27/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.45%0.00%2.51%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.65%0.02%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6030-3090


US Treasury Yields, 90 day, 2, 5, 10 & 30 Yr, Weekly


Investment Grade Credit & Junk Grade Credit, Weekly Price


Inflation Expectations, Weekly


NYSE Internal Sentiment, Weekly


Weekly Worry Indexes


US Dollar Index, Weekly (weighted by trade partners)


Gold Spot Price, Weekly (not bullion or coins)