Friday, March 24, 2017

Market Data: Week Ending March 24, 2017

Market Index12/30/20163/24/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,596.72-317.904.22%
S&P 500 Index2,238.832,343.98-34.274.70%
Fed Funds Rate0.66%0.91%0.00%37.88%
10 yr T-note Yld2.45%2.40%-0.10%-2.04%
5 yr T-note Yld1.93%1.93%-0.10%0.00%
5 yr TIPS - 'Real' Yld0.09%0.20%0.06%122.22%
Implied 5 yr Inflation %1.84%1.73%-0.16%-5.98%
2 yr T-note Yld1.20%1.26%-0.07%5.00%
2-10 Yr Slope1.25%1.14%-0.03%-8.80%
90 day T-bill Yld0.51%0.78%0.05%52.94%
Gold ($/oz)$1,151.70$1,248.50$18.308.40%
WTI Oil ($/brl)$53.72$47.97-$1.34-10.70%
VIX "Worry Index"13.0312.961.68-0.54%
NYSE Bullish % Index70.2965.11-2.35-5.18
Credit Data12/30/20163/24/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.38%-0.01%-0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%6.01%0.01%-0.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-209040

Saturday, March 18, 2017

Market Data: Week Ending March 17, 2017

Market Index12/30/20163/17/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,914.6211.645.83%
S&P 500 Index2,238.832,378.255.656.23%
Fed Funds Rate0.66%0.91%0.25%37.88%
10 yr T-note Yld2.45%2.50%-0.08%2.04%
5 yr T-note Yld1.93%2.03%-0.08%5.18%
5 yr TIPS - 'Real' Yld0.09%0.14%-0.07%55.56%
Implied 5 yr Inflation %1.84%1.89%-0.01%2.72%
2 yr T-note Yld1.20%1.33%-0.03%10.83%
2-10 Yr Slope1.25%1.17%-0.05%-6.40%
90 day T-bill Yld0.51%0.73%-0.02%43.14%
Gold ($/oz)$1,151.70$1,230.20$28.806.82%
WTI Oil ($/brl)$53.72$49.31$0.82-8.21%
VIX "Worry Index"13.0311.28-0.38-13.43%
NYSE Bullish % Index70.2967.460.07-2.83
Credit Data12/30/20163/17/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%-0.01%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.06%6.00%-0.05%-0.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-11070-50

Friday, March 10, 2017

Market Data: Week Ending March 10, 2017

Market Index12/30/20163/10/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6020,902.98-102.735.77%
S&P 500 Index2,238.832,372.60-10.525.97%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.58%0.09%5.31%
5 yr T-note Yld1.93%2.11%0.09%9.33%
5 yr TIPS - 'Real' Yld0.09%0.21%0.11%133.33%
Implied 5 yr Inflation %1.84%1.90%-0.02%3.26%
2 yr T-note Yld1.20%1.36%0.04%13.33%
2-10 Yr Slope1.25%1.22%0.05%-2.40%
90 day T-bill Yld0.51%0.75%0.04%47.06%
Gold ($/oz)$1,151.70$1,201.40-$25.104.32%
WTI Oil ($/brl)$53.72$48.49-$4.84-9.74%
VIX "Worry Index"13.0311.660.70-10.51%
NYSE Bullish % Index70.2967.39-3.33-2.90
Credit Data12/30/20163/10/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.40%0.01%0.42%
SPDR High Yid Credit ETF Yield (JNK)6.06%6.05%0.13%-0.17%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-180-80-120

Friday, March 3, 2017

Market Data & Graphs: Week Ending March 3, 2017

Market Index12/30/20163/3/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,005.71183.956.29%
S&P 500 Index2,238.832,383.1215.786.44%
Fed Funds Rate0.66%0.66%0.00%0.00%
10 yr T-note Yld2.45%2.49%0.18%1.63%
5 yr T-note Yld1.93%2.02%0.22%4.66%
5 yr TIPS - 'Real' Yld0.09%0.10%0.20%11.11%
Implied 5 yr Inflation %1.84%1.92%0.02%4.35%
2 yr T-note Yld1.20%1.32%0.20%10.00%
2-10 Yr Slope1.25%1.17%-0.02%-6.40%
90 day T-bill Yld0.51%0.71%0.19%39.22%
Gold ($/oz)$1,151.70$1,226.50-$31.806.49%
WTI Oil ($/brl)$53.72$53.33-$0.66-0.73%
VIX "Worry Index"13.0310.96-0.51-15.89%
NYSE Bullish % Index70.2970.72-0.650.43
Credit Data12/30/20163/3/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.39%0.03%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.06%5.92%-0.03%-2.31%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60-100-150-40


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)