Friday, October 2, 2020

Market Data & Graphs: Week Ending October 2, 2020

Market Index/Data12/31/201910/2/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,682.81508.85-3.00%
S&P 500 Index3,230.783,348.4249.963.64%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.70%0.04%-63.54%
5 yr T-note Yld1.69%0.28%0.02%-83.43%
5 yr TIPS - 'Real' Yld0.01%-1.20%-0.03%
Implied 5 yr Inflation %1.68%1.48%0.05%-11.90%
2 yr T-note Yld1.58%0.13%0.01%-91.77%
2-10 Yr Slope0.34%0.57%0.03%67.65%
90 day T-bill Yld1.55%0.09%-0.01%-94.19%
Gold ($/oz)$1,523.10$1,907.60$41.3025.24%
WTI Oil ($/brl)$61.06$37.05-$3.20-39.32%
VIX "Worry Index"13.7827.631.25100.51%
NYSE Bullish % Index67.4753.85.28-13.67





Credit Data 12/31/2019  10/2/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.33%0.00%-19.38%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.51%-0.06%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701630-40660

 

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)