Saturday, August 29, 2015

Market Data & Graphs: Week Ending August 28, 2015



Market Index
12/31/2014
8/28/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
16,643.01
1.10%
-7.45%
S&P 500 Index
2,058.90
1,988.87
0.90%
-3.40%
Fed Funds Rate
0.03%
0.14%
-0.01%
366.67%
10 yr T-note Yld
2.17%
2.19%
0.14%
0.92%
5 yr T-note Yld
1.65%
1.52%
0.08%
-7.88%
5 yr TIPS - 'Real' Yld
0.33%
0.29%
-0.04%
-12.12%
Implied 5 yr Inflation %
1.32%
1.23%
0.12%
-6.82%
2 yr T-note Yld
0.67%
0.72%
0.08%
7.46%
2-10 Yr Slope
1.50%
1.47%
0.06%
-2.00%
90 day T-bill Yld
0.04%
0.06%
0.03%
50.00%
Gold ($/oz)
$1,183.20
$1,132.60
-$27.30
-4.28%
WTI Oil ($/brl)
$53.71
$45.31
$5.02
-15.64%
VIX "Worry Index"
19.20
26.05
5.22
35.68%
NYSE Bullish % Index
59.88
36.04
-5.82
-23.84





Credit Data
12/31/2014
8/28/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.34%
0.02%
0.43%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.04%
-0.08%
0.50%
Markit CDX No Am Inv Grade
66
79
-2.00
13.00
Invest. Gr. to 10 yr T-Note Spread
16
15
-12.00
-1.00


Weekly US Treasury Yields





Weekly Investment Grade & Junk Bond Prices




Weekly Inflation Expectations




Weekly NYSE Internal Strength/Weakness




Weekly Worry Indexes




Weekly US Dollar Index




Weekly US Dollar Gold