Friday, October 28, 2016

Market Data & Graphs: Week Ending October 28, 2016

Market Index12/31/201510/28/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,161.1915.484.22%
S&P 500 Index2,043.942,126.41-14.754.03%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%1.86%0.12%-18.06%
5 yr T-note Yld1.76%1.33%0.08%-24.43%
5 yr TIPS - 'Real' Yld0.45%-0.27%0.04%-160.00%
Implied 5 yr Inflation %1.31%1.60%0.04%22.14%
2 yr T-note Yld1.06%0.86%0.02%-18.87%
2-10 Yr Slope1.21%1.00%0.10%-17.36%
90 day T-bill Yld0.16%0.30%-0.04%87.50%
Gold ($/oz)$1,060.50$1,276.80$9.1020.40%
WTI Oil ($/brl)$37.07$48.70-$2.1531.37%
VIX "Worry Index"18.2116.192.85-11.09%
NYSE Bullish % Index44.8957.16-4.4812.27
Credit Data12/31/201510/28/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.01%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.11%0.08%-7.28%
Invest. Gr. to 10 yr T-Note Spread (x 10)30450-110420


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, October 22, 2016

Market Data: Week Ending October 21, 2016

Market Index12/31/201510/21/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,145.717.334.14%
S&P 500 Index2,043.942,141.168.184.76%
Fed Funds Rate0.35%0.41%0.00%17.14%
10 yr T-note Yld2.27%1.74%-0.06%-23.35%
5 yr T-note Yld1.76%1.25%-0.03%-28.98%
5 yr TIPS - 'Real' Yld0.45%-0.31%-0.06%-168.89%
Implied 5 yr Inflation %1.31%1.56%0.03%19.08%
2 yr T-note Yld1.06%0.84%0.00%-20.75%
2-10 Yr Slope1.21%0.90%-0.06%-25.62%
90 day T-bill Yld0.16%0.34%0.02%112.50%
Gold ($/oz)$1,060.50$1,267.70$12.2019.54%
WTI Oil ($/brl)$37.07$50.85$0.1037.17%
VIX "Worry Index"18.2113.34-2.78-26.74%
NYSE Bullish % Index44.8961.64-1.0616.75
Credit Data12/31/201510/21/2016Week 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%6.03%-0.04%-8.50%
Invest. Gr. to 10 yr T-Note Spread (x 10)3056050530

Tuesday, October 18, 2016

Market Data: Week Ending October 14, 2016

Market Index12/31/201510/14/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,138.38-102.114.09%
S&P 500 Index2,043.942,132.98-20.764.36%
Fed Funds Rate0.35%0.41%0.01%17.14%
10 yr T-note Yld2.27%1.80%0.07%-20.70%
5 yr T-note Yld1.76%1.28%0.02%-27.27%
5 yr TIPS - 'Real' Yld0.45%-0.25%-0.01%-155.56%
Implied 5 yr Inflation %1.31%1.53%0.03%16.79%
2 yr T-note Yld1.06%0.84%0.01%-20.75%
2-10 Yr Slope1.21%0.96%0.06%-20.66%
90 day T-bill Yld0.16%0.32%-0.01%100.00%
Gold ($/oz)$1,060.50$1,255.50$3.6018.39%
WTI Oil ($/brl)$37.07$50.75$0.9436.90%
VIX "Worry Index"18.2116.122.64-11.48%
NYSE Bullish % Index44.8962.7-1.8017.81
Credit Data12/31/201510/14/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.01%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.07%0.01%-7.89%
Invest. Gr. to 10 yr T-Note Spread (x 10)30510-60480

Friday, October 7, 2016

Market Data: Week Ending October 7, 2016

Market Index12/31/201510/7/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,240.49-67.664.68%
S&P 500 Index2,043.942,153.74-14.535.37%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.73%0.13%-23.79%
5 yr T-note Yld1.76%1.26%0.12%-28.41%
5 yr TIPS - 'Real' Yld0.45%-0.24%0.07%-153.33%
Implied 5 yr Inflation %1.31%1.50%0.05%14.50%
2 yr T-note Yld1.06%0.83%0.06%-21.70%
2-10 Yr Slope1.21%0.90%0.07%-25.62%
90 day T-bill Yld0.16%0.33%0.04%106.25%
Gold ($/oz)$1,060.50$1,251.90-$65.2018.05%
WTI Oil ($/brl)$37.07$49.81$1.5734.37%
VIX "Worry Index"18.2113.480.19-25.97%
NYSE Bullish % Index44.8964.5-2.8419.61
Credit Data12/31/201510/7/2016Week 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%6.06%0.01%-8.04%
Invest. Gr. to 10 yr T-Note Spread (x 10)30570-120540