Friday, May 29, 2020

Market Data & Graphs: Week Ending May 29, 2020

Market Index/Data12/31/20195/29/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4425,383.11917.95-11.06%
S&P 500 Index3,230.783,044.3188.86-5.77%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.65%-0.01%-66.15%
5 yr T-note Yld1.69%0.30%-0.04%-82.25%
5 yr TIPS - 'Real' Yld0.01%-0.53%-0.07%
Implied 5 yr Inflation %1.68%0.83%0.03%-50.60%
2 yr T-note Yld1.58%0.16%-0.01%-89.87%
2-10 Yr Slope0.34%0.49%0.00%44.12%
90 day T-bill Yld1.55%0.14%0.02%-90.97%
Gold ($/oz)$1,523.10$1,751.70$16.2015.01%
WTI Oil ($/brl)$61.06$35.49$2.24-41.88%
VIX "Worry Index"13.7827.51-0.6599.64%
NYSE Bullish % Index67.4767.8614.050.39





Credit Data12/31/20195/29/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.50%-0.01%-13.49%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.75%-0.09%-2.71%
Invest. Gr. to 10 yr T-Note Spread (x 10)97018500880


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, May 22, 2020

Market Data: Week Ending May 22, 2020

Market Index/Data12/31/20195/22/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4424,465.16779.74-14.27%
S&P 500 Index3,230.782,955.4591.75-8.52%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.66%0.02%-65.63%
5 yr T-note Yld1.69%0.34%0.03%-79.88%
5 yr TIPS - 'Real' Yld0.01%-0.46%-0.02%
Implied 5 yr Inflation %1.68%0.80%0.05%-52.38%
2 yr T-note Yld1.58%0.17%0.01%-89.24%
2-10 Yr Slope0.34%0.49%0.01%44.12%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,735.50-$20.8013.95%
WTI Oil ($/brl)$61.06$33.25$3.73-45.55%
VIX "Worry Index"13.7828.16-3.73104.35%
NYSE Bullish % Index67.4753.8113.43-13.66





Credit Data 12/31/2019  5/22/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.51%-0.01%-13.15%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.84%-0.19%-1.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701850-30880

Friday, May 15, 2020

Market Data: Week Ending May 15, 2020

Market Index/Data12/31/20195/15/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,685.42-645.90-17.01%
S&P 500 Index3,230.782,863.70-66.10-11.36%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.64%-0.05%-66.67%
5 yr T-note Yld1.69%0.31%-0.02%-81.66%
5 yr TIPS - 'Real' Yld0.01%-0.44%-0.03%
Implied 5 yr Inflation %1.68%0.75%0.01%-55.36%
2 yr T-note Yld1.58%0.16%0.00%-89.87%
2-10 Yr Slope0.34%0.48%-0.05%41.18%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,756.30$42.4015.31%
WTI Oil ($/brl)$61.06$29.52$3.35-51.65%
VIX "Worry Index"13.7831.893.91131.42%
NYSE Bullish % Index67.4740.38-25.98-27.09





Credit Data 12/31/2019   5/15/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.52%-0.01%-12.80%
SPDR High Yld Credit ETF Yield (JNK)5.91%6.03%0.07%2.03%
Invest. Gr. to 10 yr T-Note Spread (x 10)970188040910