Saturday, December 31, 2016

Market Data & Graphs: Week Ending December 30, 2016

Market Index12/31/201512/30/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,762.60-81.2113.42%
S&P 500 Index2,043.942,238.83-19.249.54%
Fed Funds Rate0.35%0.66%0.00%88.57%
10 yr T-note Yld2.27%2.45%-0.15%7.93%
5 yr T-note Yld1.76%1.93%-0.14%9.66%
5 yr TIPS - 'Real' Yld0.45%0.09%-0.23%-80.00%
Implied 5 yr Inflation %1.31%1.84%0.09%40.46%
2 yr T-note Yld1.06%1.20%-0.08%13.21%
2-10 Yr Slope1.21%1.25%-0.07%3.31%
90 day T-bill Yld0.16%0.51%0.00%218.75%
Gold ($/oz)$1,060.50$1,151.70$14.308.60%
WTI Oil ($/brl)$37.07$53.72$0.7744.92%
VIX "Worry Index"18.2113.030.83-28.45%
NYSE Bullish % Index44.8970.29-0.2025.40
Credit Data12/31/201512/30/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.39%0.00%3.91%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.06%-0.05%-8.04%
Invest. Gr. to 10 yr T-Note Spread (x 10)30-60150-90


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)

Saturday, December 17, 2016

Market Data: Week Ending December 16, 2016

Market Index12/31/201512/16/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,843.8186.9613.88%
S&P 500 Index2,043.942,258.07-1.4610.48%
Fed Funds Rate0.35%0.66%0.25%88.57%
10 yr T-note Yld2.27%2.60%0.13%14.54%
5 yr T-note Yld1.76%2.07%0.18%17.61%
5 yr TIPS - 'Real' Yld0.45%0.32%0.26%-28.89%
Implied 5 yr Inflation %1.31%1.75%-0.08%33.59%
2 yr T-note Yld1.06%1.28%0.13%20.75%
2-10 Yr Slope1.21%1.32%0.00%9.09%
90 day T-bill Yld0.16%0.51%-0.03%218.75%
Gold ($/oz)$1,060.50$1,137.40-$24.507.25%
WTI Oil ($/brl)$37.07$52.95$1.4542.84%
VIX "Worry Index"18.2112.200.45-33.00%
NYSE Bullish % Index44.8970.490.6025.60
Credit Data12/31/201512/16/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.39%0.02%3.91%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.11%0.03%-7.28%
Invest. Gr. to 10 yr T-Note Spread (x 10)30-210-110-240

Friday, December 9, 2016

Market Data: Week Ending December 9, 2016

Market Index12/31/201512/9/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,756.85586.4313.38%
S&P 500 Index2,043.942,259.5367.5810.55%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.47%0.07%8.81%
5 yr T-note Yld1.76%1.89%0.25%7.39%
5 yr TIPS - 'Real' Yld0.45%0.06%-0.02%-86.67%
Implied 5 yr Inflation %1.31%1.83%0.27%39.69%
2 yr T-note Yld1.06%1.15%0.04%8.49%
2-10 Yr Slope1.21%1.32%0.03%9.09%
90 day T-bill Yld0.16%0.54%0.05%237.50%
Gold ($/oz)$1,060.50$1,161.90-$15.909.56%
WTI Oil ($/brl)$37.07$51.50-$0.1838.93%
VIX "Worry Index"18.2111.75-2.37-35.48%
NYSE Bullish % Index44.8969.894.7725.00
Credit Data12/31/201512/9/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.37%0.00%3.04%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.08%-0.08%-7.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)30-100-70-130

Friday, December 2, 2016

Market Data & Graphs: Week Ending December 2, 2016

Market Index12/31/201512/2/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0319,170.4218.2810.02%
S&P 500 Index2,043.942,191.95-21.407.24%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%2.40%0.04%5.73%
5 yr T-note Yld1.76%1.64%-0.19%-6.82%
5 yr TIPS - 'Real' Yld0.45%0.08%-0.01%-82.22%
Implied 5 yr Inflation %1.31%1.56%-0.18%19.08%
2 yr T-note Yld1.06%1.11%-0.01%4.72%
2-10 Yr Slope1.21%1.29%0.05%6.61%
90 day T-bill Yld0.16%0.49%0.00%206.25%
Gold ($/oz)$1,060.50$1,177.80-$0.6011.06%
WTI Oil ($/brl)$37.07$51.68$5.6239.41%
VIX "Worry Index"18.2114.121.78-22.46%
NYSE Bullish % Index44.8965.121.4320.23
Credit Data12/31/201512/2/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.37%0.00%3.04%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.16%-0.02%-6.53%
Invest. Gr. to 10 yr T-Note Spread (x 10)30-30-40-60


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)