Saturday, February 27, 2016

Market Data & Graphs: Week Ending February 26, 2016

Market Index12/31/20152/26/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,639.97247.98-4.51%
S&P 500 Index2,043.941,948.0530.27-4.69%
Fed Funds Rate0.35%0.37%-0.01%5.71%
10 yr T-note Yld2.27%1.76%0.00%-22.47%
5 yr T-note Yld1.76%1.23%-0.01%-30.11%
5 yr TIPS - 'Real' Yld0.45%0.03%-0.15%-93.33%
Implied 5 yr Inflation %1.31%1.20%0.14%-8.40%
2 yr T-note Yld1.06%0.80%0.04%-24.53%
2-10 Yr Slope1.21%0.96%-0.04%-20.66%
90 day T-bill Yld0.16%0.33%0.02%106.25%
Gold ($/oz)$1,060.50$1,222.80-$3.8015.30%
WTI Oil ($/brl)$37.07$32.84$0.88-11.41%
VIX "Worry Index"18.2119.81-0.728.79%
NYSE Bullish % Index44.8944.8114.21-0.08
Credit Data12/31/20152/26/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.00%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.74%-0.14%2.28%
Invest. Gr. to 10 yr T-Note Spread (x 10)305500520


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, February 20, 2016

Market Data: Week Ending February 19, 2016

Market Index12/31/20152/19/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,391.99418.15-5.93%
S&P 500 Index2,043.941,917.7853.00-6.17%
Fed Funds Rate0.35%0.38%0.00%8.57%
10 yr T-note Yld2.27%1.76%0.02%-22.47%
5 yr T-note Yld1.76%1.24%0.04%-29.55%
5 yr TIPS - 'Real' Yld0.45%0.18%0.01%-60.00%
Implied 5 yr Inflation %1.31%1.06%0.03%-19.08%
2 yr T-note Yld1.06%0.76%0.05%-28.30%
2-10 Yr Slope1.21%1.00%-0.03%-17.36%
90 day T-bill Yld0.16%0.31%0.01%93.75%
Gold ($/oz)$1,060.50$1,226.60-$11.9015.66%
WTI Oil ($/brl)$37.07$31.96$2.94-13.78%
VIX "Worry Index"18.2120.53-4.8712.74%
NYSE Bullish % Index44.8930.63.74-14.29
Credit Data12/31/20152/19/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.31%0.00%0.43%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.88%-0.08%4.40%
Invest. Gr. to 10 yr T-Note Spread (x 10)30550-20520

Friday, February 12, 2016

Market Data: Week Ending February 12, 2016

Market Index12/31/20152/12/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0315,973.84-231.13-8.33%
S&P 500 Index2,043.941,864.78-15.27-8.77%
Fed Funds Rate0.35%0.38%0.00%8.57%
10 yr T-note Yld2.27%1.74%-0.12%-23.35%
5 yr T-note Yld1.76%1.20%-0.05%-31.82%
5 yr TIPS - 'Real' Yld0.45%0.17%-0.01%-62.22%
Implied 5 yr Inflation %1.31%1.03%-0.04%-21.37%
2 yr T-note Yld1.06%0.71%-0.03%-33.02%
2-10 Yr Slope1.21%1.03%-0.09%-14.88%
90 day T-bill Yld0.16%0.30%0.00%87.50%
Gold ($/oz)$1,060.50$1,238.50$64.4016.78%
WTI Oil ($/brl)$37.07$29.02-$1.98-21.72%
VIX "Worry Index"18.2125.402.0239.48%
NYSE Bullish % Index44.8926.86-5.26-18.03
Credit Data12/31/20152/12/2016Week 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%6.96%0.06%5.61%
Invest. Gr. to 10 yr T-Note Spread (x 10)30570110540

Friday, February 5, 2016

Market Data: Week Ending February 5, 2016

Market Index12/31/20152/5/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0316,204.97-261.33-7.00%
S&P 500 Index2,043.941,880.05-60.19-8.02%
Fed Funds Rate0.35%0.38%0.00%8.57%
10 yr T-note Yld2.27%1.86%-0.08%-18.06%
5 yr T-note Yld1.76%1.25%-0.08%-28.98%
5 yr TIPS - 'Real' Yld0.45%0.18%0.04%-60.00%
Implied 5 yr Inflation %1.31%1.07%-0.12%-18.32%
2 yr T-note Yld1.06%0.74%-0.02%-30.19%
2-10 Yr Slope1.21%1.12%-0.06%-7.44%
90 day T-bill Yld0.16%0.30%-0.03%87.50%
Gold ($/oz)$1,060.50$1,174.10$55.7010.71%
WTI Oil ($/brl)$37.07$31.00-$2.74-16.37%
VIX "Worry Index"18.2123.383.1828.39%
NYSE Bullish % Index44.8932.122.82-12.77
Credit Data12/31/20152/5/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.32%0.05%0.87%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.90%0.17%4.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)30460130430