Monday, December 31, 2018

Market Data & Graphs: Year Ending December 31, 2018

Market Index/Data12/29/201712/31/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2223,327.35881.98-5.63%
S&P 500 Index2,673.612,506.8590.23-6.24%
Fed Funds Rate1.42%2.40%0.00%69.01%
10 yr T-note Yld2.40%2.69%-0.10%12.08%
5 yr T-note Yld2.20%2.51%-0.13%14.09%
5 yr TIPS - 'Real' Yld0.34%1.00%-0.09%194.12%
Implied 5 yr Inflation %1.86%1.51%-0.04%-18.82%
2 yr T-note Yld1.89%2.48%-0.15%31.22%
2-10 Yr Slope0.51%0.21%0.05%-58.82%
90 day T-bill Yld1.39%2.45%0.06%76.26%
Gold ($/oz)$1,309.30$1,281.30$23.20-2.14%
WTI Oil ($/brl)$60.42$45.41-$0.18-24.84%
VIX "Worry Index"11.0425.42-4.69130.25%
NYSE Bullish % Index71.320.84-2.38-50.46





Credit Data  12/29/2017  12/31/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.75%0.18%12.24%
SPDR High Yld Credit ETF Yield (JNK)6.09%6.39%0.45%4.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)506028010



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 (not weighted by trade partners)

Gold Spot Price, Weekly (not bullion or coins)




Saturday, December 22, 2018

Market Data: Week Ending December 21, 2018

Market Index/Data12/29/201712/21/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2222,445.37-1,655.14-9.20%
S&P 500 Index2,673.612,416.62-183.33-9.61%
Fed Funds Rate1.42%2.40%0.20%69.01%
10 yr T-note Yld2.40%2.79%-0.10%16.25%
5 yr T-note Yld2.20%2.64%-0.09%20.00%
5 yr TIPS - 'Real' Yld0.34%1.09%-0.04%220.59%
Implied 5 yr Inflation %1.86%1.55%-0.05%-16.67%
2 yr T-note Yld1.89%2.63%-0.10%39.15%
2-10 Yr Slope0.51%0.16%0.00%-68.63%
90 day T-bill Yld1.39%2.39%-0.03%71.94%
Gold ($/oz)$1,309.30$1,258.10$16.70-3.91%
WTI Oil ($/brl)$60.42$45.59-$5.61-24.54%
VIX "Worry Index"11.0430.118.48172.74%
NYSE Bullish % Index71.323.22-10.17-48.08





Credit Data  12/29/2017  12/21/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.57%0.00%4.90%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.94%0.23%-2.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-220100-270

Friday, December 14, 2018

Market Data: Week Ending December 14, 2018

Market Index/Data12/29/201712/14/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,100.51-288.44-2.50%
S&P 500 Index2,673.612,599.95-33.13-2.76%
Fed Funds Rate1.42%2.20%0.00%54.93%
10 yr T-note Yld2.40%2.89%0.04%20.42%
5 yr T-note Yld2.20%2.73%0.03%24.09%
5 yr TIPS - 'Real' Yld0.34%1.13%0.11%232.35%
Implied 5 yr Inflation %1.86%1.60%-0.08%-13.98%
2 yr T-note Yld1.89%2.73%0.01%44.44%
2-10 Yr Slope0.51%0.16%0.03%-68.63%
90 day T-bill Yld1.39%2.42%0.02%74.10%
Gold ($/oz)$1,309.30$1,241.40-$11.20-5.19%
WTI Oil ($/brl)$60.42$51.20-$1.41-15.26%
VIX "Worry Index"11.0421.63-1.6095.92%
NYSE Bullish % Index71.333.39-4.56-37.91





Credit Data  12/29/2017  12/14/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.57%0.01%4.90%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.71%-0.02%-6.24%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-320-30-370