Financial Scanner (THIS BLOG WILL NOT BE MAINTAINED AFTER 12/31/2024)

Saturday, October 17, 2015

Market Index	12/31/2014	10/16/2015	Week Change	Simple YTD
Dow Industrials Avg	17,983.07	17,215.97	0.76%	-4.27%
S&P 500 Index	2,058.90	2,033.11	0.90%	-1.25%
Fed Funds Rate	0.03%	0.13%	0.00%	333.33%
10 yr T-note Yld	2.17%	2.04%	-0.08%	-5.99%
5 yr T-note Yld	1.65%	1.36%	-0.05%	-17.58%
5 yr TIPS - 'Real' Yld	0.33%	0.18%	0.04%	-45.45%
Implied 5 yr Inflation %	1.32%	1.18%	-0.09%	-10.61%
2 yr T-note Yld	0.67%	0.61%	-0.04%	-8.96%
2-10 Yr Slope	1.50%	1.43%	-0.04%	-4.67%
90 day T-bill Yld	0.04%	0.01%	0.00%	-75.00%
Gold ($/oz)	$1,183.20	$1,177.40	$21.80	-0.49%
WTI Oil ($/brl)	$53.71	$47.73	-$1.76	-11.13%
VIX "Worry Index"	19.20	15.05	-2.03	-21.61%
NYSE Bullish % Index	59.88	46.75	2.62	-13.13

Credit Data	12/31/2014	10/16/2015	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.33%	2.36%	-0.01%	1.29%
SPDR High Yid Credit ETF Yield (JNK)	6.01%	6.16%	-0.01%	2.50%
Invest. Gr. to 10 yr T-Note Spread (x 10)	160	320	70	160

Market Index	12/31/2014	10/9/2015	Week Change	Simple YTD
Dow Industrials Avg	17,983.07	17,084.49	3.58%	-5.00%
S&P 500 Index	2,058.90	2,014.89	3.15%	-2.14%
Fed Funds Rate	0.03%	0.13%	0.00%	333.33%
10 yr T-note Yld	2.17%	2.12%	0.13%	-2.30%
5 yr T-note Yld	1.65%	1.41%	0.12%	-14.55%
5 yr TIPS - 'Real' Yld	0.33%	0.14%	-0.10%	-57.58%
Implied 5 yr Inflation %	1.32%	1.27%	0.22%	-3.79%
2 yr T-note Yld	0.67%	0.65%	0.07%	-2.99%
2-10 Yr Slope	1.50%	1.47%	0.06%	-2.00%
90 day T-bill Yld	0.04%	0.01%	0.01%	-75.00%
Gold ($/oz)	$1,183.20	$1,155.60	$18.00	-2.33%
WTI Oil ($/brl)	$53.71	$49.49	$3.83	-7.86%
VIX "Worry Index"	19.20	17.08	-3.86	-11.04%
NYSE Bullish % Index	59.88	44.13	13.24	-15.75

Credit Data	12/31/2014	10/9/2015	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.33%	2.37%	0.01%	1.72%
SPDR High Yid Credit ETF Yield (JNK)	6.01%	6.17%	-0.17%	2.66%
Invest. Gr. to 10 yr T-Note Spread	16	25	-12.00	9.00

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