Friday, July 14, 2017

Market Data: Week Ending July 14, 2017

Market Index12/30/20167/14/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,637.74223.409.49%
S&P 500 Index2,238.832,459.2734.099.85%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.33%-0.06%-4.90%
5 yr T-note Yld1.93%1.87%-0.08%-3.11%
5 yr TIPS - 'Real' Yld0.09%0.25%-0.07%177.78%
Implied 5 yr Inflation %1.84%1.62%-0.01%-11.96%
2 yr T-note Yld1.20%1.35%-0.05%12.50%
2-10 Yr Slope1.25%0.98%-0.01%-21.60%
90 day T-bill Yld0.51%1.04%-0.01%103.92%
Gold ($/oz)$1,151.70$1,227.50$17.806.58%
WTI Oil ($/brl)$53.72$46.54$2.31-13.37%
VIX "Worry Index"13.039.51-1.58-27.01%
NYSE Bullish % Index70.2965.820.89-4.47
Credit Data12/30/20167/14/2017Week 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%5.86%-0.05%-3.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-608050140

Friday, July 7, 2017

Market Data: Week Ending July 7, 2017

Market Index12/30/20167/7/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,414.3464.718.36%
S&P 500 Index2,238.832,425.181.778.32%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.39%0.08%-2.45%
5 yr T-note Yld1.93%1.95%0.06%1.04%
5 yr TIPS - 'Real' Yld0.09%0.32%0.14%255.56%
Implied 5 yr Inflation %1.84%1.63%-0.08%-11.41%
2 yr T-note Yld1.20%1.40%0.02%16.67%
2-10 Yr Slope1.25%0.99%0.06%-20.80%
90 day T-bill Yld0.51%1.05%0.02%105.88%
Gold ($/oz)$1,151.70$1,209.70-$32.605.04%
WTI Oil ($/brl)$53.72$44.23-$1.81-17.67%
VIX "Worry Index"13.0311.09-0.09-14.89%
NYSE Bullish % Index70.2964.931.05-5.36
Credit Data12/30/20167/7/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.03%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.91%0.00%-2.48%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6030-5090

Saturday, July 1, 2017

Market Data & Graphs: Week Ending June 30, 2017

Market Index12/30/20166/30/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,349.63-45.138.03%
S&P 500 Index2,238.832,423.41-14.898.24%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.31%0.16%-5.71%
5 yr T-note Yld1.93%1.89%0.12%-2.07%
5 yr TIPS - 'Real' Yld0.09%0.18%0.00%100.00%
Implied 5 yr Inflation %1.84%1.71%0.12%-7.07%
2 yr T-note Yld1.20%1.38%0.04%15.00%
2-10 Yr Slope1.25%0.93%0.12%-25.60%
90 day T-bill Yld0.51%1.03%0.06%101.96%
Gold ($/oz)$1,151.70$1,242.30-$14.107.87%
WTI Oil ($/brl)$53.72$46.04$3.03-14.30%
VIX "Worry Index"13.0311.181.16-14.20%
NYSE Bullish % Index70.2963.880.34-6.41
Credit Data12/30/20166/30/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.01%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.91%-0.01%-2.48%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6080-150140


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)

Saturday, June 24, 2017

Market Data: Week Ending June 23, 2017

Market Index12/30/20166/23/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,394.7610.488.26%
S&P 500 Index2,238.832,438.305.158.91%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.15%-0.01%-12.24%
5 yr T-note Yld1.93%1.77%0.02%-8.29%
5 yr TIPS - 'Real' Yld0.09%0.18%-0.01%100.00%
Implied 5 yr Inflation %1.84%1.59%0.03%-13.59%
2 yr T-note Yld1.20%1.34%0.02%11.67%
2-10 Yr Slope1.25%0.81%-0.03%-35.20%
90 day T-bill Yld0.51%0.97%-0.06%90.20%
Gold ($/oz)$1,151.70$1,256.40-$0.109.09%
WTI Oil ($/brl)$53.72$43.01-$1.96-19.94%
VIX "Worry Index"13.0310.02-0.36-23.10%
NYSE Bullish % Index70.2963.54-0.44-6.75
Credit Data12/30/20166/23/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%-0.01%-0.42%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.92%-0.01%-2.31%
Invest. Gr. to 10 yr T-Note Spread (x 10)-602300290