Saturday, February 29, 2020

Market Data & Graphs: Week Ending February 28, 2020

Market Index/Data12/31/20192/28/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4425,409.36-3,583.05-10.96%
S&P 500 Index3,230.782,954.22-383.53-8.56%
Fed Funds Rate1.55%1.58%-0.01%1.94%
10 yr T-note Yld1.92%1.13%-0.33%-41.15%
5 yr T-note Yld1.69%0.89%-0.41%-47.34%
5 yr TIPS - 'Real' Yld0.01%-0.44%-0.14%
Implied 5 yr Inflation %1.68%1.33%-0.27%-20.83%
2 yr T-note Yld1.58%0.86%-0.48%-45.57%
2-10 Yr Slope0.34%0.27%0.15%-20.59%
90 day T-bill Yld1.55%1.27%-0.29%-18.06%
Gold ($/oz)$1,523.10$1,566.70-$82.102.86%
WTI Oil ($/brl)$61.06$44.76-$8.62-26.70%
VIX "Worry Index"13.7840.1123.03191.07%
NYSE Bullish % Index67.4729.83-32.49-37.64





Credit Data12/31/20192/28/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.59%-0.03%-10.38%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.54%0.15%-6.26%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701460300490


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, February 21, 2020

Market Data: Week Ending February 21, 2020

Market Index/Data12/31/20192/21/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,992.41-305.671.59%
S&P 500 Index3,230.783,337.75-42.413.31%
Fed Funds Rate1.55%1.59%0.01%2.58%
10 yr T-note Yld1.92%1.46%-0.13%-23.96%
5 yr T-note Yld1.69%1.30%-0.12%-23.08%
5 yr TIPS - 'Real' Yld0.01%-0.30%-0.08%-3100.00%
Implied 5 yr Inflation %1.68%1.60%-0.04%-4.76%
2 yr T-note Yld1.58%1.34%-0.08%-15.19%
2-10 Yr Slope0.34%0.12%-0.05%-64.71%
90 day T-bill Yld1.55%1.56%-0.02%0.65%
Gold ($/oz)$1,523.10$1,648.80$62.408.25%
WTI Oil ($/brl)$61.06$53.38$1.33-12.58%
VIX "Worry Index"13.7817.083.4023.95%
NYSE Bullish % Index67.4762.32-0.41-5.15





Credit Data12/31/20192/21/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.62%-0.01%-9.34%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.39%0.01%-8.80%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701160120190

Friday, February 14, 2020

Market Data: Week Ending February 14, 2020

Market Index/Data12/31/20192/14/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,298.08195.572.66%
S&P 500 Index3,230.783,380.1652.454.62%
Fed Funds Rate1.55%1.58%-0.01%1.94%
10 yr T-note Yld1.92%1.59%0.00%-17.19%
5 yr T-note Yld1.69%1.42%0.01%-15.98%
5 yr TIPS - 'Real' Yld0.01%-0.22%-0.02%-2300.00%
Implied 5 yr Inflation %1.68%1.64%0.03%-2.38%
2 yr T-note Yld1.58%1.42%0.01%-10.13%
2-10 Yr Slope0.34%0.17%-0.01%-50.00%
90 day T-bill Yld1.55%1.58%0.02%1.94%
Gold ($/oz)$1,523.10$1,586.40$13.004.16%
WTI Oil ($/brl)$61.06$52.05$1.73-14.76%
VIX "Worry Index"13.7813.68-1.79-0.73%
NYSE Bullish % Index67.4762.730.63-4.74





Credit Data12/31/20192/14/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.63%-0.01%-9.00%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.38%-0.03%-8.97%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701040-1070