Saturday, February 27, 2021

Market Data & Graphs: Week Ending February 26, 2021

Market Index/Data12/31/20202/26/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4830,932.37-561.951.06%
S&P 500 Index3,756.073,811.15-95.561.47%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.44%0.10%54.84%
5 yr T-note Yld0.36%0.75%0.16%108.33%
5 yr TIPS - 'Real' Yld-1.59%-1.64%0.06%
Implied 5 yr Inflation %1.95%2.39%0.10%22.56%
2 yr T-note Yld0.13%0.14%0.03%7.69%
2-10 Yr Slope0.80%1.30%0.07%62.50%
90 day T-bill Yld0.09%0.04%0.00%-55.56%
Gold ($/oz)$1,895.10$1,728.80-$48.60-8.78%
WTI Oil ($/brl)$48.52$61.50$2.2426.75%
VIX "Worry Index"22.7527.955.9022.86%
NYSE Bullish % Index74.8469.24-6.82-5.60





Credit Data 12/31/2020   2/26/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.15%0.01%-3.59%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.09%0.05%-8.29%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300710-90-590


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


US Dollar Index, Weekly (not weighted by trade partners)


Gold Spot Price, Weekly (not bullion or coins)

Saturday, February 20, 2021

Market Data: Week Ending February 19, 2021

Market Index/Data12/31/20202/19/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4831,494.3235.922.90%
S&P 500 Index3,756.073,906.71-28.124.01%
Fed Funds Rate0.09%0.07%-0.01%-22.22%
10 yr T-note Yld0.93%1.34%0.14%44.09%
5 yr T-note Yld0.36%0.59%0.09%63.89%
5 yr TIPS - 'Real' Yld-1.59%-1.70%0.15%
Implied 5 yr Inflation %1.95%2.29%-0.06%17.44%
2 yr T-note Yld0.13%0.11%0.00%-15.38%
2-10 Yr Slope0.80%1.23%0.14%53.75%
90 day T-bill Yld0.09%0.04%0.00%-55.56%
Gold ($/oz)$1,895.10$1,777.40-$45.80-6.21%
WTI Oil ($/brl)$48.52$59.26-$0.2122.14%
VIX "Worry Index"22.7522.052.08-3.08%
NYSE Bullish % Index74.8476.06-2.261.22





Credit Data 12/31/2020   2/19/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.14%0.01%-4.04%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.04%0.02%-9.19%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300800-130-500

Friday, February 12, 2021

Market Data: Week Ending February 12, 2021

Market Index/Data12/31/20202/12/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4831,458.40310.162.78%
S&P 500 Index3,756.073,934.8348.004.76%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.20%0.01%29.03%
5 yr T-note Yld0.36%0.50%0.03%38.89%
5 yr TIPS - 'Real' Yld-1.59%-1.85%-0.04%
Implied 5 yr Inflation %1.95%2.35%0.07%20.51%
2 yr T-note Yld0.13%0.11%0.02%-15.38%
2-10 Yr Slope0.80%1.09%-0.01%36.25%
90 day T-bill Yld0.09%0.04%0.01%-55.56%
Gold ($/oz)$1,895.10$1,823.20$10.20-3.79%
WTI Oil ($/brl)$48.52$59.47$2.6222.57%
VIX "Worry Index"22.7519.97-0.90-12.22%
NYSE Bullish % Index74.8478.325.373.48





Credit Data 12/31/2020   2/12/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.13%0.01%-4.48%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.02%-0.02%-9.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)13009300-370