Friday, August 18, 2017

Market Data: Week Ending August 18, 2017

Market Index12/30/20168/18/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,674.51-183.819.67%
S&P 500 Index2,238.832,425.55-15.778.34%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.19%0.00%-10.61%
5 yr T-note Yld1.93%1.77%0.03%-8.29%
5 yr TIPS - 'Real' Yld0.09%0.16%0.06%77.78%
Implied 5 yr Inflation %1.84%1.61%-0.03%-12.50%
2 yr T-note Yld1.20%1.33%0.03%10.83%
2-10 Yr Slope1.25%0.86%-0.03%-31.20%
90 day T-bill Yld0.51%1.02%-0.01%100.00%
Gold ($/oz)$1,151.70$1,291.60-$2.4012.15%
WTI Oil ($/brl)$53.72$48.66-$0.16-9.42%
VIX "Worry Index"13.0314.26-1.259.44%
NYSE Bullish % Index70.2958.85-1.91-11.44
Credit Data12/30/20168/18/2017Week ChangeSimple 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)-602300290

Friday, August 11, 2017

Market Data: Week Ending August 11, 2017

Market Index12/30/20168/11/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,858.32-224.4910.60%
S&P 500 Index2,238.832,441.32-35.519.04%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.19%-0.08%-10.61%
5 yr T-note Yld1.93%1.74%-0.08%-9.84%
5 yr TIPS - 'Real' Yld0.09%0.10%-0.07%11.11%
Implied 5 yr Inflation %1.84%1.64%-0.01%-10.87%
2 yr T-note Yld1.20%1.30%-0.06%8.33%
2-10 Yr Slope1.25%0.89%-0.02%-28.80%
90 day T-bill Yld0.51%1.03%-0.05%101.96%
Gold ($/oz)$1,151.70$1,294.00$29.4012.36%
WTI Oil ($/brl)$53.72$48.82-$0.76-9.12%
VIX "Worry Index"13.0315.515.4819.03%
NYSE Bullish % Index70.2960.76-2.77-9.53
Credit Data12/30/20168/11/2017Week ChangeSimple 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)-6023080290

Sunday, August 6, 2017

Market Data: Week Ending August 4, 2017

Market Index12/30/20168/4/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,082.81252.5011.74%
S&P 500 Index2,238.832,476.834.7310.63%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.27%-0.03%-7.35%
5 yr T-note Yld1.93%1.82%-0.01%-5.70%
5 yr TIPS - 'Real' Yld0.09%0.17%0.02%88.89%
Implied 5 yr Inflation %1.84%1.65%-0.03%-10.33%
2 yr T-note Yld1.20%1.36%0.02%13.33%
2-10 Yr Slope1.25%0.91%-0.05%-27.20%
90 day T-bill Yld0.51%1.08%0.00%111.76%
Gold ($/oz)$1,151.70$1,264.60-$10.709.80%
WTI Oil ($/brl)$53.72$49.58-$0.13-7.71%
VIX "Worry Index"13.0310.03-0.26-23.02%
NYSE Bullish % Index70.2963.53-2.36-6.76
Credit Data12/30/20168/4/2017Week ChangeSimple 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)-6015050210

Friday, July 28, 2017

Market Data & Graphs: Week Ending July 28, 2017

Market Index12/30/20167/28/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,830.31250.2410.46%
S&P 500 Index2,238.832,472.10-0.4410.42%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.30%0.06%-6.12%
5 yr T-note Yld1.93%1.83%0.02%-5.18%
5 yr TIPS - 'Real' Yld0.09%0.15%-0.04%66.67%
Implied 5 yr Inflation %1.84%1.68%0.06%-8.70%
2 yr T-note Yld1.20%1.34%-0.02%11.67%
2-10 Yr Slope1.25%0.96%0.08%-23.20%
90 day T-bill Yld0.51%1.08%-0.08%111.76%
Gold ($/oz)$1,151.70$1,275.30$20.4010.73%
WTI Oil ($/brl)$53.72$49.71$3.94-7.46%
VIX "Worry Index"13.0310.290.93-21.03%
NYSE Bullish % Index70.2965.89-0.59-4.40
Credit Data12/30/20167/28/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%0.00%0.42%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.82%-0.02%-3.96%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60100-60160


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



Investment Grade Credit & Junk Grade Credit, Weekly Price



Inflation Expectations, Weekly



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Weekly Worry Indexes



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