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

Saturday, July 23, 2016

Market Index	12/31/2015	7/22/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	18,570.85	54.30	6.58%
S&P 500 Index	2,043.94	2,175.03	13.29	6.41%
Fed Funds Rate	0.35%	0.40%	0.00%	14.29%
10 yr T-note Yld	2.27%	1.57%	0.07%	-30.84%
5 yr T-note Yld	1.76%	1.13%	-0.02%	-35.80%
5 yr TIPS - 'Real' Yld	0.45%	-0.23%	0.06%	-151.11%
Implied 5 yr Inflation %	1.31%	1.36%	-0.08%	3.82%
2 yr T-note Yld	1.06%	0.71%	0.00%	-33.02%
2-10 Yr Slope	1.21%	0.86%	0.07%	-28.93%
90 day T-bill Yld	0.16%	0.33%	0.01%	106.25%
Gold ($/oz)	$1,060.50	$1,323.40	-$48.30	24.79%
WTI Oil ($/brl)	$37.07	$44.19	-$2.09	19.21%
VIX "Worry Index"	18.21	12.02	-0.65	-33.99%
NYSE Bullish % Index	44.89	69.68	1.30	24.79

Credit Data	12/31/2015	7/22/2016	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.30%	2.30%	-0.01%	0.00%
SPDR High Yid Credit ETF Yield (JNK)	6.59%	6.10%	-0.04%	-7.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	730	-80	700

Market Index	12/31/2015	7/15/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	18,516.55	369.81	6.26%
S&P 500 Index	2,043.94	2,161.74	31.84	5.76%
Fed Funds Rate	0.35%	0.40%	0.00%	14.29%
10 yr T-note Yld	2.27%	1.50%	0.13%	-33.92%
5 yr T-note Yld	1.76%	1.15%	0.20%	-34.66%
5 yr TIPS - 'Real' Yld	0.45%	-0.29%	0.15%	-164.44%
Implied 5 yr Inflation %	1.31%	1.44%	0.05%	9.92%
2 yr T-note Yld	1.06%	0.71%	0.10%	-33.02%
2-10 Yr Slope	1.21%	0.79%	0.03%	-34.71%
90 day T-bill Yld	0.16%	0.32%	0.04%	100.00%
Gold ($/oz)	$1,060.50	$1,371.70	$4.30	29.34%
WTI Oil ($/brl)	$37.07	$46.28	$1.16	24.84%
VIX "Worry Index"	18.21	12.67	-0.53	-30.42%
NYSE Bullish % Index	44.89	68.38	7.79	23.49

Credit Data	12/31/2015	7/15/2016	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.30%	2.31%	0.02%	0.43%
SPDR High Yid Credit ETF Yield (JNK)	6.59%	6.14%	-0.01%	-6.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	810	-110	780

Market Index	12/31/2015	7/8/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	18,146.74	197.37	4.14%
S&P 500 Index	2,043.94	2,129.90	26.95	4.21%
Fed Funds Rate	0.35%	0.40%	0.10%	14.29%
10 yr T-note Yld	2.27%	1.37%	-0.09%	-39.65%
5 yr T-note Yld	1.76%	0.95%	-0.05%	-46.02%
5 yr TIPS - 'Real' Yld	0.45%	-0.44%	-0.01%	-197.78%
Implied 5 yr Inflation %	1.31%	1.39%	-0.04%	6.11%
2 yr T-note Yld	1.06%	0.61%	0.02%	-42.45%
2-10 Yr Slope	1.21%	0.76%	-0.11%	-37.19%
90 day T-bill Yld	0.16%	0.28%	0.00%	75.00%
Gold ($/oz)	$1,060.50	$1,367.40	$22.50	28.94%
WTI Oil ($/brl)	$37.07	$45.12	-$4.16	21.72%
VIX "Worry Index"	18.21	13.20	-1.57	-27.51%
NYSE Bullish % Index	44.89	60.59	2.77	15.70

Credit Data	12/31/2015	7/8/2016	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.30%	2.29%	-0.01%	-0.43%
SPDR High Yid Credit ETF Yield (JNK)	6.59%	6.15%	-0.09%	-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	920	80	890

Market Index	12/31/2015	7/1/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	17,949.37	548.72	3.01%
S&P 500 Index	2,043.94	2,102.95	65.54	2.89%
Fed Funds Rate	0.35%	0.30%	-0.09%	-14.29%
10 yr T-note Yld	2.27%	1.46%	-0.11%	-35.68%
5 yr T-note Yld	1.76%	1.00%	-0.08%	-43.18%
5 yr TIPS - 'Real' Yld	0.45%	-0.43%	-0.15%	-195.56%
Implied 5 yr Inflation %	1.31%	1.43%	0.07%	9.16%
2 yr T-note Yld	1.06%	0.59%	-0.08%	-44.34%
2-10 Yr Slope	1.21%	0.87%	-0.03%	-28.10%
90 day T-bill Yld	0.16%	0.28%	0.01%	75.00%
Gold ($/oz)	$1,060.50	$1,344.90	$25.80	26.82%
WTI Oil ($/brl)	$37.07	$49.28	$1.71	32.94%
VIX "Worry Index"	18.21	14.77	-10.99	-18.89%
NYSE Bullish % Index	44.89	57.82	-4.59	12.93

Credit Data	12/31/2015	7/1/2016	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.30%	2.30%	-0.02%	0.00%
SPDR High Yid Credit ETF Yield (JNK)	6.59%	6.24%	-0.08%	-5.31%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	840	90	810