Saturday, July 25, 2020

Market Data: Week Ending July 24, 2020

Market Index/Data12/31/20197/24/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4426,469.89-202.06-7.25%
S&P 500 Index3,230.783,215.63-9.10-0.47%
Fed Funds Rate1.55%0.09%-0.01%-94.19%
10 yr T-note Yld1.92%0.59%-0.05%-69.27%
5 yr T-note Yld1.69%0.27%-0.02%-84.02%
5 yr TIPS - 'Real' Yld0.01%-1.08%-0.02%
Implied 5 yr Inflation %1.68%1.35%0.00%-19.64%
2 yr T-note Yld1.58%0.14%0.00%-91.14%
2-10 Yr Slope0.34%0.45%-0.05%32.35%
90 day T-bill Yld1.55%0.11%0.00%-92.90%
Gold ($/oz)$1,523.10$1,897.50$87.5024.58%
WTI Oil ($/brl)$61.06$41.29$0.54-32.38%
VIX "Worry Index"13.7825.840.1687.52%
NYSE Bullish % Index67.4766.563.55-0.91





Credit Data 12/31/2019   7/24/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.41%0.00%-16.61%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.55%-0.07%-6.09%
Invest. Gr. to 10 yr T-Note Spread (x 10)970182050850

Friday, July 17, 2020

Market Data: Week Ending July 17, 2020

Market Index/Data12/31/20197/17/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4426,671.95596.65-6.54%
S&P 500 Index3,230.783,224.7339.69-0.19%
Fed Funds Rate1.55%0.10%0.01%-93.55%
10 yr T-note Yld1.92%0.64%-0.01%-66.67%
5 yr T-note Yld1.69%0.29%-0.01%-82.84%
5 yr TIPS - 'Real' Yld0.01%-1.06%-0.11%
Implied 5 yr Inflation %1.68%1.35%0.10%-19.64%
2 yr T-note Yld1.58%0.14%-0.02%-91.14%
2-10 Yr Slope0.34%0.50%0.01%47.06%
90 day T-bill Yld1.55%0.11%-0.02%-92.90%
Gold ($/oz)$1,523.10$1,810.00$8.1018.84%
WTI Oil ($/brl)$61.06$40.75$0.20-33.26%
VIX "Worry Index"13.7825.68-1.6186.36%
NYSE Bullish % Index67.4763.019.32-4.46





Credit Data 12/31/2019   7/17/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.41%-0.01%-16.61%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.62%-0.09%-4.91%
Invest. Gr. to 10 yr T-Note Spread (x 10)97017700800

Saturday, July 11, 2020

Market Data: Week Ending July 10, 2020

Market Index/Data12/31/20197/10/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4426,075.30247.94-8.63%
S&P 500 Index3,230.783,185.0455.03-1.42%
Fed Funds Rate1.55%0.09%0.01%-94.19%
10 yr T-note Yld1.92%0.65%-0.03%-66.15%
5 yr T-note Yld1.69%0.30%0.01%-82.25%
5 yr TIPS - 'Real' Yld0.01%-0.95%-0.03%
Implied 5 yr Inflation %1.68%1.25%0.04%-25.60%
2 yr T-note Yld1.58%0.16%0.00%-89.87%
2-10 Yr Slope0.34%0.49%-0.03%44.12%
90 day T-bill Yld1.55%0.13%-0.01%-91.61%
Gold ($/oz)$1,523.10$1,801.90$11.9018.30%
WTI Oil ($/brl)$61.06$40.55-$0.10-33.59%
VIX "Worry Index"13.7827.29-0.3998.04%
NYSE Bullish % Index67.4753.69-3.39-13.78





Credit Data 12/31/2019  7/10/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.42%-0.01%-16.26%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.71%-0.02%-3.38%
Invest. Gr. to 10 yr T-Note Spread (x 10)970177020800