Sunday, July 19, 2015

Market Data: Week Ending July 17, 2015


Market Index
12/31/2014
7/17/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
18,086.45
1.80%
0.57%
S&P 500 Index
2,058.90
2,126.24
2.33%
3.27%
Fed Funds Rate
0.03%
0.13%
0.01%
333.33%
10 yr T-note Yld
2.17%
2.34%
-0.08%
7.83%
5 yr T-note Yld
1.65%
1.67%
-0.01%
1.21%
5 yr TIPS - 'Real' Yld
0.33%
0.08%
0.08%
-75.76%
Implied 5 yr Inflation %
1.32%
1.59%
-0.09%
20.45%
2 yr T-note Yld
0.67%
0.68%
0.03%
1.49%
2-10 Yr Slope
1.50%
1.66%
-0.11%
10.67%
90 day T-bill Yld
0.04%
0.03%
0.02%
-25.00%
Gold ($/oz)
$1,183.20
$1,132.30
-$30.70
-4.30%
WTI Oil ($/brl)
$53.71
$50.78
-$2.04
-5.46%
VIX "Worry Index"
19.20
11.95
-4.88
-37.76%
NYSE Bullish % Index
59.88
54.4
1.15
-5.48





Credit Spreads
12/31/2014
7/17/2015
Week Change
Simple YTD
Inv Grade Credit Idx
3.70%
3.38%
0.00%
-8.65%
High Yield Credit Idx
6.80%
7.08%
-0.01%
4.12%
Markit CDX No Am Inv Grade
66
65
-8.00
-1.00
Invest. Gr. to 10 yr T-Note Spread
153
104
8.00
-49.00

Saturday, July 11, 2015

Market Data: Week Ending July 10, 2015


Market Index12/31/20147/10/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,760.410.17%-1.24%
S&P 500 Index2,058.902,076.62-0.01%0.86%
Fed Funds Rate0.03%0.12%-0.01%300.00%
10 yr T-note Yld2.17%2.42%0.02%11.52%
5 yr T-note Yld1.65%1.68%0.04%1.82%
5 yr TIPS - 'Real' Yld0.33%0.00%0.08%-100.00%
Implied 5 yr Inflation %1.32%1.68%-0.04%27.27%
2 yr T-note Yld0.67%0.65%0.01%-2.99%
2-10 Yr Slope1.50%1.77%0.01%18.00%
90 day T-bill Yld0.04%0.01%0.00%-75.00%
Gold ($/oz)$1,183.20$1,163.00-$2.20-1.71%
WTI Oil ($/brl)$53.71$52.82-$3.68-1.66%
VIX "Worry Index"19.2016.830.04-12.34%
NYSE Bullish % Index59.8853.25-4.61-6.63





Credit Spreads12/31/20147/10/2015Week ChangeSimple YTD
Inv Grade Credit Idx3.70%3.38%0.01%-8.65%
High Yield Credit Idx6.80%7.09%0.12%4.26%
Markit CDX No Am Inv Grade66735.007.00
Invest. Gr. to 10 yr T-Note Spread15396-1.00-57.00

Thursday, July 2, 2015

Market Data & Graphs: Week Ending July 2, 2015


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Market Index12/31/20147/2/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,730.11-1.22%-1.41%
S&P 500 Index2,058.902,076.78-1.19%0.87%
Fed Funds Rate0.03%0.13%0.00%333.33%
10 yr T-note Yld2.17%2.40%-0.09%10.60%
5 yr T-note Yld1.65%1.64%-0.11%-0.61%
5 yr TIPS - 'Real' Yld0.33%-0.08%-0.13%-124.24%
Implied 5 yr Inflation %1.32%1.72%0.02%30.30%
2 yr T-note Yld0.67%0.64%-0.08%-4.48%
2-10 Yr Slope1.50%1.76%-0.01%17.33%
90 day T-bill Yld0.04%0.01%0.00%-75.00%
Gold ($/oz)$1,183.20$1,165.20-$8.50-1.52%
WTI Oil ($/brl)$53.71$56.50-$3.155.19%
VIX "Worry Index"19.2016.792.77-12.55%
NYSE Bullish % Index59.8857.86-2.79-2.02





Credit Spreads12/31/20147/2/2015Week ChangeSimple YTD
Inv Grade Credit Idx3.70%3.37%-0.03%-8.92%
High Yield Credit Idx6.80%6.97%0.16%2.50%
Markit CDX No Am Inv Grade66681.002.00
Invest. Gr. to 10 yr T-Note Spread153976.00-56.00

Weekly US Treasury Yields



Weekly Inflation Expectations



Weekly Worry Indexes


Weekly NYSE Internal Strength/Weakness


Weekly US Dollar Index


Weekly US Dollar Gold