Sunday, May 27, 2018

Market Data: Week Ending May 25, 2018

Market Index/Data12/29/20175/25/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,753.0938.000.14%
S&P 500 Index2,673.612,721.338.361.78%
Fed Funds Rate1.42%1.70%0.00%19.72%
10 yr T-note Yld2.40%2.93%-0.13%22.08%
5 yr T-note Yld2.20%2.76%-0.14%25.45%
5 yr TIPS - 'Real' Yld0.34%0.72%-0.04%111.76%
Implied 5 yr Inflation %1.86%2.04%-0.10%9.68%
2 yr T-note Yld1.89%2.48%-0.07%31.22%
2-10 Yr Slope0.51%0.45%-0.06%-11.76%
90 day T-bill Yld1.39%1.90%-0.01%36.69%
Gold ($/oz)$1,309.30$1,303.70$12.40-0.43%
WTI Oil ($/brl)$60.42$67.88-$3.4912.35%
VIX "Worry Index"11.0413.22-0.2019.75%
NYSE Bullish % Index71.358.981.05-12.32





Credit Data 12/29/2017   5/25/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.45%-0.02%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.60%0.00%-8.05%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-480110-530

-->

Sunday, May 20, 2018

Market Data: Week Ending May 18, 2018

Market Index/Data12/29/20175/18/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,715.09-116.08-0.02%
S&P 500 Index2,673.612,712.97-14.751.47%
Fed Funds Rate1.42%1.70%0.00%19.72%
10 yr T-note Yld2.40%3.06%0.09%27.50%
5 yr T-note Yld2.20%2.90%0.06%31.82%
5 yr TIPS - 'Real' Yld0.34%0.76%0.05%123.53%
Implied 5 yr Inflation %1.86%2.14%0.01%15.05%
2 yr T-note Yld1.89%2.55%0.01%34.92%
2-10 Yr Slope0.51%0.51%0.08%0.00%
90 day T-bill Yld1.39%1.91%-0.01%37.41%
Gold ($/oz)$1,309.30$1,291.30-$29.40-1.37%
WTI Oil ($/brl)$60.42$71.37$0.6718.12%
VIX "Worry Index"11.0413.420.7721.56%
NYSE Bullish % Index71.357.932.77-13.37





Credit Data12/29/20175/18/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.47%0.02%0.82%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.60%0.02%-8.05%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-590-70-640

Friday, May 11, 2018

Market Data: Week Ending May 11, 2018

Market Index/Data12/29/20175/11/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,831.17568.660.45%
S&P 500 Index2,673.612,727.7264.302.02%
Fed Funds Rate1.42%1.70%0.00%19.72%
10 yr T-note Yld2.40%2.97%0.02%23.75%
5 yr T-note Yld2.20%2.84%0.06%29.09%
5 yr TIPS - 'Real' Yld0.34%0.71%0.02%108.82%
Implied 5 yr Inflation %1.86%2.13%0.04%14.52%
2 yr T-note Yld1.89%2.54%0.03%34.39%
2-10 Yr Slope0.51%0.43%-0.01%-15.69%
90 day T-bill Yld1.39%1.92%0.08%38.13%
Gold ($/oz)$1,309.30$1,320.70$6.000.87%
WTI Oil ($/brl)$60.42$70.70$0.9817.01%
VIX "Worry Index"11.0412.65-2.1214.58%
NYSE Bullish % Index71.355.164.07-16.14





Credit Data  12/29/2017  5/11/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.45%0.00%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.58%-0.02%-8.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-520-20-570

Friday, May 4, 2018

Market Data & Graphs: Week Ending May 4, 2018

Market Index/Data12/29/20175/4/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,262.51-48.68-1.85%
S&P 500 Index2,673.612,663.42-6.49-0.38%
Fed Funds Rate1.42%1.70%0.00%19.72%
10 yr T-note Yld2.40%2.95%-0.01%22.92%
5 yr T-note Yld2.20%2.78%-0.02%26.36%
5 yr TIPS - 'Real' Yld0.34%0.69%-0.02%102.94%
Implied 5 yr Inflation %1.86%2.09%0.00%12.37%
2 yr T-note Yld1.89%2.51%0.02%32.80%
2-10 Yr Slope0.51%0.44%-0.03%-13.73%
90 day T-bill Yld1.39%1.84%0.02%32.37%
Gold ($/oz)$1,309.30$1,314.70-$8.700.41%
WTI Oil ($/brl)$60.42$69.72$1.6215.39%
VIX "Worry Index"11.0414.77-0.6433.79%
NYSE Bullish % Index71.351.09-2.77-20.21





Credit Data  12/29/2017   5/4/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.45%0.00%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.60%0.01%-8.05%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-50010-550

-->


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)