Saturday, January 30, 2016

Market Data & Graphs: Week Ending January 29, 2016

Market Index12/31/20151/29/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,466.30372.79-5.50%
S&P 500 Index2,043.941,940.2433.34-5.07%
Fed Funds Rate0.35%0.38%0.02%8.57%
10 yr T-note Yld2.27%1.94%-0.13%-14.54%
5 yr T-note Yld1.76%1.33%-0.16%-24.43%
5 yr TIPS - 'Real' Yld0.45%0.14%-0.20%-68.89%
Implied 5 yr Inflation %1.31%1.19%0.04%-9.16%
2 yr T-note Yld1.06%0.76%-0.12%-28.30%
2-10 Yr Slope1.21%1.18%-0.01%-2.48%
90 day T-bill Yld0.16%0.33%0.02%106.25%
Gold ($/oz)$1,060.50$1,118.40$20.205.46%
WTI Oil ($/brl)$37.07$33.74$1.49-8.98%
VIX "Worry Index"18.2120.20-2.1410.93%
NYSE Bullish % Index44.8929.33.87-15.59
Credit Data12/31/20151/29/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.27%-0.01%-1.30%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.73%-0.05%2.12%
Invest. Gr. to 10 yr T-Note Spread (x 10)30330120300


Weekly US Treasury Yields



Weekly Price for Investment Grade Credit & Junk Grade Credit



Weekly Inflation Expectations



Weekly NYSE Internal Sentiment



Weekly Worry Indexes



Weekly US Dollar Index (weighted by trade partners)



Weekly Gold Spot Price (not bullion or coins)

Saturday, January 23, 2016

Market Data: Week Ending January 22, 2016

Market Index12/31/20151/22/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,093.51105.43-7.64%
S&P 500 Index2,043.941,906.9026.57-6.70%
Fed Funds Rate0.35%0.36%0.00%2.86%
10 yr T-note Yld2.27%2.07%0.04%-8.81%
5 yr T-note Yld1.76%1.49%0.03%-15.34%
5 yr TIPS - 'Real' Yld0.45%0.34%-0.02%-24.44%
Implied 5 yr Inflation %1.31%1.15%0.05%-12.21%
2 yr T-note Yld1.06%0.88%0.03%-16.98%
2-10 Yr Slope1.21%1.19%0.01%-1.65%
90 day T-bill Yld0.16%0.31%0.07%93.75%
Gold ($/oz)$1,060.50$1,098.20$9.603.55%
WTI Oil ($/brl)$37.07$32.25$1.57-13.00%
VIX "Worry Index"18.2122.34-4.6822.68%
NYSE Bullish % Index44.8925.43-0.37-19.46
Credit Data12/31/20151/22/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.28%0.00%-0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.78%-0.05%2.88%
Invest. Gr. to 10 yr T-Note Spread (x 10)30210-40180

Friday, January 15, 2016

Market Data: Week Ending January 15, 2016

Market Index12/31/20151/15/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0315,988.08-358.37-8.25%
S&P 500 Index2,043.941,880.33-41.70-8.00%
Fed Funds Rate0.35%0.36%0.00%2.86%
10 yr T-note Yld2.27%2.03%-0.10%-10.57%
5 yr T-note Yld1.76%1.46%-0.11%-17.05%
5 yr TIPS - 'Real' Yld0.45%0.36%0.02%-20.00%
Implied 5 yr Inflation %1.31%1.10%-0.13%-16.03%
2 yr T-note Yld1.06%0.85%-0.09%-19.81%
2-10 Yr Slope1.21%1.18%-0.01%-2.48%
90 day T-bill Yld0.16%0.24%0.04%50.00%
Gold ($/oz)$1,060.50$1,088.60-$15.502.65%
WTI Oil ($/brl)$37.07$30.68-$2.20-17.24%
VIX "Worry Index"18.2127.020.0148.38%
NYSE Bullish % Index44.8925.8-7.99-19.09
Credit Data12/31/20151/15/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.28%-0.01%-0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.83%0.15%3.64%
Invest. Gr. to 10 yr T-Note Spread (x 10)3025090220

Friday, January 8, 2016

Market Data: Week Ending January 8, 2016

Market Index
12/31/2015
1/8/2016
Week Change
Simple YTD
Dow Industrials Avg
17,425.03
16,346.45
-1,078.58
-6.19%
S&P 500 Index
2,043.94
1,922.03
-121.91
-5.96%
Fed Funds Rate
0.35%
0.36%
0.01%
2.86%
10 yr T-note Yld
2.27%
2.13%
-0.14%
-6.17%
5 yr T-note Yld
1.76%
1.57%
-0.19%
-10.80%
5 yr TIPS - 'Real' Yld
0.45%
0.34%
-0.11%
-24.44%
Implied 5 yr Inflation %
1.31%
1.23%
-0.08%
-6.11%
2 yr T-note Yld
1.06%
0.94%
-0.12%
-11.32%
2-10 Yr Slope
1.21%
1.19%
-0.02%
-1.65%
90 day T-bill Yld
0.16%
0.20%
0.04%
25.00%
Gold ($/oz)
$1,060.50
$1,104.10
$43.60
4.11%
WTI Oil ($/brl)
$37.07
$32.88
-$4.19
-11.30%
VIX "Worry Index"
18.21
27.01
8.80
48.33%
NYSE Bullish % Index
44.89
33.79
-11.10
-11.10





Credit Data
12/31/2015
1/8/2016
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.30%
2.29%
-0.01%
-0.43%
SPDR High Yid Credit ETF Yield (JNK)
6.59%
6.68%
0.09%
1.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)
30
160
130
130