Sunday, November 29, 2020

Market Data & Graphs: Week Ending November 27, 2020


Market Index/Data12/31/201911/27/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,910.37646.894.81%
S&P 500 Index3,230.783,638.3580.8112.62%
Fed Funds Rate1.55%0.08%0.00%-94.84%
10 yr T-note Yld1.92%0.84%0.01%-56.25%
5 yr T-note Yld1.69%0.37%-0.01%-78.11%
5 yr TIPS - 'Real' Yld0.01%-1.30%-0.07%
Implied 5 yr Inflation %1.68%1.67%0.06%-0.60%
2 yr T-note Yld1.58%0.16%0.00%-89.87%
2-10 Yr Slope0.34%0.68%0.01%100.00%
90 day T-bill Yld1.55%0.09%0.02%-94.19%
Gold ($/oz)$1,523.10$1,788.10-$84.3017.40%
WTI Oil ($/brl)$61.06$45.53$3.11-25.43%
VIX "Worry Index"13.7820.84-2.8651.23%
NYSE Bullish % Index67.4776.933.289.46
Credit Data 12/31/2019  11/27/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.23%0.00%-22.84%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.27%-0.02%-10.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701390-10420


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, November 20, 2020

Market Data: Week Ending November 20, 2020

Market Index/Data12/31/201911/20/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,263.48-216.332.54%
S&P 500 Index3,230.783,557.54-27.6110.11%
Fed Funds Rate1.55%0.08%-0.01%-94.84%
10 yr T-note Yld1.92%0.83%-0.06%-56.77%
5 yr T-note Yld1.69%0.38%-0.03%-77.51%
5 yr TIPS - 'Real' Yld0.01%-1.23%0.00%
Implied 5 yr Inflation %1.68%1.61%-0.03%-4.17%
2 yr T-note Yld1.58%0.16%-0.01%-89.87%
2-10 Yr Slope0.34%0.67%-0.05%97.06%
90 day T-bill Yld1.55%0.07%-0.02%-95.48%
Gold ($/oz)$1,523.10$1,872.40-$13.8022.93%
WTI Oil ($/brl)$61.06$42.42$2.29-30.53%
VIX "Worry Index"13.7823.700.6071.99%
NYSE Bullish % Index67.4773.653.786.18





Credit Data12/31/201911/20/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.23%-0.01%-22.84%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.29%-0.04%-10.49%
Invest. Gr. to 10 yr T-Note Spread (x 10)970140050430

Friday, November 13, 2020

Market Data: Week Ending November 13, 2020

Market Index/Data12/31/201911/13/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,479.811,156.413.30%
S&P 500 Index3,230.783,585.1575.7110.97%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.89%0.06%-53.65%
5 yr T-note Yld1.69%0.41%0.05%-75.74%
5 yr TIPS - 'Real' Yld0.01%-1.23%-0.05%
Implied 5 yr Inflation %1.68%1.64%0.10%-2.38%
2 yr T-note Yld1.58%0.17%0.01%-89.24%
2-10 Yr Slope0.34%0.72%0.05%111.76%
90 day T-bill Yld1.55%0.09%-0.01%-94.19%
Gold ($/oz)$1,523.10$1,886.20-$65.5023.84%
WTI Oil ($/brl)$61.06$40.13$2.99-34.28%
VIX "Worry Index"13.7823.10-1.7667.63%
NYSE Bullish % Index67.4769.8713.112.40





Credit Data 12/31/2019  11/13/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.24%0.00%-22.49%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.33%-0.05%-9.81%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701350-60380