Saturday, November 28, 2015

Market Data & Graphs: Week Ending November 27, 2015


Market Index
12/31/2014
11/27/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
17,798.49
-0.14%
-1.03%
S&P 500 Index
2,058.90
2,090.11
0.04%
1.52%
Fed Funds Rate
0.03%
0.12%
0.00%
300.00%
10 yr T-note Yld
2.17%
2.22%
-0.04%
2.30%
5 yr T-note Yld
1.65%
1.64%
-0.06%
-0.61%
5 yr TIPS - 'Real' Yld
0.33%
0.33%
-0.06%
0.00%
Implied 5 yr Inflation %
1.32%
1.31%
0.00%
-0.76%
2 yr T-note Yld
0.67%
0.92%
-0.01%
37.31%
2-10 Yr Slope
1.50%
1.30%
-0.03%
-13.33%
90 day T-bill Yld
0.04%
0.18%
0.06%
350.00%
Gold ($/oz)
$1,183.20
$1,056.10
-$20.60
-10.74%
WTI Oil ($/brl)
$53.71
$41.77
$0.31
-22.23%
VIX "Worry Index"
19.20
15.12
-0.35
-21.25%
NYSE Bullish % Index
59.88
54.09
1.36
-5.79





Credit Data
12/31/2014
11/27/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.40%
-0.01%
3.00%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.30%
-0.01%
4.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)
160
180
30
20


Weekly US Treasury Yields




Weekly Price for Investment Grade Credit & Junk Grade Credit




Weekly Inflation Expectations




Weekly NYSE Internal Sentiment




Weekly Worry Indexes




Weekly US Dollar Index (weighted by trade partners)




Weekly Gold Spot Price (not bullion or coins)



Friday, November 20, 2015

Market Data: Week Ending November 20, 2015

Market Index12/31/201411/20/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,823.833.25%-0.89%
S&P 500 Index2,058.902,089.173.17%1.47%
Fed Funds Rate0.03%0.12%0.00%300.00%
10 yr T-note Yld2.17%2.26%-0.02%4.15%
5 yr T-note Yld1.65%1.70%0.03%3.03%
5 yr TIPS - 'Real' Yld0.33%0.39%-0.07%18.18%
Implied 5 yr Inflation %1.32%1.31%0.10%-0.76%
2 yr T-note Yld0.67%0.93%0.07%38.81%
2-10 Yr Slope1.50%1.33%-0.09%-11.33%
90 day T-bill Yld0.04%0.12%-0.01%200.00%
Gold ($/oz)$1,183.20$1,076.70-$6.70-9.00%
WTI Oil ($/brl)$53.71$41.46$0.73-22.81%
VIX "Worry Index"19.2015.47-4.61-19.43%
NYSE Bullish % Index59.8852.730.25-7.15
Credit Data12/31/201411/20/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.41%0.00%3.43%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.31%0.02%4.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)16015020-10

Monday, November 16, 2015

Market Data: Week Ending November 13, 2015

Market Index12/31/201411/13/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,245.24-3.86%-4.10%
S&P 500 Index2,058.902,023.04-3.76%-1.74%
Fed Funds Rate0.03%0.12%0.00%300.00%
10 yr T-note Yld2.17%2.28%-0.06%5.07%
5 yr T-note Yld1.65%1.67%-0.06%1.21%
5 yr TIPS - 'Real' Yld0.33%0.46%-0.02%39.39%
Implied 5 yr Inflation %1.32%1.21%-0.04%-8.33%
2 yr T-note Yld0.67%0.86%-0.04%28.36%
2-10 Yr Slope1.50%1.42%-0.02%-5.33%
90 day T-bill Yld0.04%0.13%0.05%225.00%
Gold ($/oz)$1,183.20$1,083.40-$5.50-8.43%
WTI Oil ($/brl)$53.71$40.73-$3.79-24.17%
VIX "Worry Index"19.2020.085.754.58%
NYSE Bullish % Index59.8852.48-3.47-7.40
Credit Data12/31/201411/13/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.41%-0.01%3.43%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.29%0.12%4.66%
Invest. Gr. to 10 yr T-Note Spread (x 10)16013050-30