Saturday, December 16, 2017

Market Data: Week Ending December 15, 2017


Market Index12/30/201612/15/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6024,651.74322.5824.74%
S&P 500 Index2,238.832,675.8124.3119.52%
Fed Funds Rate0.66%1.41%0.25%113.64%
10 yr T-note Yld2.45%2.35%-0.03%-4.08%
5 yr T-note Yld1.93%2.16%0.02%11.92%
5 yr TIPS - 'Real' Yld0.09%0.39%-0.04%333.33%
Implied 5 yr Inflation %1.84%1.77%0.06%-3.80%
2 yr T-note Yld1.20%1.84%0.04%53.33%
2-10 Yr Slope1.25%0.51%-0.07%-59.20%
90 day T-bill Yld0.51%1.31%0.03%156.86%
Gold ($/oz)$1,151.70$1,257.50$9.109.19%
WTI Oil ($/brl)$53.72$57.33-$0.036.72%
VIX "Worry Index"13.039.42-0.16-27.71%
NYSE Bullish % Index70.2969.59-0.08-0.70





Credit Data12/30/201612/15/2017Week 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%0.01%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6010030160

Sunday, December 10, 2017

Market Data: Week Ending December 8, 2017


Market Index12/30/201612/8/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6024,329.1697.5723.11%
S&P 500 Index2,238.832,651.509.2818.43%
Fed Funds Rate0.66%1.16%0.09%75.76%
10 yr T-note Yld2.45%2.38%0.01%-2.86%
5 yr T-note Yld1.93%2.14%0.01%10.88%
5 yr TIPS - 'Real' Yld0.09%0.43%0.02%377.78%
Implied 5 yr Inflation %1.84%1.71%-0.01%-7.07%
2 yr T-note Yld1.20%1.80%0.02%50.00%
2-10 Yr Slope1.25%0.58%-0.01%-53.60%
90 day T-bill Yld0.51%1.28%0.01%150.98%
Gold ($/oz)$1,151.70$1,248.40-$33.908.40%
WTI Oil ($/brl)$53.72$57.36-$1.006.78%
VIX "Worry Index"13.039.58-1.85-26.48%
NYSE Bullish % Index70.2969.67-0.71-0.62





Credit Data12/30/201612/8/2017Week 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%5.64%-0.04%-6.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6070-20130

Friday, December 1, 2017

Market Data & Graphs: Week Ending December 1, 2017


Market Index12/30/201612/1/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6024,231.59673.6022.61%
S&P 500 Index2,238.832,642.2239.8018.02%
Fed Funds Rate0.66%1.07%-0.09%62.12%
10 yr T-note Yld2.45%2.37%0.03%-3.27%
5 yr T-note Yld1.93%2.13%0.06%10.36%
5 yr TIPS - 'Real' Yld0.09%0.41%0.05%355.56%
Implied 5 yr Inflation %1.84%1.72%0.01%-6.52%
2 yr T-note Yld1.20%1.78%0.28%48.33%
2-10 Yr Slope1.25%0.59%-0.25%-52.80%
90 day T-bill Yld0.51%1.27%-0.02%149.02%
Gold ($/oz)$1,151.70$1,282.30-$5.0011.34%
WTI Oil ($/brl)$53.72$58.36-$0.598.64%
VIX "Worry Index"13.0311.431.78-12.28%
NYSE Bullish % Index70.2970.383.460.09





Credit Data
12/30/201612/1/2017
  12/1/2017Week 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%5.68%0.04%-6.27%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6090-20150

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)