Friday, March 8, 2019

Market Data: Week Ending March 8, 2019

Market Index/Data12/31/20183/8/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3525,450.24-576.089.10%
S&P 500 Index2,506.852,743.07-60.629.42%
Fed Funds Rate2.40%2.40%0.00%0.00%
10 yr T-note Yld2.69%2.62%-0.14%-2.60%
5 yr T-note Yld2.51%2.42%-0.14%-3.59%
5 yr TIPS - 'Real' Yld1.00%0.62%-0.09%-38.00%
Implied 5 yr Inflation %1.51%1.80%-0.05%19.21%
2 yr T-note Yld2.48%2.45%-0.10%-1.21%
2-10 Yr Slope0.21%0.17%-0.04%-19.05%
90 day T-bill Yld2.45%2.46%0.02%0.41%
Gold ($/oz)$1,281.30$1,299.30$0.101.40%
WTI Oil ($/brl)$45.41$56.07$0.2723.48%
VIX "Worry Index"25.4216.052.48-36.86%
NYSE Bullish % Index20.8457.78-4.1836.94





Credit Data12/31/20183/8/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.75%-0.02%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.64%0.03%-11.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)6013012070

Sunday, March 3, 2019

Market Data & Graphs: Week Ending March 1, 2019


Market Index/Data12/31/20183/1/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,026.32-5.4911.57%
S&P 500 Index2,506.852,803.6911.0211.84%
Fed Funds Rate2.40%2.40%0.00%0.00%
10 yr T-note Yld2.69%2.76%0.11%2.60%
5 yr T-note Yld2.51%2.56%0.09%1.99%
5 yr TIPS - 'Real' Yld1.00%0.71%0.06%-29.00%
Implied 5 yr Inflation %1.51%1.85%0.03%22.52%
2 yr T-note Yld2.48%2.55%0.07%2.82%
2-10 Yr Slope0.21%0.21%0.04%0.00%
90 day T-bill Yld2.45%2.44%-0.02%-0.41%
Gold ($/oz)$1,281.30$1,299.20-$33.601.40%
WTI Oil ($/brl)$45.41$55.80-$1.4622.88%
VIX "Worry Index"25.4213.570.06-46.62%
NYSE Bullish % Index20.8461.962.6641.12
Credit Data12/31/20183/1/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.77%0.05%0.73%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.61%0.02%-12.21%
Invest. Gr. to 10 yr T-Note Spread (x 10)6010-60-50


US Treasury Yields, 90 day, 2, 5, 10 & 30 Yr, Weekly



Investment Grade Credit & Junk Grade Credit, Weekly Price



Inflation Expectations, Weekly



NYSE Internal Sentiment, Weekly



Weekly Worry Indexes



US Dollar Index, Weekly (not weighted by trade partners)



Gold Spot Price, Weekly (not bullion or coins)






Saturday, February 23, 2019

Market Data: Week Ending February 22, 2019


Market Index/Data12/31/20182/22/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,031.81148.5611.59%
S&P 500 Index2,506.852,792.6717.0711.40%
Fed Funds Rate2.40%2.40%0.00%0.00%
10 yr T-note Yld2.69%2.65%-0.01%-1.49%
5 yr T-note Yld2.51%2.47%-0.02%-1.59%
5 yr TIPS - 'Real' Yld1.00%0.65%-0.09%-35.00%
Implied 5 yr Inflation %1.51%1.82%0.07%20.53%
2 yr T-note Yld2.48%2.48%-0.04%0.00%
2-10 Yr Slope0.21%0.17%0.03%-19.05%
90 day T-bill Yld2.45%2.46%0.03%0.41%
Gold ($/oz)$1,281.30$1,332.80$10.704.02%
WTI Oil ($/brl)$45.41$57.26$1.2826.10%
VIX "Worry Index"25.4213.51-1.40-46.85%
NYSE Bullish % Index20.8459.34.7638.46
Credit Data12/31/20182/22/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.72%0.00%-1.09%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.59%-0.01%-12.52%
Invest. Gr. to 10 yr T-Note Spread (x 10)60701010

Friday, February 15, 2019

Market Data: Week Ending February 15, 2019


Market Index/Data12/31/20182/15/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3525,883.25776.9210.96%
S&P 500 Index2,506.852,775.6067.7210.72%
Fed Funds Rate2.40%2.40%0.00%0.00%
10 yr T-note Yld2.69%2.66%0.03%-1.12%
5 yr T-note Yld2.51%2.49%0.05%-0.80%
5 yr TIPS - 'Real' Yld1.00%0.74%-0.01%-26.00%
Implied 5 yr Inflation %1.51%1.75%0.06%15.89%
2 yr T-note Yld2.48%2.52%0.07%1.61%
2-10 Yr Slope0.21%0.14%-0.04%-33.33%
90 day T-bill Yld2.45%2.43%0.00%-0.82%
Gold ($/oz)$1,281.30$1,322.10$3.603.18%
WTI Oil ($/brl)$45.41$55.98$3.2623.28%
VIX "Worry Index"25.4214.91-0.81-41.35%
NYSE Bullish % Index20.8454.544.8833.70
Credit Data12/31/20182/15/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.72%0.00%-1.09%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.60%-0.04%-12.36%
Invest. Gr. to 10 yr T-Note Spread (x 10)6060-300