Sunday, September 29, 2019

Market Data & Graphs: Week Ending September 27, 2019


Market Index/Data12/31/20189/27/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,820.25-114.8214.97%
S&P 500 Index2,506.852,961.79-30.2818.15%
Fed Funds Rate2.40%1.85%-0.05%-22.92%
10 yr T-note Yld2.69%1.69%-0.05%-37.17%
5 yr T-note Yld2.51%1.56%-0.05%-37.85%
5 yr TIPS - 'Real' Yld1.00%0.20%0.01%-80.00%
Implied 5 yr Inflation %1.51%1.36%-0.06%-9.93%
2 yr T-note Yld2.48%1.63%-0.06%-34.27%
2-10 Yr Slope0.21%0.06%0.01%-71.43%
90 day T-bill Yld2.45%1.90%-0.01%-22.45%
Gold ($/oz)$1,281.30$1,506.40-$8.7017.57%
WTI Oil ($/brl)$45.41$55.91-$2.1823.12%
VIX "Worry Index"25.4217.221.90-32.26%
NYSE Bullish % Index20.8454.46-1.3233.62





Credit Data12/31/20189/27/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.71%0.00%-1.45%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.59%0.03%-12.52%
Invest. Gr. to 10 yr T-Note Spread (x 10)60102050960




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)

Friday, September 20, 2019

Market Data: Week Ending September 20, 2019

Market Index/Data12/31/20189/20/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,935.07-284.4515.47%
S&P 500 Index2,506.852,992.07-15.3219.36%
Fed Funds Rate2.40%1.90%-0.23%-20.83%
10 yr T-note Yld2.69%1.74%-0.16%-35.32%
5 yr T-note Yld2.51%1.61%-0.14%-35.86%
5 yr TIPS - 'Real' Yld1.00%0.19%-0.10%-81.00%
Implied 5 yr Inflation %1.51%1.42%-0.04%-5.96%
2 yr T-note Yld2.48%1.69%-0.10%-31.85%
2-10 Yr Slope0.21%0.05%-0.06%-76.19%
90 day T-bill Yld2.45%1.91%-0.05%-22.04%
Gold ($/oz)$1,281.30$1,515.10$15.6018.25%
WTI Oil ($/brl)$45.41$58.09$3.2427.92%
VIX "Worry Index"25.4215.321.58-39.73%
NYSE Bullish % Index20.8455.781.3234.94





Credit Data12/31/20189/20/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.71%-0.03%-1.45%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.56%-0.02%-12.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)60970130910

Friday, September 13, 2019

Market Data: Week Ending September 13, 2019

Market Index/Data12/31/20189/13/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3527,219.52422.0616.69%
S&P 500 Index2,506.853,007.3928.6819.97%
Fed Funds Rate2.40%2.13%0.00%-11.25%
10 yr T-note Yld2.69%1.90%0.35%-29.37%
5 yr T-note Yld2.51%1.75%0.33%-30.28%
5 yr TIPS - 'Real' Yld1.00%0.29%0.22%-71.00%
Implied 5 yr Inflation %1.51%1.46%0.11%-3.31%
2 yr T-note Yld2.48%1.79%0.26%-27.82%
2-10 Yr Slope0.21%0.11%0.09%-47.62%
90 day T-bill Yld2.45%1.96%0.00%-20.00%
Gold ($/oz)$1,281.30$1,499.50-$16.0017.03%
WTI Oil ($/brl)$45.41$54.85-$1.6720.79%
VIX "Worry Index"25.4213.74-1.26-45.95%
NYSE Bullish % Index20.8454.466.1233.62





Credit Data12/31/20189/13/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.74%0.10%-0.36%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.58%0.00%-12.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)60840-250780