Saturday, October 31, 2015

Market Data & Graphs: Week Ending October 30, 2015

Market Index12/31/201410/30/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,663.540.10%-1.78%
S&P 500 Index2,058.902,079.360.20%0.99%
Fed Funds Rate0.03%0.12%-0.01%300.00%
10 yr T-note Yld2.17%2.16%0.07%-0.46%
5 yr T-note Yld1.65%1.52%0.09%-7.88%
5 yr TIPS - 'Real' Yld0.33%0.32%0.08%-3.03%
Implied 5 yr Inflation %1.32%1.20%0.01%-9.09%
2 yr T-note Yld0.67%0.75%0.09%11.94%
2-10 Yr Slope1.50%1.41%-0.02%-6.00%
90 day T-bill Yld0.04%0.08%0.07%100.00%
Gold ($/oz)$1,183.20$1,141.70-$22.30-3.51%
WTI Oil ($/brl)$53.71$46.39$1.66-13.63%
VIX "Worry Index"19.2015.070.61-21.51%
NYSE Bullish % Index59.8853.352.96-6.53
Credit Data12/31/201410/30/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.37%0.01%1.72%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.14%0.02%2.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)160210-6050


Weekly Treasury Yields




Weekly Investment & Low Grade Credit Prices




Weekly Inflation Expectation




Weekly NYSE Internal Sentiment




Weekly Worry Indexes




Weekly Dollar Index




Weekly Gold Spot Price

Saturday, October 24, 2015

Market Data: Week Ending October 23, 2015

Market Index12/31/201410/23/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,646.702.44%-1.87%
S&P 500 Index2,058.902,075.152.03%0.79%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.09%0.05%-3.69%
5 yr T-note Yld1.65%1.43%0.07%-13.33%
5 yr TIPS - 'Real' Yld0.33%0.24%0.06%-27.27%
Implied 5 yr Inflation %1.32%1.19%0.01%-9.85%
2 yr T-note Yld0.67%0.66%0.05%-1.49%
2-10 Yr Slope1.50%1.43%0.00%-4.67%
90 day T-bill Yld0.04%0.01%0.00%-75.00%
Gold ($/oz)$1,183.20$1,164.00-$13.40-1.62%
WTI Oil ($/brl)$53.71$44.73-$3.00-16.72%
VIX "Worry Index"19.2014.46-0.59-24.69%
NYSE Bullish % Index59.8850.393.64-9.49
Credit Data12/31/201410/23/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%0.00%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.12%-0.04%1.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)160270-50110

Saturday, October 17, 2015

Market Data: Week Ending October 16, 2015

Market Index12/31/201410/16/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,215.970.76%-4.27%
S&P 500 Index2,058.902,033.110.90%-1.25%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.04%-0.08%-5.99%
5 yr T-note Yld1.65%1.36%-0.05%-17.58%
5 yr TIPS - 'Real' Yld0.33%0.18%0.04%-45.45%
Implied 5 yr Inflation %1.32%1.18%-0.09%-10.61%
2 yr T-note Yld0.67%0.61%-0.04%-8.96%
2-10 Yr Slope1.50%1.43%-0.04%-4.67%
90 day T-bill Yld0.04%0.01%0.00%-75.00%
Gold ($/oz)$1,183.20$1,177.40$21.80-0.49%
WTI Oil ($/brl)$53.71$47.73-$1.76-11.13%
VIX "Worry Index"19.2015.05-2.03-21.61%
NYSE Bullish % Index59.8846.752.62-13.13
Credit Data12/31/201410/16/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%-0.01%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.16%-0.01%2.50%
Invest. Gr. to 10 yr T-Note Spread (x 10)16032070160

Saturday, October 10, 2015

Market Data: Week Ending October 9, 2015

Market Index12/31/201410/9/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,084.493.58%-5.00%
S&P 500 Index2,058.902,014.893.15%-2.14%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.12%0.13%-2.30%
5 yr T-note Yld1.65%1.41%0.12%-14.55%
5 yr TIPS - 'Real' Yld0.33%0.14%-0.10%-57.58%
Implied 5 yr Inflation %1.32%1.27%0.22%-3.79%
2 yr T-note Yld0.67%0.65%0.07%-2.99%
2-10 Yr Slope1.50%1.47%0.06%-2.00%
90 day T-bill Yld0.04%0.01%0.01%-75.00%
Gold ($/oz)$1,183.20$1,155.60$18.00-2.33%
WTI Oil ($/brl)$53.71$49.49$3.83-7.86%
VIX "Worry Index"19.2017.08-3.86-11.04%
NYSE Bullish % Index59.8844.1313.24-15.75
Credit Data12/31/201410/9/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.37%0.01%1.72%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.17%-0.17%2.66%
Invest. Gr. to 10 yr T-Note Spread1625-12.009.00