Saturday, August 25, 2018

Market Data: Week Ending August 24, 2018

Market Index/Data12/29/20178/24/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,790.35121.034.33%
S&P 500 Index2,673.612,874.6924.567.52%
Fed Funds Rate1.42%1.92%0.00%35.21%
10 yr T-note Yld2.40%2.82%-0.05%17.50%
5 yr T-note Yld2.20%2.72%-0.03%23.64%
5 yr TIPS - 'Real' Yld0.34%0.73%-0.06%114.71%
Implied 5 yr Inflation %1.86%1.99%0.03%6.99%
2 yr T-note Yld1.89%2.63%0.02%39.15%
2-10 Yr Slope0.51%0.19%-0.07%-62.75%
90 day T-bill Yld1.39%2.09%0.04%50.36%
Gold ($/oz)$1,309.30$1,213.30$29.10-7.33%
WTI Oil ($/brl)$60.42$68.72$2.5113.74%
VIX "Worry Index"11.0411.99-0.658.61%
NYSE Bullish % Index71.359.31.97-12.00





Credit Data  12/29/2017   8/24/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.48%0.00%1.22%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.41%-0.03%-11.17%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-34050-390

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Friday, August 17, 2018

Market Data: Week Ending August 17, 2018

Market Index/Data12/29/20178/17/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,669.32356.183.84%
S&P 500 Index2,673.612,850.1316.856.60%
Fed Funds Rate1.42%1.92%0.01%35.21%
10 yr T-note Yld2.40%2.87%0.00%19.58%
5 yr T-note Yld2.20%2.75%0.00%25.00%
5 yr TIPS - 'Real' Yld0.34%0.79%0.02%132.35%
Implied 5 yr Inflation %1.86%1.96%-0.02%5.38%
2 yr T-note Yld1.89%2.61%0.00%38.10%
2-10 Yr Slope0.51%0.26%0.00%-49.02%
90 day T-bill Yld1.39%2.05%0.00%47.48%
Gold ($/oz)$1,309.30$1,184.20-$34.80-9.55%
WTI Oil ($/brl)$60.42$66.21-$1.429.58%
VIX "Worry Index"11.0412.64-0.5214.49%
NYSE Bullish % Index71.357.33-2.04-13.97





Credit Data  12/29/2017   8/17/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.48%-0.01%1.22%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.44%-0.01%-10.67%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-390-10-440

Friday, August 10, 2018

Market Data: Week Ending August 10, 2018

Market Index/Data12/29/20178/10/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,313.14-149.442.40%
S&P 500 Index2,673.612,833.28-7.075.97%
Fed Funds Rate1.42%1.91%0.00%34.51%
10 yr T-note Yld2.40%2.87%-0.08%19.58%
5 yr T-note Yld2.20%2.75%-0.07%25.00%
5 yr TIPS - 'Real' Yld0.34%0.77%-0.05%126.47%
Implied 5 yr Inflation %1.86%1.98%-0.02%6.45%
2 yr T-note Yld1.89%2.61%-0.02%38.10%
2-10 Yr Slope0.51%0.26%-0.06%-49.02%
90 day T-bill Yld1.39%2.05%0.04%47.48%
Gold ($/oz)$1,309.30$1,219.00-$4.30-6.90%
WTI Oil ($/brl)$60.42$67.63-$0.8611.93%
VIX "Worry Index"11.0413.161.5219.20%
NYSE Bullish % Index71.359.370.28-11.93





Credit Data  12/29/2017   8/10/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.49%0.00%1.63%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.45%0.01%-10.51%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-38080-430

Friday, August 3, 2018

Market Data & Graphs: Week Ending August 3, 2018

Market Index/Data12/29/20178/3/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,462.5811.523.01%
S&P 500 Index2,673.612,840.3521.536.24%
Fed Funds Rate1.42%1.91%0.00%34.51%
10 yr T-note Yld2.40%2.95%-0.01%22.92%
5 yr T-note Yld2.20%2.82%-0.02%28.18%
5 yr TIPS - 'Real' Yld0.34%0.82%-0.02%141.18%
Implied 5 yr Inflation %1.86%2.00%0.00%7.53%
2 yr T-note Yld1.89%2.63%-0.04%39.15%
2-10 Yr Slope0.51%0.32%0.03%-37.25%
90 day T-bill Yld1.39%2.01%0.01%44.60%
Gold ($/oz)$1,309.30$1,223.30-$6.70-6.57%
WTI Oil ($/brl)$60.42$68.49-$0.2013.36%
VIX "Worry Index"11.0411.64-1.395.43%
NYSE Bullish % Index71.359.09-0.35-12.21





Credit Data  12/29/2017   8/3/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.49%0.02%1.63%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.44%-0.01%-10.67%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-46030-510



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)