Saturday, April 30, 2016

Market Data & Graphs: Week Ending April 29, 2016

Market Index12/31/20154/29/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,773.64-230.112.00%
S&P 500 Index2,043.942,065.30-26.281.05%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.83%-0.06%-19.38%
5 yr T-note Yld1.76%1.28%-0.09%-27.27%
5 yr TIPS - 'Real' Yld0.45%-0.32%-0.13%-171.11%
Implied 5 yr Inflation %1.31%1.60%0.04%22.14%
2 yr T-note Yld1.06%0.77%-0.07%-27.36%
2-10 Yr Slope1.21%1.06%0.01%-12.40%
90 day T-bill Yld0.16%0.22%-0.01%37.50%
Gold ($/oz)$1,060.50$1,294.90$61.2022.10%
WTI Oil ($/brl)$37.07$45.99$2.2424.06%
VIX "Worry Index"18.2115.732.51-13.62%
NYSE Bullish % Index44.8969.941.0125.05
Credit Data12/31/20154/29/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.33%-0.01%1.30%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.30%-0.05%-4.40%
Invest. Gr. to 10 yr T-Note Spread (x 10)3050050470


US Treasury Yields, 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, April 23, 2016

Market Data: Week Ending April 22, 2016

Market Index12/31/20154/22/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,003.75106.293.32%
S&P 500 Index2,043.942,091.5810.852.33%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.89%0.13%-16.74%
5 yr T-note Yld1.76%1.37%0.15%-22.16%
5 yr TIPS - 'Real' Yld0.45%-0.19%0.01%-142.22%
Implied 5 yr Inflation %1.31%1.56%0.14%19.08%
2 yr T-note Yld1.06%0.84%0.10%-20.75%
2-10 Yr Slope1.21%1.05%0.03%-13.22%
90 day T-bill Yld0.16%0.23%0.01%43.75%
Gold ($/oz)$1,060.50$1,233.70-$2.1016.33%
WTI Oil ($/brl)$37.07$43.75$2.0018.02%
VIX "Worry Index"18.2113.22-0.40-27.40%
NYSE Bullish % Index44.8968.933.0524.04
Credit Data12/31/20154/22/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.34%0.01%1.74%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.35%-0.08%-3.64%
Invest. Gr. to 10 yr T-Note Spread (x 10)30450-120420

Friday, April 15, 2016

Market Data: Week Ending April 15, 2016

Market Index12/31/20154/15/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,897.46320.502.71%
S&P 500 Index2,043.942,080.7333.131.80%
Fed Funds Rate0.35%0.37%0.00%5.71%
10 yr T-note Yld2.27%1.76%0.04%-22.47%
5 yr T-note Yld1.76%1.22%0.06%-30.68%
5 yr TIPS - 'Real' Yld0.45%-0.20%0.07%-144.44%
Implied 5 yr Inflation %1.31%1.42%-0.01%8.40%
2 yr T-note Yld1.06%0.74%0.04%-30.19%
2-10 Yr Slope1.21%1.02%0.00%-15.70%
90 day T-bill Yld0.16%0.22%-0.01%37.50%
Gold ($/oz)$1,060.50$1,235.80-$4.3016.53%
WTI Oil ($/brl)$37.07$41.75$2.0912.62%
VIX "Worry Index"18.2113.62-1.74-25.21%
NYSE Bullish % Index44.8965.882.5920.99
Credit Data12/31/20154/15/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.33%0.00%1.30%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.43%-0.08%-2.43%
Invest. Gr. to 10 yr T-Note Spread (x 10)30570-40540

Saturday, April 9, 2016

Market Data: Week Ending April 8, 2016

Market Index12/31/20154/8/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0317,576.96-215.790.87%
S&P 500 Index2,043.942,047.60-28.180.18%
Fed Funds Rate0.35%0.37%0.12%5.71%
10 yr T-note Yld2.27%1.72%-0.07%-24.23%
5 yr T-note Yld1.76%1.16%-0.08%-34.09%
5 yr TIPS - 'Real' Yld0.45%-0.27%-0.02%-160.00%
Implied 5 yr Inflation %1.31%1.43%-0.06%9.16%
2 yr T-note Yld1.06%0.70%-0.06%-33.96%
2-10 Yr Slope1.21%1.02%-0.01%-15.70%
90 day T-bill Yld0.16%0.23%0.00%43.75%
Gold ($/oz)$1,060.50$1,240.10$16.9016.94%
WTI Oil ($/brl)$37.07$39.66$3.036.99%
VIX "Worry Index"18.2115.362.26-15.65%
NYSE Bullish % Index44.8963.29-1.5818.40
Credit Data12/31/20154/8/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.33%0.00%1.30%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.51%-0.03%-1.21%
Invest. Gr. to 10 yr T-Note Spread (x 10)3061070580