Friday, March 27, 2020

Market Data: Week Ending March 27, 2020

Market Index/Data12/31/20193/27/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4421,636.782,462.80-24.18%
S&P 500 Index3,230.782,541.47236.55-21.34%
Fed Funds Rate1.55%0.10%-0.10%-93.55%
10 yr T-note Yld1.92%0.72%-0.20%-62.50%
5 yr T-note Yld1.69%0.41%-0.11%-75.74%
5 yr TIPS - 'Real' Yld0.01%-0.13%-0.34%
Implied 5 yr Inflation %1.68%0.54%0.23%-67.86%
2 yr T-note Yld1.58%0.25%-0.12%-84.18%
2-10 Yr Slope0.34%0.47%-0.08%38.24%
90 day T-bill Yld1.55%0.03%-0.02%-98.06%
Gold ($/oz)$1,523.10$1,654.10$169.508.60%
WTI Oil ($/brl)$61.06$21.51-$1.12-64.77%
VIX "Worry Index"13.7865.54-0.50375.62%
NYSE Bullish % Index67.4750.8139.06-16.66





Credit Data 12/31/2019  3/27/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.58%-0.13%-10.73%
SPDR High Yld Credit ETF Yield (JNK)5.91%6.26%-0.59%5.92%
Invest. Gr. to 10 yr T-Note Spread (x 10)970186070890

Friday, March 20, 2020

Market Data: Week Ending March 20, 2020

Market Index/Data12/31/20193/20/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4419,173.98-4,011.64-32.81%
S&P 500 Index3,230.782,304.92-406.10-28.66%
Fed Funds Rate1.55%0.20%-0.90%-87.10%
10 yr T-note Yld1.92%0.92%-0.02%-52.08%
5 yr T-note Yld1.69%0.52%-0.18%-69.23%
5 yr TIPS - 'Real' Yld0.01%0.21%0.04%
Implied 5 yr Inflation %1.68%0.31%-0.22%-81.55%
2 yr T-note Yld1.58%0.37%-0.12%-76.58%
2-10 Yr Slope0.34%0.55%0.10%61.76%
90 day T-bill Yld1.55%0.05%-0.23%-96.77%
Gold ($/oz)$1,523.10$1,484.60-$32.10-2.53%
WTI Oil ($/brl)$61.06$22.63-$9.10-62.94%
VIX "Worry Index"13.7866.048.21379.25%
NYSE Bullish % Index67.4711.754.37-55.72





Credit Data 12/31/2019  3/20/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.71%0.04%-6.23%
SPDR High Yld Credit ETF Yield (JNK)5.91%6.85%0.88%15.91%
Invest. Gr. to 10 yr T-Note Spread (x 10)970179060820

Friday, March 13, 2020

Market Data: Week Ending March 13, 2020

Market Index/Data12/31/20193/13/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,185.62-2,679.16-18.76%
S&P 500 Index3,230.782,711.02-261.35-16.09%
Fed Funds Rate1.55%1.10%0.01%-29.03%
10 yr T-note Yld1.92%0.94%0.20%-51.04%
5 yr T-note Yld1.69%0.70%0.12%-58.58%
5 yr TIPS - 'Real' Yld0.01%0.17%0.73%
Implied 5 yr Inflation %1.68%0.53%-0.61%-68.45%
2 yr T-note Yld1.58%0.49%0.00%-68.99%
2-10 Yr Slope0.34%0.45%0.20%32.35%
90 day T-bill Yld1.55%0.28%-0.17%-81.94%
Gold ($/oz)$1,523.10$1,516.70-$155.70-0.42%
WTI Oil ($/brl)$61.06$31.73-$9.55-48.03%
VIX "Worry Index"13.7857.8315.89319.67%
NYSE Bullish % Index67.477.38-19.06-60.09





Credit Data 12/31/2019  3/13/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.67%0.14%-7.61%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.97%0.38%1.02%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701730-60760