Saturday, September 23, 2017

Market Data: Week Ending September 22, 2017

Market Index12/30/20169/22/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,349.5981.2513.09%
S&P 500 Index2,238.832,502.552.3211.78%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.26%0.06%-7.76%
5 yr T-note Yld1.93%1.88%0.07%-2.59%
5 yr TIPS - 'Real' Yld0.09%0.17%0.08%88.89%
Implied 5 yr Inflation %1.84%1.71%-0.01%-7.07%
2 yr T-note Yld1.20%1.46%0.14%21.67%
2-10 Yr Slope1.25%0.80%-0.08%-36.00%
90 day T-bill Yld0.51%1.03%-0.02%101.96%
Gold ($/oz)$1,151.70$1,297.50-$27.7012.66%
WTI Oil ($/brl)$53.72$50.66$0.77-5.70%
VIX "Worry Index"13.039.59-0.58-26.40%
NYSE Bullish % Index70.2964.542.10-5.75
Credit Data12/30/20169/22/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.44%0.00%2.09%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.73%0.00%-5.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60180-60240

Saturday, September 16, 2017

Market Data: Week Ending September 15, 2017


Market Index12/30/20169/15/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6022,268.34470.5512.68%
S&P 500 Index2,238.832,500.2338.8011.68%
Fed Funds Rate0.66%1.16%0.00%75.76%
10 yr T-note Yld2.45%2.20%0.14%-10.20%
5 yr T-note Yld1.93%1.81%0.17%-6.22%
5 yr TIPS - 'Real' Yld0.09%0.09%0.08%0.00%
Implied 5 yr Inflation %1.84%1.72%0.09%-6.52%
2 yr T-note Yld1.20%1.32%0.05%10.00%
2-10 Yr Slope1.25%0.88%0.09%-29.60%
90 day T-bill Yld0.51%1.05%0.01%105.88%
Gold ($/oz)$1,151.70$1,325.20-$26.0015.06%
WTI Oil ($/brl)$53.72$49.89$2.41-7.13%
VIX "Worry Index"13.0310.17-1.95-21.95%
NYSE Bullish % Index70.2962.442.42-7.85
Credit Data12/30/20169/15/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.44%0.03%2.09%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.73%-0.04%-5.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)-60240-110300

Saturday, September 9, 2017

Market Data: Week Ending September 8, 2017

Market Index12/30/20169/8/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,797.79-189.7710.30%
S&P 500 Index2,238.832,461.43-15.129.94%
Fed Funds Rate0.66%1.16%0.09%75.76%
10 yr T-note Yld2.45%2.06%-0.10%-15.92%
5 yr T-note Yld1.93%1.64%-0.09%-15.03%
5 yr TIPS - 'Real' Yld0.09%0.01%-0.09%-88.89%
Implied 5 yr Inflation %1.84%1.63%0.00%-11.41%
2 yr T-note Yld1.20%1.27%-0.08%5.83%
2-10 Yr Slope1.25%0.79%-0.02%-36.80%
90 day T-bill Yld0.51%1.04%0.02%103.92%
Gold ($/oz)$1,151.70$1,351.20$20.8017.32%
WTI Oil ($/brl)$53.72$47.48$0.19-11.62%
VIX "Worry Index"13.0312.121.99-6.98%
NYSE Bullish % Index70.2960.02-0.08-10.27
Credit Data12/30/20169/8/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.41%-0.01%0.84%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.77%0.03%-4.79%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6035090410

Friday, September 1, 2017

Market Data & Graphs: Week Ending September 1, 2017

Market Index12/30/20169/1/2017Week ChangeSimple YTD
Dow Industrials Avg19,762.6021,987.56173.8911.26%
S&P 500 Index2,238.832,476.5533.5010.62%
Fed Funds Rate0.66%1.07%-0.09%62.12%
10 yr T-note Yld2.45%2.16%-0.01%-11.84%
5 yr T-note Yld1.93%1.73%-0.04%-10.36%
5 yr TIPS - 'Real' Yld0.09%0.10%-0.10%11.11%
Implied 5 yr Inflation %1.84%1.63%0.06%-11.41%
2 yr T-note Yld1.20%1.35%0.00%12.50%
2-10 Yr Slope1.25%0.81%-0.01%-35.20%
90 day T-bill Yld0.51%1.02%-0.01%100.00%
Gold ($/oz)$1,151.70$1,330.40$32.7015.52%
WTI Oil ($/brl)$53.72$47.29-$0.58-11.97%
VIX "Worry Index"13.0310.13-1.15-22.26%
NYSE Bullish % Index70.2960.11.20-10.19
Credit Data12/30/20169/1/2017Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.39%2.42%0.01%1.26%
SPDR High Yld Credit ETF Yield (JNK)6.06%5.74%-0.06%-5.28%
Invest. Gr. to 10 yr T-Note Spread (x 10)-6026020320


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)