Friday, October 30, 2020

Market Data & Graphs: Week Ending October 30, 2020

Market Index/Data12/31/201910/30/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4426,501.60-1,833.77-7.14%
S&P 500 Index3,230.783,269.96-195.431.21%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.88%0.03%-54.17%
5 yr T-note Yld1.69%0.38%0.01%-77.51%
5 yr TIPS - 'Real' Yld0.01%-1.21%0.08%
Implied 5 yr Inflation %1.68%1.59%-0.07%-5.36%
2 yr T-note Yld1.58%0.14%-0.04%-91.14%
2-10 Yr Slope0.34%0.74%0.07%117.65%
90 day T-bill Yld1.55%0.09%-0.01%-94.19%
Gold ($/oz)$1,523.10$1,879.90-$25.3023.43%
WTI Oil ($/brl)$61.06$35.79-$4.06-41.39%
VIX "Worry Index"13.7838.0210.47175.91%
NYSE Bullish % Index67.4747.97-14.33-19.50





Credit Data 12/31/2019 10/30/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.30%-0.04%-20.42%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.47%0.06%-7.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701420-70450

 

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, October 23, 2020

Market Data: Week Ending October 23, 2020

Market Index/Data12/31/201910/23/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,335.37-270.94-0.71%
S&P 500 Index3,230.783,465.39-18.427.26%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.85%0.09%-55.73%
5 yr T-note Yld1.69%0.37%0.05%-78.11%
5 yr TIPS - 'Real' Yld0.01%-1.29%-0.08%
Implied 5 yr Inflation %1.68%1.66%0.13%-1.19%
2 yr T-note Yld1.58%0.18%0.04%-88.61%
2-10 Yr Slope0.34%0.67%0.05%97.06%
90 day T-bill Yld1.55%0.10%-0.01%-93.55%
Gold ($/oz)$1,523.10$1,905.20-$1.2025.09%
WTI Oil ($/brl)$61.06$39.85-$1.27-34.74%
VIX "Worry Index"13.7827.550.1499.93%
NYSE Bullish % Index67.4762.3-0.78-5.17





Credit Data 12/31/2019 10/23/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.34%0.01%-19.03%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.41%-0.02%-8.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701490-80520

Friday, October 16, 2020

Market Data: Week Ending October 16, 2020

Market Index/Data12/31/201910/16/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,606.3119.410.24%
S&P 500 Index3,230.783,483.816.677.83%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.76%-0.03%-60.42%
5 yr T-note Yld1.69%0.32%-0.02%-81.07%
5 yr TIPS - 'Real' Yld0.01%-1.21%0.01%
Implied 5 yr Inflation %1.68%1.53%-0.03%-8.93%
2 yr T-note Yld1.58%0.14%-0.02%-91.14%
2-10 Yr Slope0.34%0.62%-0.01%82.35%
90 day T-bill Yld1.55%0.11%0.01%-92.90%
Gold ($/oz)$1,523.10$1,906.40-$19.8025.17%
WTI Oil ($/brl)$61.06$41.12$0.52-32.66%
VIX "Worry Index"13.7827.412.4198.91%
NYSE Bullish % Index67.4763.081.06-4.39





Credit Data 12/31/2019 10/16/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.33%-0.01%-19.38%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.43%0.02%-8.12%
Invest. Gr. to 10 yr T-Note Spread (x 10)970157020600