Friday, April 24, 2020

Market Data: Week Ending April 24, 2020

Market Index/Data12/31/20194/24/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,775.27-467.22-16.69%
S&P 500 Index3,230.782,836.74-37.82-12.20%
Fed Funds Rate1.55%0.04%-0.01%-97.42%
10 yr T-note Yld1.92%0.60%-0.05%-68.75%
5 yr T-note Yld1.69%0.36%0.00%-78.70%
5 yr TIPS - 'Real' Yld0.01%-0.36%-0.05%
Implied 5 yr Inflation %1.68%0.72%0.05%-57.14%
2 yr T-note Yld1.58%0.22%0.02%-86.08%
2-10 Yr Slope0.34%0.38%-0.07%11.76%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,735.60$36.8013.95%
WTI Oil ($/brl)$61.06$16.94-$8.09-72.26%
VIX "Worry Index"13.7835.93-2.22160.74%
NYSE Bullish % Index67.4756.18-4.13-11.29





Credit Data 12/31/2019  4/24/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.53%0.00%-12.46%
SPDR High Yld Credit ETF Yield (JNK)5.91%6.06%0.21%2.54%
Invest. Gr. to 10 yr T-Note Spread (x 10)970193050960

Friday, April 17, 2020

Market Data: Week Ending April 17, 2020

Market Index/Data12/31/20194/17/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4424,242.49523.12-15.05%
S&P 500 Index3,230.782,874.5684.74-11.03%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.65%-0.08%-66.15%
5 yr T-note Yld1.69%0.36%-0.05%-78.70%
5 yr TIPS - 'Real' Yld0.01%-0.31%0.18%
Implied 5 yr Inflation %1.68%0.67%-0.23%-60.12%
2 yr T-note Yld1.58%0.20%-0.03%-87.34%
2-10 Yr Slope0.34%0.45%-0.05%32.35%
90 day T-bill Yld1.55%0.12%-0.13%-92.26%
Gold ($/oz)$1,523.10$1,698.80-$54.0011.54%
WTI Oil ($/brl)$61.06$25.03$2.27-59.01%
VIX "Worry Index"13.7838.15-3.52176.85%
NYSE Bullish % Index67.4760.31-7.92-7.16





Credit Data12/31/20194/17/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.53%0.00%-12.46%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.85%0.09%-1.02%
Invest. Gr. to 10 yr T-Note Spread (x 10)970188080910

Friday, April 10, 2020

Market Data: Week Ending April 10, 2020

Market Index/Data12/31/20194/10/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,719.372,666.84-16.89%
S&P 500 Index3,230.782,789.82301.17-13.65%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.73%0.11%-61.98%
5 yr T-note Yld1.69%0.41%0.02%-75.74%
5 yr TIPS - 'Real' Yld0.01%-0.49%-0.10%
Implied 5 yr Inflation %1.68%0.90%0.12%-46.43%
2 yr T-note Yld1.58%0.23%0.00%-85.44%
2-10 Yr Slope0.34%0.50%0.11%47.06%
90 day T-bill Yld1.55%0.25%0.15%-83.87%
Gold ($/oz)$1,523.10$1,752.80$107.1015.08%
WTI Oil ($/brl)$61.06$22.76-$5.58-62.73%
VIX "Worry Index"13.7841.67-5.13202.39%
NYSE Bullish % Index67.4768.2330.780.76





Credit Data 12/31/2019  4/10/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.53%-0.05%-12.46%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.76%-0.71%-2.54%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701800-160830