Saturday, April 24, 2021

Market Data: Week Ending April 23, 2021

Market Index/Data12/31/20204/23/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,043.49-157.1811.23%
S&P 500 Index3,756.074,180.17-5.3011.29%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.58%-0.01%69.89%
5 yr T-note Yld0.36%0.83%-0.01%130.56%
5 yr TIPS - 'Real' Yld-1.59%-1.61%0.12%
Implied 5 yr Inflation %1.95%2.44%-0.13%25.13%
2 yr T-note Yld0.13%0.16%0.00%23.08%
2-10 Yr Slope0.80%1.42%-0.01%77.50%
90 day T-bill Yld0.09%0.03%0.01%-66.67%
Gold ($/oz)$1,895.10$1,777.80-$2.40-6.19%
WTI Oil ($/brl)$48.52$62.14-$1.0528.07%
VIX "Worry Index"22.7517.331.08-23.82%
NYSE Bullish % Index74.8471.51-3.49-3.33





Credit Data 12/31/2020   4/23/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.05%-0.01%-8.07%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.90%0.00%-11.71%
Invest. Gr. to 10 yr T-Note Spread (x 10)13004700-830

 

Saturday, April 17, 2021

Market Data: Week Ending April 16, 2021

Market Index/Data12/31/20204/16/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,200.67400.0711.74%
S&P 500 Index3,756.074,185.4756.6711.43%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.59%-0.08%70.97%
5 yr T-note Yld0.36%0.84%-0.03%133.33%
5 yr TIPS - 'Real' Yld-1.59%-1.73%-0.09%
Implied 5 yr Inflation %1.95%2.57%0.06%31.79%
2 yr T-note Yld0.13%0.16%0.00%23.08%
2-10 Yr Slope0.80%1.43%-0.08%78.75%
90 day T-bill Yld0.09%0.02%0.00%-77.78%
Gold ($/oz)$1,895.10$1,780.20$35.40-6.06%
WTI Oil ($/brl)$48.52$63.19$3.8730.23%
VIX "Worry Index"22.7516.25-0.44-28.57%
NYSE Bullish % Index74.84751.370.16





Credit Data 12/31/2020   4/16/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.06%0.00%-7.62%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.90%-0.01%-11.71%
Invest. Gr. to 10 yr T-Note Spread (x 10)130047080-830

Friday, April 9, 2021

Market Data: Week Ending April 9, 2021

Market Index/Data12/31/20204/9/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4833,800.60647.3910.44%
S&P 500 Index3,756.074,128.80108.939.92%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.67%-0.02%79.57%
5 yr T-note Yld0.36%0.87%-0.03%141.67%
5 yr TIPS - 'Real' Yld-1.59%-1.64%-0.03%
Implied 5 yr Inflation %1.95%2.51%0.00%28.72%
2 yr T-note Yld0.13%0.16%-0.01%23.08%
2-10 Yr Slope0.80%1.51%-0.01%88.75%
90 day T-bill Yld0.09%0.02%0.00%-77.78%
Gold ($/oz)$1,895.10$1,744.80$16.40-7.93%
WTI Oil ($/brl)$48.52$59.32-$2.1322.26%
VIX "Worry Index"22.7516.69-0.64-26.64%
NYSE Bullish % Index74.8473.633.40-1.21





Credit Data 12/31/2020   4/9/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.06%-0.07%-7.62%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.91%-0.01%-11.53%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300390-50-910