Friday, October 20, 2017

Market Data: Week Ending October 20, 2017


Market Index12/30/201610/20/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6023,328.63456.9118.04%
S&P 500 Index2,238.832,575.2122.0415.02%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.39%0.11%-2.45%
5 yr T-note Yld1.93%2.03%0.12%5.18%
5 yr TIPS - 'Real' Yld0.09%0.27%0.07%200.00%
Implied 5 yr Inflation %1.84%1.76%0.05%-4.35%
2 yr T-note Yld1.20%1.60%0.09%33.33%
2-10 Yr Slope1.25%0.79%0.02%-36.80%
90 day T-bill Yld0.51%1.11%0.02%117.65%
Gold ($/oz)$1,151.70$1,280.50-$24.1011.18%
WTI Oil ($/brl)$53.72$51.84$0.39-3.50%
VIX "Worry Index"13.039.970.36-23.48%
NYSE Bullish % Index70.2969.320.89-0.97





Credit Data12/30/201610/20/2017Week 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%5.63%-0.02%-7.10%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6060-100120

Friday, October 13, 2017

Market Data: Week Ending October 13, 2017

Market Index12/30/201610/13/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,871.7298.0515.73%
S&P 500 Index2,238.832,553.173.8414.04%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.28%-0.09%-6.94%
5 yr T-note Yld1.93%1.91%-0.06%-1.04%
5 yr TIPS - 'Real' Yld0.09%0.20%0.01%122.22%
Implied 5 yr Inflation %1.84%1.71%-0.07%-7.07%
2 yr T-note Yld1.20%1.51%-0.03%25.83%
2-10 Yr Slope1.25%0.77%-0.06%-38.40%
90 day T-bill Yld0.51%1.09%0.02%113.73%
Gold ($/oz)$1,151.70$1,304.60$29.7013.28%
WTI Oil ($/brl)$53.72$51.45$2.16-4.23%
VIX "Worry Index"13.039.61-0.04-26.25%
NYSE Bullish % Index70.2968.430.27-1.86
Credit Data12/30/201610/13/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.44%-0.01%2.09%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.65%0.00%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6016080220

Saturday, October 7, 2017

Market Data: Week Ending October 6, 2017

Market Index12/30/201610/6/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,773.67367.6815.24%
S&P 500 Index2,238.832,549.3329.9713.87%
Fed Funds Rate0.66%1.16%0.10%75.76%
10 yr T-note Yld2.45%2.37%0.04%-3.27%
5 yr T-note Yld1.93%1.97%0.05%2.07%
5 yr TIPS - 'Real' Yld0.09%0.19%-0.05%111.11%
Implied 5 yr Inflation %1.84%1.78%0.10%-3.26%
2 yr T-note Yld1.20%1.54%0.07%28.33%
2-10 Yr Slope1.25%0.83%-0.03%-33.60%
90 day T-bill Yld0.51%1.07%0.01%109.80%
Gold ($/oz)$1,151.70$1,274.90-$9.9010.70%
WTI Oil ($/brl)$53.72$49.29-$2.38-8.25%
VIX "Worry Index"13.039.650.14-25.94%
NYSE Bullish % Index70.2968.161.30-2.13
Credit Data12/30/201610/6/2017Week 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%-0.08%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6080-40140

Wednesday, October 4, 2017

Market Data & Graphs: Week Ending September 29, 2017


Market Index12/30/20169/29/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,405.9956.4013.38%
S&P 500 Index2,238.832,519.3616.8112.53%
Fed Funds Rate0.66%1.06%-0.10%60.61%
10 yr T-note Yld2.45%2.33%0.07%-4.90%
5 yr T-note Yld1.93%1.92%0.04%-0.52%
5 yr TIPS - 'Real' Yld0.09%0.24%0.07%166.67%
Implied 5 yr Inflation %1.84%1.68%-0.03%-8.70%
2 yr T-note Yld1.20%1.47%0.01%22.50%
2-10 Yr Slope1.25%0.86%0.06%-31.20%
90 day T-bill Yld0.51%1.06%0.03%107.84%
Gold ($/oz)$1,151.70$1,284.80-$12.7011.56%
WTI Oil ($/brl)$53.72$51.67$1.01-3.82%
VIX "Worry Index"13.039.51-0.08-27.01%
NYSE Bullish % Index70.2966.862.32-3.43
Credit Data12/30/20169/29/2017Week 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%5.73%0.00%-5.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60120-60180


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)