Saturday, September 24, 2016

Market Data: Week Ending September 23, 2106

Market Index12/31/20159/23/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,261.45137.654.80%
S&P 500 Index2,043.942,164.6925.535.91%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.62%-0.08%-28.63%
5 yr T-note Yld1.76%1.16%-0.05%-34.09%
5 yr TIPS - 'Real' Yld0.45%-0.26%-0.13%-157.78%
Implied 5 yr Inflation %1.31%1.42%0.08%8.40%
2 yr T-note Yld1.06%0.77%0.00%-27.36%
2-10 Yr Slope1.21%0.85%-0.08%-29.75%
90 day T-bill Yld0.16%0.18%-0.12%12.50%
Gold ($/oz)$1,060.50$1,341.70$31.5026.52%
WTI Oil ($/brl)$37.07$44.48$0.8619.99%
VIX "Worry Index"18.2112.29-3.08-32.51%
NYSE Bullish % Index44.8967.10.3422.21
Credit Data12/31/20159/23/2016Week 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%6.09%-0.06%-7.59%
Invest. Gr. to 10 yr T-Note Spread (x 10)3067070640

Friday, September 16, 2016

Market Data: Week Ending September 16, 2016

Market Index12/31/20159/16/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,123.8038.354.01%
S&P 500 Index2,043.942,139.1611.354.66%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.70%0.03%-25.11%
5 yr T-note Yld1.76%1.21%-0.02%-31.25%
5 yr TIPS - 'Real' Yld0.45%-0.13%-0.04%-128.89%
Implied 5 yr Inflation %1.31%1.34%0.02%2.29%
2 yr T-note Yld1.06%0.77%-0.02%-27.36%
2-10 Yr Slope1.21%0.93%0.05%-23.14%
90 day T-bill Yld0.16%0.30%-0.05%87.50%
Gold ($/oz)$1,060.50$1,310.20-$24.3023.55%
WTI Oil ($/brl)$37.07$43.62-$2.2617.67%
VIX "Worry Index"18.2115.37-2.13-15.60%
NYSE Bullish % Index44.8966.76-3.2621.87
Credit Data12/31/20159/16/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.00%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.15%0.00%-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)30600-30570

Sunday, September 11, 2016

Market Data: Week Ending September 9, 2016

Market Index12/31/20159/9/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,085.45-406.513.79%
S&P 500 Index2,043.942,127.81-52.174.10%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.67%0.07%-26.43%
5 yr T-note Yld1.76%1.23%0.03%-30.11%
5 yr TIPS - 'Real' Yld0.45%-0.09%-0.01%-120.00%
Implied 5 yr Inflation %1.31%1.32%0.04%0.76%
2 yr T-note Yld1.06%0.79%-0.01%-25.47%
2-10 Yr Slope1.21%0.88%0.08%-27.27%
90 day T-bill Yld0.16%0.35%0.02%118.75%
Gold ($/oz)$1,060.50$1,334.50$7.8025.84%
WTI Oil ($/brl)$37.07$45.88$1.4423.77%
VIX "Worry Index"18.2117.505.52-3.90%
NYSE Bullish % Index44.8970.02-0.5225.13
Credit Data12/31/20159/9/2016Week 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%6.15%0.09%-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)30630-60600

Saturday, September 3, 2016

Market Data & Graphs: Week Ending September 2, 2016

Market Index12/31/20159/2/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,491.9696.566.12%
S&P 500 Index2,043.942,179.9810.946.66%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.60%-0.02%-29.52%
5 yr T-note Yld1.76%1.20%-0.03%-31.82%
5 yr TIPS - 'Real' Yld0.45%-0.08%0.00%-117.78%
Implied 5 yr Inflation %1.31%1.28%-0.03%-2.29%
2 yr T-note Yld1.06%0.80%-0.04%-24.53%
2-10 Yr Slope1.21%0.80%0.02%-33.88%
90 day T-bill Yld0.16%0.33%-0.01%106.25%
Gold ($/oz)$1,060.50$1,326.70$0.8025.10%
WTI Oil ($/brl)$37.07$44.44-$3.2019.88%
VIX "Worry Index"18.2111.98-1.67-34.21%
NYSE Bullish % Index44.8970.540.0025.65
Credit Data12/31/20159/2/2016Week 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%6.06%-0.02%-8.04%
Invest. Gr. to 10 yr T-Note Spread (x 10)3069010660


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)