Saturday, December 26, 2015

Market Data: Week Ending December 24, 2015

Market Index12/31/201412/24/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,552.172.41%-2.40%
S&P 500 Index2,058.902,060.992.69%0.10%
Fed Funds Rate0.03%0.36%-0.01%1100.00%
10 yr T-note Yld2.17%2.25%0.06%3.69%
5 yr T-note Yld1.65%1.73%0.06%4.85%
5 yr TIPS - 'Real' Yld0.33%0.50%0.04%51.52%
Implied 5 yr Inflation %1.32%1.23%0.02%-6.82%
2 yr T-note Yld0.67%1.03%0.06%53.73%
2-10 Yr Slope1.50%1.22%0.00%-18.67%
90 day T-bill Yld0.04%0.20%0.01%400.00%
Gold ($/oz)$1,183.20$1,075.80$10.20-9.08%
WTI Oil ($/brl)$53.71$38.12$2.29-29.03%
VIX "Worry Index"19.2015.74-4.96-18.02%
NYSE Bullish % Index59.8844.741.12-15.14
Credit Data12/31/201412/24/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.44%0.01%4.72%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.55%-0.09%8.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)160190-5030

Saturday, December 19, 2015

Market Data: Week Ending December 18, 2015

Market Index12/31/201412/18/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,128.55-0.80%-4.75%
S&P 500 Index2,058.902,005.55-0.34%-2.59%
Fed Funds Rate0.03%0.37%0.24%1133.33%
10 yr T-note Yld2.17%2.19%0.06%0.92%
5 yr T-note Yld1.65%1.67%0.11%1.21%
5 yr TIPS - 'Real' Yld0.33%0.46%0.07%39.39%
Implied 5 yr Inflation %1.32%1.21%0.04%-8.33%
2 yr T-note Yld0.67%0.97%0.09%44.78%
2-10 Yr Slope1.50%1.22%-0.03%-18.67%
90 day T-bill Yld0.04%0.19%-0.04%375.00%
Gold ($/oz)$1,183.20$1,065.60-$8.10-9.94%
WTI Oil ($/brl)$53.71$35.83$0.47-33.29%
VIX "Worry Index"19.2020.70-3.697.81%
NYSE Bullish % Index59.8843.62-2.59-16.26
Credit Data12/31/201412/18/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.43%0.01%4.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.64%0.02%10.48%
Invest. Gr. to 10 yr T-Note Spread (x 10)160240-5080

Friday, December 11, 2015

Market Data: Week Ending December 11, 2015

Market Index12/31/201412/11/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,265.21-3.37%-3.99%
S&P 500 Index2,058.902,012.37-3.94%-2.26%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.13%-0.15%-1.84%
5 yr T-note Yld1.65%1.56%-0.20%-5.45%
5 yr TIPS - 'Real' Yld0.33%0.39%-0.02%18.18%
Implied 5 yr Inflation %1.32%1.17%-0.18%-11.36%
2 yr T-note Yld0.67%0.88%-0.03%31.34%
2-10 Yr Slope1.50%1.25%-0.12%-16.67%
90 day T-bill Yld0.04%0.23%0.00%475.00%
Gold ($/oz)$1,183.20$1,073.70-$12.10-9.25%
WTI Oil ($/brl)$53.71$35.36-$4.78-34.16%
VIX "Worry Index"19.2024.399.5827.03%
NYSE Bullish % Index59.8846.21-7.20-13.67
Credit Data12/31/201412/11/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.42%-0.01%3.86%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.62%0.26%10.15%
Invest. Gr. to 10 yr T-Note Spread (x 10)160290140130

Saturday, December 5, 2015

Market Data: Week Ending December 4, 2015

Market Index12/31/201412/4/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,847.630.13%-0.75%
S&P 500 Index2,058.902,091.690.12%1.59%
Fed Funds Rate0.03%0.13%0.01%333.33%
10 yr T-note Yld2.17%2.28%0.02%5.07%
5 yr T-note Yld1.65%1.76%0.06%6.67%
5 yr TIPS - 'Real' Yld0.33%0.41%0.02%24.24%
Implied 5 yr Inflation %1.32%1.35%0.04%2.27%
2 yr T-note Yld0.67%0.91%-0.02%35.82%
2-10 Yr Slope1.50%1.37%0.04%-8.67%
90 day T-bill Yld0.04%0.23%0.11%475.00%
Gold ($/oz)$1,183.20$1,085.80$9.10-8.23%
WTI Oil ($/brl)$53.71$40.14-$1.32-25.27%
VIX "Worry Index"19.2014.81-0.66-22.86%
NYSE Bullish % Index59.8853.410.68-6.47
Credit Data12/31/201412/4/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.43%0.02%4.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.36%0.05%5.82%
Invest. Gr. to 10 yr T-Note Spread (x 10)1601500-10