Saturday, August 29, 2020

Market Data & Graphs: Week Ending August 28, 2020

Market Index/Data12/31/20198/28/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,653.87723.540.40%
S&P 500 Index3,230.783,508.01110.858.58%
Fed Funds Rate1.55%0.08%-0.01%-94.84%
10 yr T-note Yld1.92%0.74%0.10%-61.46%
5 yr T-note Yld1.69%0.28%0.01%-83.43%
5 yr TIPS - 'Real' Yld0.01%-1.40%-0.15%
Implied 5 yr Inflation %1.68%1.68%0.16%0.00%
2 yr T-note Yld1.58%0.14%-0.02%-91.14%
2-10 Yr Slope0.34%0.60%0.12%76.47%
90 day T-bill Yld1.55%0.10%0.00%-93.55%
Gold ($/oz)$1,523.10$1,974.70$27.7029.65%
WTI Oil ($/brl)$61.06$42.97$0.63-29.63%
VIX "Worry Index"13.7822.960.4266.62%
NYSE Bullish % Index67.4771.370.763.90





Credit Data 12/31/2019   8/28/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.39%0.02%-17.30%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.48%-0.03%-7.28%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701650-80680


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, August 21, 2020

Market Data: Week Ending August 21, 2020

Market Index/Data12/31/20198/21/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,930.33-0.69-2.13%
S&P 500 Index3,230.783,397.1624.315.15%
Fed Funds Rate1.55%0.09%-0.01%-94.19%
10 yr T-note Yld1.92%0.64%-0.07%-66.67%
5 yr T-note Yld1.69%0.27%-0.02%-84.02%
5 yr TIPS - 'Real' Yld0.01%-1.25%-0.01%
Implied 5 yr Inflation %1.68%1.52%-0.01%-9.52%
2 yr T-note Yld1.58%0.16%0.02%-89.87%
2-10 Yr Slope0.34%0.48%-0.09%41.18%
90 day T-bill Yld1.55%0.10%0.00%-93.55%
Gold ($/oz)$1,523.10$1,947.00-$2.8027.83%
WTI Oil ($/brl)$61.06$42.34$0.33-30.66%
VIX "Worry Index"13.7822.540.4963.57%
NYSE Bullish % Index67.4770.61-2.593.14





Credit Data 12/31/2019   8/21/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.37%-0.01%-17.99%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.51%-0.04%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)970173060760

Friday, August 14, 2020

Market Data: Week Ending August 14, 2020

Market Index/Data12/31/20198/14/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,931.021,497.54-2.13%
S&P 500 Index3,230.783,372.85121.574.40%
Fed Funds Rate1.55%0.10%0.00%-93.55%
10 yr T-note Yld1.92%0.71%0.14%-63.02%
5 yr T-note Yld1.69%0.29%0.06%-82.84%
5 yr TIPS - 'Real' Yld0.01%-1.24%0.03%
Implied 5 yr Inflation %1.68%1.53%0.03%-8.93%
2 yr T-note Yld1.58%0.14%0.01%-91.14%
2-10 Yr Slope0.34%0.57%0.13%67.65%
90 day T-bill Yld1.55%0.10%0.00%-93.55%
Gold ($/oz)$1,523.10$1,949.80-$78.2028.02%
WTI Oil ($/brl)$61.06$42.01$0.79-31.20%
VIX "Worry Index"13.7822.05-0.1660.01%
NYSE Bullish % Index67.4773.24.615.73





Credit Data 12/31/2019   8/14/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.38%0.02%-17.65%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.55%0.08%-6.09%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701670-120700