Friday, January 29, 2021

Market Data & Graphs: Week Ending January 29, 2021

Market Index/Data12/31/20201/29/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4829,982.62-1,014.36-2.04%
S&P 500 Index3,756.073,714.24-127.23-1.11%
Fed Funds Rate0.09%0.07%-0.01%-22.22%
10 yr T-note Yld0.93%1.11%0.01%19.35%
5 yr T-note Yld0.36%0.45%0.01%25.00%
5 yr TIPS - 'Real' Yld-1.59%-1.76%-0.04%
Implied 5 yr Inflation %1.95%2.21%0.05%13.33%
2 yr T-note Yld0.13%0.11%-0.02%-15.38%
2-10 Yr Slope0.80%1.00%0.03%25.00%
90 day T-bill Yld0.09%0.06%-0.02%-33.33%
Gold ($/oz)$1,895.10$1,850.30-$5.90-2.36%
WTI Oil ($/brl)$48.52$52.20-$0.377.58%
VIX "Worry Index"22.7533.0911.1845.45%
NYSE Bullish % Index74.8466.48-12.14-8.36





Credit Data 12/31/2020   1/29/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.16%0.00%-3.14%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.14%0.03%-7.39%
Invest. Gr. to 10 yr T-Note Spread (x 10)13001050-10-250

 

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, January 22, 2021

Market Data: Week Ending January 22, 2021

Market Index/Data12/31/20201/22/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4830,996.98182.721.28%
S&P 500 Index3,756.073,841.4773.222.27%
Fed Funds Rate0.09%0.08%-0.01%-11.11%
10 yr T-note Yld0.93%1.10%-0.01%18.28%
5 yr T-note Yld0.36%0.44%-0.02%22.22%
5 yr TIPS - 'Real' Yld-1.59%-1.72%-0.09%
Implied 5 yr Inflation %1.95%2.16%0.07%10.77%
2 yr T-note Yld0.13%0.13%0.00%0.00%
2-10 Yr Slope0.80%0.97%-0.01%21.25%
90 day T-bill Yld0.09%0.08%-0.01%-11.11%
Gold ($/oz)$1,895.10$1,856.20$26.30-2.05%
WTI Oil ($/brl)$48.52$52.57$0.158.35%
VIX "Worry Index"22.7521.91-12.33-3.69%
NYSE Bullish % Index74.8478.62-0.653.78





Credit Data 12/31/2020   1/22/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.16%0.00%-3.14%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.11%-0.02%-7.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300106010-240

Friday, January 15, 2021

Market Data: Week Ending January 15, 2021

Market Index/Data12/31/20201/15/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4830,814.26-283.710.68%
S&P 500 Index3,756.073,768.25-56.430.32%
Fed Funds Rate0.09%0.09%0.00%0.00%
10 yr T-note Yld0.93%1.11%-0.02%19.35%
5 yr T-note Yld0.36%0.46%0.07%27.78%
5 yr TIPS - 'Real' Yld-1.59%-1.63%-0.05%
Implied 5 yr Inflation %1.95%2.09%0.12%7.18%
2 yr T-note Yld0.13%0.13%-0.01%0.00%
2-10 Yr Slope0.80%0.98%-0.01%22.50%
90 day T-bill Yld0.09%0.09%0.01%0.00%
Gold ($/oz)$1,895.10$1,829.90-$5.50-3.44%
WTI Oil ($/brl)$48.52$52.42$0.188.04%
VIX "Worry Index"22.7534.2412.6850.51%
NYSE Bullish % Index74.8479.270.594.43





Credit Data12/31/2020  1/15/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.16%0.00%-3.14%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.13%0.02%-7.57%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300105020-250