Sunday, March 28, 2021

Market Data: Week Ending March 26, 2021

Market Index/Data12/31/20203/26/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4833,072.88444.918.06%
S&P 500 Index3,756.073,974.5461.445.82%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.67%-0.07%79.57%
5 yr T-note Yld0.36%0.85%-0.05%136.11%
5 yr TIPS - 'Real' Yld-1.59%-1.72%-0.11%
Implied 5 yr Inflation %1.95%2.57%0.06%31.79%
2 yr T-note Yld0.13%0.14%-0.02%7.69%
2-10 Yr Slope0.80%1.53%-0.05%91.25%
90 day T-bill Yld0.09%0.02%0.01%-77.78%
Gold ($/oz)$1,895.10$1,732.30-$9.40-8.59%
WTI Oil ($/brl)$48.52$60.97-$0.4725.66%
VIX "Worry Index"22.7518.86-2.09-17.10%
NYSE Bullish % Index74.8465.81-7.83-9.03





Credit Data 12/31/2020  3/26/2021Week 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%5.08%-0.04%-8.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)130046060-840

Friday, March 19, 2021

Market Data: Week Ending March 19, 2021

Market Index/Data12/31/20203/19/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4832,627.97-150.676.60%
S&P 500 Index3,756.073,913.10-30.244.18%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.74%0.10%87.10%
5 yr T-note Yld0.36%0.90%0.05%150.00%
5 yr TIPS - 'Real' Yld-1.59%-1.61%0.05%
Implied 5 yr Inflation %1.95%2.51%0.00%28.72%
2 yr T-note Yld0.13%0.16%0.02%23.08%
2-10 Yr Slope0.80%1.58%0.08%97.50%
90 day T-bill Yld0.09%0.01%-0.03%-88.89%
Gold ($/oz)$1,895.10$1,741.70$21.90-8.09%
WTI Oil ($/brl)$48.52$61.44-$4.1726.63%
VIX "Worry Index"22.7520.950.26-7.91%
NYSE Bullish % Index74.8473.640.20-1.20





Credit Data 12/31/2020   3/19/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.14%0.00%-4.04%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.12%0.02%-7.75%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300400-100-900

Saturday, March 13, 2021

Market Data: Week Ending March 12, 2021

Market Index/Data12/31/20203/12/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4832,778.641,282.347.10%
S&P 500 Index3,756.073,943.34101.404.99%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.64%0.08%76.34%
5 yr T-note Yld0.36%0.85%0.06%136.11%
5 yr TIPS - 'Real' Yld-1.59%-1.66%-0.02%
Implied 5 yr Inflation %1.95%2.51%0.08%28.72%
2 yr T-note Yld0.13%0.14%0.00%7.69%
2-10 Yr Slope0.80%1.50%0.08%87.50%
90 day T-bill Yld0.09%0.04%0.00%-55.56%
Gold ($/oz)$1,895.10$1,719.80$21.30-9.25%
WTI Oil ($/brl)$48.52$65.61-$0.4835.22%
VIX "Worry Index"22.7520.69-3.97-9.05%
NYSE Bullish % Index74.8473.4411.39-1.40





Credit Data 12/31/2020   3/12/2021Week 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%5.10%0.01%-8.11%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300500-70-800