Friday, January 12, 2018

Market Data: Week Ending January 12, 2018


Market Index12/29/20171/12/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,803.19507.324.39%
S&P 500 Index2,673.612,786.2443.074.21%
Fed Funds Rate1.42%1.42%0.00%0.00%
10 yr T-note Yld2.40%2.55%0.08%6.25%
5 yr T-note Yld2.20%2.35%0.06%6.82%
5 yr TIPS - 'Real' Yld0.34%0.43%0.09%26.47%
Implied 5 yr Inflation %1.86%1.92%-0.03%3.23%
2 yr T-note Yld1.89%1.99%0.03%5.29%
2-10 Yr Slope0.51%0.56%0.05%9.80%
90 day T-bill Yld1.39%1.43%0.04%2.88%
Gold ($/oz)$1,309.30$1,334.90$12.601.96%
WTI Oil ($/brl)$60.42$64.30$2.866.42%
VIX "Worry Index"11.0410.160.94-7.97%
NYSE Bullish % Index71.374.771.323.47





Credit Data12/29/20171/12/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.46%0.00%0.41%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.58%0.03%-8.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-90-80-140

Saturday, January 6, 2018

Market Data: Week Ending January 5, 2018


Market Index12/29/20171/5/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,295.87576.652.33%
S&P 500 Index2,673.612,743.1769.562.60%
Fed Funds Rate1.42%1.42%0.00%0.00%
10 yr T-note Yld2.40%2.47%0.07%2.92%
5 yr T-note Yld2.20%2.29%0.09%4.09%
5 yr TIPS - 'Real' Yld0.34%0.34%0.00%0.00%
Implied 5 yr Inflation %1.86%1.95%0.09%4.84%
2 yr T-note Yld1.89%1.96%0.07%3.70%
2-10 Yr Slope0.51%0.51%0.00%0.00%
90 day T-bill Yld1.39%1.39%0.00%0.00%
Gold ($/oz)$1,309.30$1,322.30$13.000.99%
WTI Oil ($/brl)$60.42$61.44$1.021.69%
VIX "Worry Index"11.049.22-1.82-16.49%
NYSE Bullish % Index71.373.452.152.15





Credit Data12/29/20171/5/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.46%0.01%0.41%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.55%-0.54%-8.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-1010-60

Saturday, December 30, 2017

Market Data & Graphs: Week Ending December 29, 2017


Market Index12/30/201612/29/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6024,719.22-34.8425.08%
S&P 500 Index2,238.832,673.61-9.7319.42%
Fed Funds Rate0.66%1.42%0.00%115.15%
10 yr T-note Yld2.45%2.40%-0.08%-2.04%
5 yr T-note Yld1.93%2.20%-0.06%13.99%
5 yr TIPS - 'Real' Yld0.09%0.34%-0.10%277.78%
Implied 5 yr Inflation %1.84%1.86%0.04%1.09%
2 yr T-note Yld1.20%1.89%-0.02%57.50%
2-10 Yr Slope1.25%0.51%-0.06%-59.20%
90 day T-bill Yld0.51%1.39%0.06%172.55%
Gold ($/oz)$1,151.70$1,309.30$30.5013.68%
WTI Oil ($/brl)$53.72$60.42$1.9512.47%
VIX "Worry Index"13.0311.041.14-15.27%
NYSE Bullish % Index70.2971.30.381.01





Credit Data12/30/201612/29/2017Week 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%6.09%0.43%0.50%
Invest. Gr. to 10 yr T-Note Spread (x 10)-605070110


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)