Saturday, October 3, 2015

Market Data & Graphs: Week Ending October 2, 2015



Market Index
12/31/2014
10/2/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
16,472.37
0.96%
-8.40%
S&P 500 Index
2,058.90
1,951.36
1.03%
-5.22%
Fed Funds Rate
0.03%
0.13%
-0.01%
333.33%
10 yr T-note Yld
2.17%
1.99%
-0.18%
-8.29%
5 yr T-note Yld
1.65%
1.29%
-0.19%
-21.82%
5 yr TIPS - 'Real' Yld
0.33%
0.24%
-0.09%
-27.27%
Implied 5 yr Inflation %
1.32%
1.05%
-0.10%
-20.45%
2 yr T-note Yld
0.67%
0.58%
-0.12%
-13.43%
2-10 Yr Slope
1.50%
1.41%
-0.06%
-6.00%
90 day T-bill Yld
0.04%
0.00%
-0.01%
-100.00%
Gold ($/oz)
$1,183.20
$1,137.60
-$7.90
-3.85%
WTI Oil ($/brl)
$53.71
$45.66
$0.32
-14.99%
VIX "Worry Index"
19.20
20.94
-2.68
9.06%
NYSE Bullish % Index
59.88
30.89
-5.36
-28.99





Credit Data
12/31/2014
10/2/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.36%
0.00%
1.29%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.34%
0.12%
5.49%
Invest. Gr. to 10 yr T-Note Spread
16
37
18.00
21.00


Weekly Treasury Yields




Weekly Investment & Low Grade Credit Yields




Weekly Inflation Expectation




Weekly NYSE Internal Sentiment




Weekly Worry Indexes




Weekly US Dollar Index




Weekly Gold Spot Price

Saturday, September 26, 2015

Market Data: Week Ending September 25, 2015


Market Index12/31/20149/25/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0716,314.67-0.43%-9.28%
S&P 500 Index2,058.901,931.34-1.38%-6.20%
Fed Funds Rate0.03%0.14%0.00%366.67%
10 yr T-note Yld2.17%2.17%0.04%0.00%
5 yr T-note Yld1.65%1.48%0.03%-10.30%
5 yr TIPS - 'Real' Yld0.33%0.33%0.07%0.00%
Implied 5 yr Inflation %1.32%1.15%-0.04%-12.88%
2 yr T-note Yld0.67%0.70%0.01%4.48%
2-10 Yr Slope1.50%1.47%0.03%-2.00%
90 day T-bill Yld0.04%0.01%0.01%-75.00%
Gold ($/oz)$1,183.20$1,145.50$6.40-3.19%
WTI Oil ($/brl)$53.71$45.34$0.02-15.58%
VIX "Worry Index"19.2023.621.3423.02%
NYSE Bullish % Index59.8836.25-4.89-23.63
Credit Data12/31/20149/25/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%0.00%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.22%0.11%3.49%
Invest. Gr. to 10 yr T-Note Spread1619-4.003.00

Saturday, September 19, 2015

Market Data: Week Ending September 18, 2015

Market Index12/31/20149/18/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0716,384.58-0.30%-8.89%
S&P 500 Index2,058.901,958.03-0.15%-4.90%
Fed Funds Rate0.03%0.14%0.00%366.67%
10 yr T-note Yld2.17%2.13%-0.07%-1.84%
5 yr T-note Yld1.65%1.45%-0.07%-12.12%
5 yr TIPS - 'Real' Yld0.33%0.26%-0.08%-21.21%
Implied 5 yr Inflation %1.32%1.19%-0.01%-9.85%
2 yr T-note Yld0.67%0.69%-0.02%2.99%
2-10 Yr Slope1.50%1.44%-0.05%-4.00%
90 day T-bill Yld0.04%0.00%-0.04%-100.00%
Gold ($/oz)$1,183.20$1,139.10$31.20-3.73%
WTI Oil ($/brl)$53.71$45.32$0.54-15.62%
VIX "Worry Index"19.2022.28-0.9216.04%
NYSE Bullish % Index59.8841.144.48-18.74
Credit Data12/31/20149/18/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%0.00%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.11%0.05%1.66%
Invest. Gr. to 10 yr T-Note Spread16237.007.00

Sunday, September 13, 2015

Market Data: Week Ending September 11, 2015


Market Index12/31/20149/11/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0716,433.092.01%-8.62%
S&P 500 Index2,058.901,961.052.03%-4.75%
Fed Funds Rate0.03%0.14%0.00%366.67%
10 yr T-note Yld2.17%2.20%0.07%1.38%
5 yr T-note Yld1.65%1.52%0.05%-7.88%
5 yr TIPS - 'Real' Yld0.33%0.34%0.01%3.03%
Implied 5 yr Inflation %1.32%1.18%0.04%-10.61%
2 yr T-note Yld0.67%0.71%0.00%5.97%
2-10 Yr Slope1.50%1.49%0.07%-0.67%
90 day T-bill Yld0.04%0.04%0.02%0.00%
Gold ($/oz)$1,183.20$1,107.90-$14.40-6.36%
WTI Oil ($/brl)$53.71$44.78-$0.99-16.63%
VIX "Worry Index"19.2023.20-4.6020.83%
NYSE Bullish % Index59.8836.662.44-23.22
Credit Data12/31/20149/11/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.36%0.00%1.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.06%-0.04%0.83%
Invest. Gr. to 10 yr T-Note Spread1616-7.000.00

Saturday, September 5, 2015

Market Data: Week Ending September 4, 2015

Market Index12/31/20149/4/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0716,102.38-3.36%-10.46%
S&P 500 Index2,058.901,921.22-3.52%-6.69%
Fed Funds Rate0.03%0.14%0.00%366.67%
10 yr T-note Yld2.17%2.13%-0.06%-1.84%
5 yr T-note Yld1.65%1.47%-0.05%-10.91%
5 yr TIPS - 'Real' Yld0.33%0.33%0.04%0.00%
Implied 5 yr Inflation %1.32%1.14%-0.09%-13.64%
2 yr T-note Yld0.67%0.71%-0.01%5.97%
2-10 Yr Slope1.50%1.42%-0.05%-5.33%
90 day T-bill Yld0.04%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"19.2027.801.7544.79%
NYSE Bullish % Index59.8834.22-1.82-25.66
Credit Data12/31/20149/4/2015Week ChangeSimple 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 Grade66823.0016.00
Invest. Gr. to 10 yr T-Note Spread16238.007.00