Saturday, October 12, 2024

Market Data: Week Ending October 11, 2024

Market Index/Data12/29/202310/11/2024ChangeSimple YTD
Dow Industrials Avg37,689.5442,863.86511.1113.73%
S&P 500 Index4,769.835,815.0363.9621.91%
Fed Funds Rate5.33%4.83%0.00%-9.38%
10 yr T-note Yld3.88%4.11%0.15%5.93%
5 yr T-note Yld3.84%3.91%0.10%1.82%
5 yr TIPS - 'Real' Yld1.72%1.63%-0.04%-5.23%
Implied 5 yr Inflation %2.12%2.28%0.14%7.55%
2 yr T-note Yld4.23%3.97%0.04%-6.15%
2-10 Yr Slope-0.35%0.14%0.11%-140.00%
90 day T-bill Yld5.40%4.63%0.00%-14.26%
Gold ($/oz)$2,071.80$2,676.30$8.5029.18%
WTI Oil ($/brl)$71.65$75.56$1.185.46%
VIX "Worry Index"12.4520.461.2564.34%
NYSE Bullish % Index66.83%66.80%-1.10%-0.04%





Credit Data12/29/202310/11/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.31%0.02%-1.49%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.42%0.01%-8.15%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-800-130-280

Saturday, October 5, 2024

Market Data: Week Ending October 4, 2024

Market Index/Data12/29/202310/4/2024ChangeSimple YTD
Dow Industrials Avg37,689.5442,352.7539.7512.37%
S&P 500 Index4,769.835,751.0712.9020.57%
Fed Funds Rate5.33%4.83%0.00%-9.38%
10 yr T-note Yld3.88%3.96%0.21%2.06%
5 yr T-note Yld3.84%3.81%0.30%-0.78%
5 yr TIPS - 'Real' Yld1.72%1.67%0.20%-2.91%
Implied 5 yr Inflation %2.12%2.14%0.10%0.94%
2 yr T-note Yld4.23%3.93%0.36%-7.09%
2-10 Yr Slope-0.35%0.03%-0.15%-108.57%
90 day T-bill Yld5.40%4.63%0.03%-14.26%
Gold ($/oz)$2,071.80$2,667.80-$0.3028.77%
WTI Oil ($/brl)$71.65$74.38$6.203.81%
VIX "Worry Index"12.4519.212.2554.30%
NYSE Bullish % Index66.83%67.90%0.33%1.60%





Credit Data12/29/202310/4/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.29%0.05%-2.08%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.41%0.06%-8.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-670-160-150

Saturday, September 28, 2024

Market Data & Graphs: Week Ending September 27, 2024

Market Index/Data12/29/20239/27/2024ChangeSimple YTD
Dow Industrials Avg37,689.5442,313.00249.6412.27%
S&P 500 Index4,769.835,738.1735.6220.30%
Fed Funds Rate5.33%4.83%0.00%-9.38%
10 yr T-note Yld3.88%3.75%0.01%-3.35%
5 yr T-note Yld3.84%3.51%0.00%-8.59%
5 yr TIPS - 'Real' Yld1.72%1.47%0.01%-14.53%
Implied 5 yr Inflation %2.12%2.04%-0.01%-3.77%
2 yr T-note Yld4.23%3.57%-0.04%-15.60%
2-10 Yr Slope-0.35%0.18%0.05%-151.43%
90 day T-bill Yld5.40%4.60%-0.06%-14.81%
Gold ($/oz)$2,071.80$2,668.10$21.9028.78%
WTI Oil ($/brl)$71.65$68.18-$2.82-4.84%
VIX "Worry Index"12.4516.960.8136.22%
NYSE Bullish % Index66.83%67.57%3.52%1.11%





Credit Data12/29/20239/27/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.24%0.00%-3.57%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.35%-0.11%-9.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-510-1010


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 


Gold Spot Price, Weekly (not bullion or coins)

Saturday, September 21, 2024

Market Data: Week Ending September 20, 2024

Market Index/Data12/29/20239/20/2024ChangeSimple YTD
Dow Industrials Avg37,689.5442,063.36669.5811.60%
S&P 500 Index4,769.835,702.5576.5319.55%
Fed Funds Rate5.33%4.83%-0.50%-9.38%
10 yr T-note Yld3.88%3.74%0.08%-3.61%
5 yr T-note Yld3.84%3.51%0.07%-8.59%
5 yr TIPS - 'Real' Yld1.72%1.46%-0.02%-15.12%
Implied 5 yr Inflation %2.12%2.05%0.09%-3.30%
2 yr T-note Yld4.23%3.61%0.01%-14.66%
2-10 Yr Slope-0.35%0.13%0.07%-137.14%
90 day T-bill Yld5.40%4.66%-0.23%-13.70%
Gold ($/oz)$2,071.80$2,646.20$35.5027.72%
WTI Oil ($/brl)$71.65$71.00$2.35-0.91%
VIX "Worry Index"12.4516.15-0.4129.72%
NYSE Bullish % Index66.83%64.05%6.34%-4.16%





Credit Data12/29/20239/20/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.24%0.00%-3.57%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.46%0.06%-7.58%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-500-8020

Saturday, September 14, 2024

Market Data: 2 Weeks Ending September 13, 2024

Market Index/Data12/29/20239/13/2024ChangeSimple YTD
Dow Industrials Avg37,689.5441,393.78-169.309.83%
S&P 500 Index4,769.835,626.02-22.3817.95%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%3.66%-0.25%-5.67%
5 yr T-note Yld3.84%3.44%-0.27%-10.42%
5 yr TIPS - 'Real' Yld1.72%1.48%-0.22%-13.95%
Implied 5 yr Inflation %2.12%1.96%-0.05%-7.55%
2 yr T-note Yld4.23%3.60%-0.32%-14.89%
2-10 Yr Slope-0.35%0.06%0.07%-117.14%
90 day T-bill Yld5.40%4.89%-0.20%-9.44%
Gold ($/oz)$2,071.80$2,610.70$83.1026.01%
WTI Oil ($/brl)$71.65$68.65-$4.90-4.19%
VIX "Worry Index"12.4516.561.5633.01%
NYSE Bullish % Index66.83%57.71%-2.46%-13.65%





Credit Data12/29/20239/13/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.24%-0.04%-3.57%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.40%-0.08%-8.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-420210100