Friday, April 13, 2018

Market Data: Week Ending April 13, 2018

Market Index/Data12/29/20174/13/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,360.14427.38-1.45%
S&P 500 Index2,673.612,656.3051.83-0.65%
Fed Funds Rate1.42%1.69%0.00%19.01%
10 yr T-note Yld2.40%2.82%0.05%17.50%
5 yr T-note Yld2.20%2.67%0.09%21.36%
5 yr TIPS - 'Real' Yld0.34%0.66%0.09%94.12%
Implied 5 yr Inflation %1.86%2.01%0.00%8.06%
2 yr T-note Yld1.89%2.37%0.10%25.40%
2-10 Yr Slope0.51%0.45%-0.05%-11.76%
90 day T-bill Yld1.39%1.76%0.03%26.62%
Gold ($/oz)$1,309.30$1,347.90$11.802.95%
WTI Oil ($/brl)$60.42$67.39$5.3311.54%
VIX "Worry Index"11.0417.41-4.0857.70%
NYSE Bullish % Index71.352.152.00-19.15





Credit Data  12/29/2017   4/13/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.43%0.00%-0.82%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.55%-0.06%-8.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-390-50-440

Friday, April 6, 2018

Market Data: Week Ending April 6, 2018

Market Index/Data12/29/20174/6/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2223,932.76-170.35-3.18%
S&P 500 Index2,673.612,604.47-36.40-2.59%
Fed Funds Rate1.42%1.69%0.01%19.01%
10 yr T-note Yld2.40%2.77%0.03%15.42%
5 yr T-note Yld2.20%2.58%0.02%17.27%
5 yr TIPS - 'Real' Yld0.34%0.57%-0.07%67.65%
Implied 5 yr Inflation %1.86%2.01%0.09%8.06%
2 yr T-note Yld1.89%2.27%0.00%20.11%
2-10 Yr Slope0.51%0.50%0.03%-1.96%
90 day T-bill Yld1.39%1.73%0.00%24.46%
Gold ($/oz)$1,309.30$1,336.10$8.802.05%
WTI Oil ($/brl)$60.42$62.06-$2.882.71%
VIX "Worry Index"11.0421.491.5294.66%
NYSE Bullish % Index71.350.15-0.88-21.15





Credit Data  12/29/2017   4/6/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.43%0.03%-0.82%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.61%-0.07%-7.88%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-3400-390

Saturday, March 31, 2018

Market Data & Graphs: Week Ending March 30, 2018

Market Index/Data12/29/20173/30/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,103.11569.91-2.49%
S&P 500 Index2,673.612,640.8752.61-1.22%
Fed Funds Rate1.42%1.68%0.00%18.31%
10 yr T-note Yld2.40%2.74%-0.08%14.17%
5 yr T-note Yld2.20%2.56%-0.05%16.36%
5 yr TIPS - 'Real' Yld0.34%0.64%0.04%88.24%
Implied 5 yr Inflation %1.86%1.92%-0.09%3.23%
2 yr T-note Yld1.89%2.27%-0.01%20.11%
2-10 Yr Slope0.51%0.47%-0.07%-7.84%
90 day T-bill Yld1.39%1.73%-0.01%24.46%
Gold ($/oz)$1,309.30$1,327.30-$22.601.37%
WTI Oil ($/brl)$60.42$64.94-$0.947.48%
VIX "Worry Index"11.0419.97-4.9180.89%
NYSE Bullish % Index71.351.03-1.73-20.27





Credit Data  12/29/2017   3/30/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.40%-0.02%-2.04%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.68%-0.01%-6.73%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-34060-390


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)