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

Saturday, October 22, 2016

Market Index	12/31/2015	10/21/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	18,145.71	7.33	4.14%
S&P 500 Index	2,043.94	2,141.16	8.18	4.76%
Fed Funds Rate	0.35%	0.41%	0.00%	17.14%
10 yr T-note Yld	2.27%	1.74%	-0.06%	-23.35%
5 yr T-note Yld	1.76%	1.25%	-0.03%	-28.98%
5 yr TIPS - 'Real' Yld	0.45%	-0.31%	-0.06%	-168.89%
Implied 5 yr Inflation %	1.31%	1.56%	0.03%	19.08%
2 yr T-note Yld	1.06%	0.84%	0.00%	-20.75%
2-10 Yr Slope	1.21%	0.90%	-0.06%	-25.62%
90 day T-bill Yld	0.16%	0.34%	0.02%	112.50%
Gold ($/oz)	$1,060.50	$1,267.70	$12.20	19.54%
WTI Oil ($/brl)	$37.07	$50.85	$0.10	37.17%
VIX "Worry Index"	18.21	13.34	-2.78	-26.74%
NYSE Bullish % Index	44.89	61.64	-1.06	16.75

Credit Data	12/31/2015	10/21/2016	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%	6.03%	-0.04%	-8.50%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	560	50	530

Market Index	12/31/2015	10/14/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	18,138.38	-102.11	4.09%
S&P 500 Index	2,043.94	2,132.98	-20.76	4.36%
Fed Funds Rate	0.35%	0.41%	0.01%	17.14%
10 yr T-note Yld	2.27%	1.80%	0.07%	-20.70%
5 yr T-note Yld	1.76%	1.28%	0.02%	-27.27%
5 yr TIPS - 'Real' Yld	0.45%	-0.25%	-0.01%	-155.56%
Implied 5 yr Inflation %	1.31%	1.53%	0.03%	16.79%
2 yr T-note Yld	1.06%	0.84%	0.01%	-20.75%
2-10 Yr Slope	1.21%	0.96%	0.06%	-20.66%
90 day T-bill Yld	0.16%	0.32%	-0.01%	100.00%
Gold ($/oz)	$1,060.50	$1,255.50	$3.60	18.39%
WTI Oil ($/brl)	$37.07	$50.75	$0.94	36.90%
VIX "Worry Index"	18.21	16.12	2.64	-11.48%
NYSE Bullish % Index	44.89	62.7	-1.80	17.81

Credit Data	12/31/2015	10/14/2016	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.30%	2.31%	0.01%	0.43%
SPDR High Yid Credit ETF Yield (JNK)	6.59%	6.07%	0.01%	-7.89%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	510	-60	480

Market Index	12/31/2015	10/7/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	18,240.49	-67.66	4.68%
S&P 500 Index	2,043.94	2,153.74	-14.53	5.37%
Fed Funds Rate	0.35%	0.40%	0.00%	14.29%
10 yr T-note Yld	2.27%	1.73%	0.13%	-23.79%
5 yr T-note Yld	1.76%	1.26%	0.12%	-28.41%
5 yr TIPS - 'Real' Yld	0.45%	-0.24%	0.07%	-153.33%
Implied 5 yr Inflation %	1.31%	1.50%	0.05%	14.50%
2 yr T-note Yld	1.06%	0.83%	0.06%	-21.70%
2-10 Yr Slope	1.21%	0.90%	0.07%	-25.62%
90 day T-bill Yld	0.16%	0.33%	0.04%	106.25%
Gold ($/oz)	$1,060.50	$1,251.90	-$65.20	18.05%
WTI Oil ($/brl)	$37.07	$49.81	$1.57	34.37%
VIX "Worry Index"	18.21	13.48	0.19	-25.97%
NYSE Bullish % Index	44.89	64.5	-2.84	19.61

Credit Data	12/31/2015	10/7/2016	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%	6.06%	0.01%	-8.04%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	570	-120	540

Market Index	12/31/2015	9/30/2016	Week Change	Simple YTD
Dow Industrials Avg	17,425.03	18,308.15	46.70	5.07%
S&P 500 Index	2,043.94	2,168.27	3.58	6.08%
Fed Funds Rate	0.35%	0.40%	0.00%	14.29%
10 yr T-note Yld	2.27%	1.60%	-0.02%	-29.52%
5 yr T-note Yld	1.76%	1.14%	-0.02%	-35.23%
5 yr TIPS - 'Real' Yld	0.45%	-0.31%	-0.05%	-168.89%
Implied 5 yr Inflation %	1.31%	1.45%	0.03%	10.69%
2 yr T-note Yld	1.06%	0.77%	0.00%	-27.36%
2-10 Yr Slope	1.21%	0.83%	-0.02%	-31.40%
90 day T-bill Yld	0.16%	0.29%	0.11%	81.25%
Gold ($/oz)	$1,060.50	$1,317.10	-$24.60	24.20%
WTI Oil ($/brl)	$37.07	$48.24	$3.76	30.13%
VIX "Worry Index"	18.21	13.29	1.00	-27.02%
NYSE Bullish % Index	44.89	67.34	0.24	22.45

Credit Data	12/31/2015	9/30/2016	Week Change	Simple YTD
iShares Agg. Bond ETF Yield (AGG)	2.30%	2.29%	0.00%	-0.43%
SPDR High Yid Credit ETF Yield (JNK)	6.59%	6.05%	-0.04%	-8.19%
Invest. Gr. to 10 yr T-Note Spread (x 10)	30	690	20	660