| Market Index | 12/31/2014 | 9/4/2015 | Week Change | Simple YTD |
| Dow Industrials Avg | 17,983.07 | 16,102.38 | -3.36% | -10.46% |
| S&P 500 Index | 2,058.90 | 1,921.22 | -3.52% | -6.69% |
| Fed Funds Rate | 0.03% | 0.14% | 0.00% | 366.67% |
| 10 yr T-note Yld | 2.17% | 2.13% | -0.06% | -1.84% |
| 5 yr T-note Yld | 1.65% | 1.47% | -0.05% | -10.91% |
| 5 yr TIPS - 'Real' Yld | 0.33% | 0.33% | 0.04% | 0.00% |
| Implied 5 yr Inflation % | 1.32% | 1.14% | -0.09% | -13.64% |
| 2 yr T-note Yld | 0.67% | 0.71% | -0.01% | 5.97% |
| 2-10 Yr Slope | 1.50% | 1.42% | -0.05% | -5.33% |
| 90 day T-bill Yld | 0.04% | 0.02% | -0.04% | -50.00% |
| Gold ($/oz) | $1,183.20 | $1,122.30 | -$10.30 | -5.15% |
| WTI Oil ($/brl) | $53.71 | $45.77 | $0.46 | -14.78% |
| VIX "Worry Index" | 19.20 | 27.80 | 1.75 | 44.79% |
| NYSE Bullish % Index | 59.88 | 34.22 | -1.82 | -25.66 |
| Credit Data | 12/31/2014 | 9/4/2015 | Week Change | Simple YTD |
| iShares Agg. Bond ETF Yield (AGG) | 2.33% | 2.36% | 0.02% | 1.29% |
| SPDR High Yid Credit ETF Yield (JNK) | 6.01% | 6.10% | 0.06% | 1.50% |
| Markit CDX No Am Inv Grade | 66 | 82 | 3.00 | 16.00 |
| Invest. Gr. to 10 yr T-Note Spread | 16 | 23 | 8.00 | 7.00 |
Showing posts with label CDS. Show all posts
Showing posts with label CDS. Show all posts
Saturday, September 5, 2015
Market Data: Week Ending September 4, 2015
Saturday, August 29, 2015
Market Data & Graphs: Week Ending August 28, 2015
Market Index
|
12/31/2014
|
8/28/2015
|
Week Change
|
Simple YTD
|
Dow Industrials Avg
|
17,983.07
|
16,643.01
|
1.10%
|
-7.45%
|
S&P 500 Index
|
2,058.90
|
1,988.87
|
0.90%
|
-3.40%
|
Fed Funds Rate
|
0.03%
|
0.14%
|
-0.01%
|
366.67%
|
10 yr T-note Yld
|
2.17%
|
2.19%
|
0.14%
|
0.92%
|
5 yr T-note Yld
|
1.65%
|
1.52%
|
0.08%
|
-7.88%
|
5 yr TIPS - 'Real' Yld
|
0.33%
|
0.29%
|
-0.04%
|
-12.12%
|
Implied 5 yr Inflation %
|
1.32%
|
1.23%
|
0.12%
|
-6.82%
|
2 yr T-note Yld
|
0.67%
|
0.72%
|
0.08%
|
7.46%
|
2-10 Yr Slope
|
1.50%
|
1.47%
|
0.06%
|
-2.00%
|
90 day T-bill Yld
|
0.04%
|
0.06%
|
0.03%
|
50.00%
|
Gold ($/oz)
|
$1,183.20
|
$1,132.60
|
-$27.30
|
-4.28%
|
WTI Oil ($/brl)
|
$53.71
|
$45.31
|
$5.02
|
-15.64%
|
VIX "Worry Index"
|
19.20
|
26.05
|
5.22
|
35.68%
|
NYSE Bullish % Index
|
59.88
|
36.04
|
-5.82
|
-23.84
|
Credit Data
|
12/31/2014
|
8/28/2015
|
Week Change
|
Simple YTD
|
iShares Agg. Bond ETF Yield (AGG)
|
2.33%
|
2.34%
|
0.02%
|
0.43%
|
SPDR High Yid Credit ETF Yield (JNK)
|
6.01%
|
6.04%
|
-0.08%
|
0.50%
|
Markit CDX No Am Inv Grade
|
66
|
79
|
-2.00
|
13.00
|
Invest. Gr. to 10 yr T-Note Spread
|
16
|
15
|
-12.00
|
-1.00
|
Weekly US Treasury Yields
Weekly Investment Grade & Junk Bond Prices
Weekly Inflation Expectations
Weekly NYSE Internal Strength/Weakness
Weekly Worry Indexes
Weekly US Dollar Index
Weekly US Dollar Gold
Saturday, August 22, 2015
Market Data: Week Ending August 21, 2015
Market Index
|
12/31/2014
|
8/21/2015
|
Week Change
|
Simple YTD
|
Dow Industrials Avg
|
17,983.07
|
16,459.75
|
-6.18%
|
-8.47%
|
S&P 500 Index
|
2,058.90
|
1,970.89
|
-6.12%
|
-4.27%
|
Fed Funds Rate
|
0.03%
|
0.15%
|
0.00%
|
400.00%
|
10 yr T-note Yld
|
2.17%
|
2.05%
|
-0.15%
|
-5.53%
|
5 yr T-note Yld
|
1.65%
|
1.44%
|
-0.17%
|
-12.73%
|
5 yr TIPS - 'Real' Yld
|
0.33%
|
0.33%
|
-0.03%
|
0.00%
|
Implied 5 yr Inflation %
|
1.32%
|
1.11%
|
-0.14%
|
-15.91%
|
2 yr T-note Yld
|
0.67%
|
0.64%
|
-0.09%
|
-4.48%
|
2-10 Yr Slope
|
1.50%
|
1.41%
|
-0.06%
|
-6.00%
|
90 day T-bill Yld
|
0.04%
|
0.03%
|
-0.06%
|
-25.00%
|
Gold ($/oz)
|
$1,183.20
|
$1,159.90
|
$46.70
|
-1.97%
|
WTI Oil ($/brl)
|
$53.71
|
$40.29
|
-$2.45
|
-24.99%
|
VIX "Worry Index"
|
19.20
|
20.83
|
8.00
|
8.49%
|
NYSE Bullish % Index
|
59.88
|
41.86
|
-10.54
|
-18.02
|
Credit Data
|
12/31/2014
|
8/21/2015
|
Week Change
|
Simple YTD
|
iShares Agg. Bond ETF Yield (AGG)
|
2.33%
|
2.32%
|
-0.02%
|
-0.43%
|
SPDR High Yid Credit ETF Yield (JNK)
|
6.01%
|
6.12%
|
0.07%
|
1.83%
|
Markit CDX No Am Inv Grade
|
66
|
81
|
5.00
|
15.00
|
Invest. Gr. to 10 yr T-Note Spread
|
16
|
27
|
13.00
|
11.00
|
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