Saturday, July 30, 2016

Market Data & Graphs: Week Ending July 29, 2016

Market Index12/31/20157/29/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,432.24-138.615.78%
S&P 500 Index2,043.942,173.60-1.436.34%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.46%-0.11%-35.68%
5 yr T-note Yld1.76%1.03%-0.10%-41.48%
5 yr TIPS - 'Real' Yld0.45%-0.28%-0.05%-162.22%
Implied 5 yr Inflation %1.31%1.31%-0.05%0.00%
2 yr T-note Yld1.06%0.67%-0.04%-36.79%
2-10 Yr Slope1.21%0.79%-0.07%-34.71%
90 day T-bill Yld0.16%0.28%-0.05%75.00%
Gold ($/oz)$1,060.50$1,357.90$34.5028.04%
WTI Oil ($/brl)$37.07$41.60-$2.5912.22%
VIX "Worry Index"18.2111.87-0.15-34.82%
NYSE Bullish % Index44.8969.780.1024.89
Credit Data12/31/20157/29/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.29%-0.01%-0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.15%0.05%-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)30830100800


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, July 23, 2016

Market Data: Week Ending July 22, 2016

Market Index12/31/20157/22/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,570.8554.306.58%
S&P 500 Index2,043.942,175.0313.296.41%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.57%0.07%-30.84%
5 yr T-note Yld1.76%1.13%-0.02%-35.80%
5 yr TIPS - 'Real' Yld0.45%-0.23%0.06%-151.11%
Implied 5 yr Inflation %1.31%1.36%-0.08%3.82%
2 yr T-note Yld1.06%0.71%0.00%-33.02%
2-10 Yr Slope1.21%0.86%0.07%-28.93%
90 day T-bill Yld0.16%0.33%0.01%106.25%
Gold ($/oz)$1,060.50$1,323.40-$48.3024.79%
WTI Oil ($/brl)$37.07$44.19-$2.0919.21%
VIX "Worry Index"18.2112.02-0.65-33.99%
NYSE Bullish % Index44.8969.681.3024.79
Credit Data12/31/20157/22/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%-0.01%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.10%-0.04%-7.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)30730-80700

Saturday, July 16, 2016

Market Data: Week Ending July 15, 2016

Market Index12/31/20157/15/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,516.55369.816.26%
S&P 500 Index2,043.942,161.7431.845.76%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.50%0.13%-33.92%
5 yr T-note Yld1.76%1.15%0.20%-34.66%
5 yr TIPS - 'Real' Yld0.45%-0.29%0.15%-164.44%
Implied 5 yr Inflation %1.31%1.44%0.05%9.92%
2 yr T-note Yld1.06%0.71%0.10%-33.02%
2-10 Yr Slope1.21%0.79%0.03%-34.71%
90 day T-bill Yld0.16%0.32%0.04%100.00%
Gold ($/oz)$1,060.50$1,371.70$4.3029.34%
WTI Oil ($/brl)$37.07$46.28$1.1624.84%
VIX "Worry Index"18.2112.67-0.53-30.42%
NYSE Bullish % Index44.8968.387.7923.49
Credit Data12/31/20157/15/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.02%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.14%-0.01%-6.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)30810-110780

Sunday, July 10, 2016

Market Data: Week Ending July 8, 2016

Market Index12/31/20157/8/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,146.74197.374.14%
S&P 500 Index2,043.942,129.9026.954.21%
Fed Funds Rate0.35%0.40%0.10%14.29%
10 yr T-note Yld2.27%1.37%-0.09%-39.65%
5 yr T-note Yld1.76%0.95%-0.05%-46.02%
5 yr TIPS - 'Real' Yld0.45%-0.44%-0.01%-197.78%
Implied 5 yr Inflation %1.31%1.39%-0.04%6.11%
2 yr T-note Yld1.06%0.61%0.02%-42.45%
2-10 Yr Slope1.21%0.76%-0.11%-37.19%
90 day T-bill Yld0.16%0.28%0.00%75.00%
Gold ($/oz)$1,060.50$1,367.40$22.5028.94%
WTI Oil ($/brl)$37.07$45.12-$4.1621.72%
VIX "Worry Index"18.2113.20-1.57-27.51%
NYSE Bullish % Index44.8960.592.7715.70
Credit Data12/31/20157/8/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.29%-0.01%-0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.15%-0.09%-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)3092080890