Friday, January 1, 2016

Market Data & Graphs: Week Ending December 31, 2015


Market Index
12/31/2014
12/31/2015
Week Change
Simple YTD
Dow Industrials Avg
17,983.07
17,425.03
-0.73%
-3.10%
S&P 500 Index
2,058.90
2,043.94
-0.83%
-0.73%
Fed Funds Rate
0.03%
0.35%
-0.01%
1066.67%
10 yr T-note Yld
2.17%
2.27%
0.02%
4.61%
5 yr T-note Yld
1.65%
1.76%
0.03%
6.67%
5 yr TIPS - 'Real' Yld
0.33%
0.45%
-0.05%
36.36%
Implied 5 yr Inflation %
1.32%
1.31%
0.08%
-0.76%
2 yr T-note Yld
0.67%
1.06%
0.03%
58.21%
2-10 Yr Slope
1.50%
1.21%
-0.01%
-19.33%
90 day T-bill Yld
0.04%
0.16%
-0.04%
300.00%
Gold ($/oz)
$1,183.20
$1,060.50
-$15.30
-10.37%
WTI Oil ($/brl)
$53.71
$37.07
-$1.05
-30.98%
VIX "Worry Index"
19.20
18.21
2.47
-5.16%
NYSE Bullish % Index
59.88
44.89
0.15
-14.99





Credit Data
12/31/2014
12/31/2015
Week Change
Simple YTD
iShares Agg. Bond ETF Yield (AGG)
2.33%
2.30%
-0.14%
-1.29%
SPDR High Yid Credit ETF Yield (JNK)
6.01%
6.59%
0.04%
9.65%
Invest. Gr. to 10 yr T-Note Spread (x 10)
160
30
-160
-130



Weekly US Treasury Yields



Weekly Price for Investment Grade Credit & Junk Grade Credit



Weekly Inflation Expectations



Weekly NYSE Internal Sentiment



Weekly Worry Indexes




Weekly US Dollar Index (weighted by trade partners)



Weekly Gold Spot Price (not bullion or coins)


Saturday, December 26, 2015

Market Data: Week Ending December 24, 2015

Market Index12/31/201412/24/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,552.172.41%-2.40%
S&P 500 Index2,058.902,060.992.69%0.10%
Fed Funds Rate0.03%0.36%-0.01%1100.00%
10 yr T-note Yld2.17%2.25%0.06%3.69%
5 yr T-note Yld1.65%1.73%0.06%4.85%
5 yr TIPS - 'Real' Yld0.33%0.50%0.04%51.52%
Implied 5 yr Inflation %1.32%1.23%0.02%-6.82%
2 yr T-note Yld0.67%1.03%0.06%53.73%
2-10 Yr Slope1.50%1.22%0.00%-18.67%
90 day T-bill Yld0.04%0.20%0.01%400.00%
Gold ($/oz)$1,183.20$1,075.80$10.20-9.08%
WTI Oil ($/brl)$53.71$38.12$2.29-29.03%
VIX "Worry Index"19.2015.74-4.96-18.02%
NYSE Bullish % Index59.8844.741.12-15.14
Credit Data12/31/201412/24/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.44%0.01%4.72%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.55%-0.09%8.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)160190-5030

Saturday, December 19, 2015

Market Data: Week Ending December 18, 2015

Market Index12/31/201412/18/2015Week ChangeSimple YTD
Dow Industrials Avg17,983.0717,128.55-0.80%-4.75%
S&P 500 Index2,058.902,005.55-0.34%-2.59%
Fed Funds Rate0.03%0.37%0.24%1133.33%
10 yr T-note Yld2.17%2.19%0.06%0.92%
5 yr T-note Yld1.65%1.67%0.11%1.21%
5 yr TIPS - 'Real' Yld0.33%0.46%0.07%39.39%
Implied 5 yr Inflation %1.32%1.21%0.04%-8.33%
2 yr T-note Yld0.67%0.97%0.09%44.78%
2-10 Yr Slope1.50%1.22%-0.03%-18.67%
90 day T-bill Yld0.04%0.19%-0.04%375.00%
Gold ($/oz)$1,183.20$1,065.60-$8.10-9.94%
WTI Oil ($/brl)$53.71$35.83$0.47-33.29%
VIX "Worry Index"19.2020.70-3.697.81%
NYSE Bullish % Index59.8843.62-2.59-16.26
Credit Data12/31/201412/18/2015Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.33%2.43%0.01%4.29%
SPDR High Yid Credit ETF Yield (JNK)6.01%6.64%0.02%10.48%
Invest. Gr. to 10 yr T-Note Spread (x 10)160240-5080