Friday, September 28, 2018

Market Data & Graphs: Week Ending September 28, 2018

Market Index/Data12/29/20179/28/20182 Week ChangeSimple YTD
Dow Industrials Avg24,719.2226,458.31303.647.04%
S&P 500 Index2,673.612,913.989.008.99%
Fed Funds Rate1.42%2.18%0.26%53.52%
10 yr T-note Yld2.40%3.05%0.06%27.08%
5 yr T-note Yld2.20%2.94%0.04%33.64%
5 yr TIPS - 'Real' Yld0.34%0.91%0.01%167.65%
Implied 5 yr Inflation %1.86%2.03%0.03%9.14%
2 yr T-note Yld1.89%2.91%0.13%53.97%
2-10 Yr Slope0.51%0.14%-0.07%-72.55%
90 day T-bill Yld1.39%2.19%0.03%57.55%
Gold ($/oz)$1,309.30$1,196.20-$4.90-8.64%
WTI Oil ($/brl)$60.42$73.20$4.2121.15%
VIX "Worry Index"11.0412.120.059.78%
NYSE Bullish % Index71.359.180.84-12.12





Credit Data  12/29/2017  9/28/20182 Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.51%0.01%2.45%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.43%0.00%-10.84%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-540-50-590



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)

Friday, September 14, 2018

Market Data: Week Ending September 14, 2018

Market Index/Data12/29/20179/14/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2226,154.67238.135.81%
S&P 500 Index2,673.612,904.9833.308.65%
Fed Funds Rate1.42%1.92%0.00%35.21%
10 yr T-note Yld2.40%2.99%0.05%24.58%
5 yr T-note Yld2.20%2.90%0.08%31.82%
5 yr TIPS - 'Real' Yld0.34%0.90%0.06%164.71%
Implied 5 yr Inflation %1.86%2.00%0.02%7.53%
2 yr T-note Yld1.89%2.78%0.07%47.09%
2-10 Yr Slope0.51%0.21%-0.02%-58.82%
90 day T-bill Yld1.39%2.16%0.02%55.40%
Gold ($/oz)$1,309.30$1,201.10$0.70-8.26%
WTI Oil ($/brl)$60.42$68.99$1.2414.18%
VIX "Worry Index"11.0412.07-2.819.33%
NYSE Bullish % Index71.358.34-0.30-12.96





Credit Data  12/29/2017   9/14/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.50%0.00%2.04%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.43%-0.04%-10.84%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-490-50-540

Sunday, September 9, 2018

Market Data: Week Ending September 7, 2018

Market Index/Data12/29/20179/7/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,916.54-48.284.84%
S&P 500 Index2,673.612,871.68-29.847.41%
Fed Funds Rate1.42%1.92%0.00%35.21%
10 yr T-note Yld2.40%2.94%0.08%22.50%
5 yr T-note Yld2.20%2.82%0.08%28.18%
5 yr TIPS - 'Real' Yld0.34%0.84%0.11%147.06%
Implied 5 yr Inflation %1.86%1.98%-0.03%6.45%
2 yr T-note Yld1.89%2.71%0.09%43.39%
2-10 Yr Slope0.51%0.23%-0.01%-54.90%
90 day T-bill Yld1.39%2.14%0.03%53.96%
Gold ($/oz)$1,309.30$1,200.40-$6.30-8.32%
WTI Oil ($/brl)$60.42$67.75-$2.0512.13%
VIX "Worry Index"11.0414.882.0234.78%
NYSE Bullish % Index71.358.64-1.98-12.66





Credit Data  12/29/2017   9/7/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.50%0.02%2.04%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.47%0.03%-10.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-440-60-490