Friday, January 1, 2016

Market Data & Graphs: Week Ending December 31, 2015


Market Index
12/31/2014
12/31/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
17,425.03
-0.73%
-3.10%
S&P 500 Index
2,058.90
2,043.94
-0.83%
-0.73%
Fed Funds Rate
0.03%
0.35%
-0.01%
1066.67%
10 yr T-note Yld
2.17%
2.27%
0.02%
4.61%
5 yr T-note Yld
1.65%
1.76%
0.03%
6.67%
5 yr TIPS - 'Real' Yld
0.33%
0.45%
-0.05%
36.36%
Implied 5 yr Inflation %
1.32%
1.31%
0.08%
-0.76%
2 yr T-note Yld
0.67%
1.06%
0.03%
58.21%
2-10 Yr Slope
1.50%
1.21%
-0.01%
-19.33%
90 day T-bill Yld
0.04%
0.16%
-0.04%
300.00%
Gold ($/oz)
$1,183.20
$1,060.50
-$15.30
-10.37%
WTI Oil ($/brl)
$53.71
$37.07
-$1.05
-30.98%
VIX "Worry Index"
19.20
18.21
2.47
-5.16%
NYSE Bullish % Index
59.88
44.89
0.15
-14.99





Credit Data
12/31/2014
12/31/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.30%
-0.14%
-1.29%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.59%
0.04%
9.65%
Invest. Gr. to 10 yr T-Note Spread (x 10)
160
30
-160
-130



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)