Market Index/Data | 12/31/2019 | 9/25/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 27,173.96 | -483.46 | -4.78% |
S&P 500 Index | 3,230.78 | 3,298.46 | -21.01 | 2.09% |
Fed Funds Rate | 1.55% | 0.09% | 0.00% | -94.19% |
10 yr T-note Yld | 1.92% | 0.66% | -0.04% | -65.63% |
5 yr T-note Yld | 1.69% | 0.26% | -0.03% | -84.62% |
5 yr TIPS - 'Real' Yld | 0.01% | -1.17% | 0.12% | |
Implied 5 yr Inflation % | 1.68% | 1.43% | -0.15% | -14.88% |
2 yr T-note Yld | 1.58% | 0.12% | -0.02% | -92.41% |
2-10 Yr Slope | 0.34% | 0.54% | -0.02% | 58.82% |
90 day T-bill Yld | 1.55% | 0.10% | 0.00% | -93.55% |
Gold ($/oz) | $1,523.10 | $1,866.30 | -$95.80 | 22.53% |
WTI Oil ($/brl) | $61.06 | $40.25 | -$1.07 | -34.08% |
VIX "Worry Index" | 13.78 | 26.38 | 0.55 | 91.44% |
NYSE Bullish % Index | 67.47 | 48.52 | -13.59 | -18.95 |
Credit Data | 12/31/2019 | 9/25/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.33% | 0.00% | -19.38% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.57% | 0.10% | -5.75% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1670 | 40 | 700 |
Sunday, September 27, 2020
Friday, September 18, 2020
Market Data: Week Ending September 18, 2020
Market Index/Data | 12/31/2019 | 9/18/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 27,657.42 | -8.22 | -3.09% |
S&P 500 Index | 3,230.78 | 3,319.47 | -21.50 | 2.75% |
Fed Funds Rate | 1.55% | 0.09% | 0.00% | -94.19% |
10 yr T-note Yld | 1.92% | 0.70% | 0.03% | -63.54% |
5 yr T-note Yld | 1.69% | 0.29% | 0.03% | -82.84% |
5 yr TIPS - 'Real' Yld | 0.01% | -1.29% | -0.02% | |
Implied 5 yr Inflation % | 1.68% | 1.58% | 0.05% | -5.95% |
2 yr T-note Yld | 1.58% | 0.14% | 0.01% | -91.14% |
2-10 Yr Slope | 0.34% | 0.56% | 0.02% | 64.71% |
90 day T-bill Yld | 1.55% | 0.10% | -0.01% | -93.55% |
Gold ($/oz) | $1,523.10 | $1,962.10 | $14.20 | 28.82% |
WTI Oil ($/brl) | $61.06 | $41.32 | $3.99 | -32.33% |
VIX "Worry Index" | 13.78 | 25.83 | -1.04 | 87.45% |
NYSE Bullish % Index | 67.47 | 62.11 | 0.15 | -5.36 |
Credit Data | 12/31/2019 | 9/18/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.33% | 0.01% | -19.38% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.47% | 0.01% | -7.45% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1630 | -20 | 660 |
Friday, September 11, 2020
Market Data: Week Ending September 11, 2020
Market Index/Data | 12/31/2019 | 9/11/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 27,665.64 | -467.67 | -3.06% |
S&P 500 Index | 3,230.78 | 3,340.97 | -85.99 | 3.41% |
Fed Funds Rate | 1.55% | 0.09% | 0.00% | -94.19% |
10 yr T-note Yld | 1.92% | 0.67% | -0.05% | -65.10% |
5 yr T-note Yld | 1.69% | 0.26% | -0.04% | -84.62% |
5 yr TIPS - 'Real' Yld | 0.01% | -1.27% | 0.00% | |
Implied 5 yr Inflation % | 1.68% | 1.53% | -0.04% | -8.93% |
2 yr T-note Yld | 1.58% | 0.13% | -0.01% | -91.77% |
2-10 Yr Slope | 0.34% | 0.54% | -0.04% | 58.82% |
90 day T-bill Yld | 1.55% | 0.11% | 0.00% | -92.90% |
Gold ($/oz) | $1,523.10 | $1,947.90 | $13.60 | 27.89% |
WTI Oil ($/brl) | $61.06 | $37.33 | -$2.44 | -38.86% |
VIX "Worry Index" | 13.78 | 26.87 | -3.88 | 94.99% |
NYSE Bullish % Index | 67.47 | 61.96 | -4.61 | -5.51 |
Credit Data | 12/31/2019 | 9/11/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.32% | -0.01% | -19.72% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.46% | 0.00% | -7.61% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1650 | 40 | 680 |
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