Saturday, June 26, 2021

Market Data: Week Ending June 25, 2021

Market Index/Data12/31/20206/25/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,433.841,143.7612.51%
S&P 500 Index3,756.074,280.70114.2513.97%
Fed Funds Rate0.09%0.10%0.04%11.11%
10 yr T-note Yld0.93%1.54%0.09%65.59%
5 yr T-note Yld0.36%0.92%0.03%155.56%
5 yr TIPS - 'Real' Yld-1.59%-1.54%-0.06%
Implied 5 yr Inflation %1.95%2.46%0.09%26.15%
2 yr T-note Yld0.13%0.28%0.02%115.38%
2-10 Yr Slope0.80%1.26%0.07%57.50%
90 day T-bill Yld0.09%0.06%0.01%-33.33%
Gold ($/oz)$1,895.10$1,777.80$8.80-6.19%
WTI Oil ($/brl)$48.52$74.05$2.7652.62%
VIX "Worry Index"22.7515.62-5.08-31.34%
NYSE Bullish % Index74.8468.082.74-6.76





Credit Data 12/31/2020   6/25/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.95%0.00%-12.56%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.66%-0.02%-16.04%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300410-90-890

Saturday, June 19, 2021

Market Data: Week Ending June 18, 2021

Market Index/Data12/31/20206/18/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4833,290.08-1,189.528.77%
S&P 500 Index3,756.074,166.45-80.9910.93%
Fed Funds Rate0.09%0.06%0.00%-33.33%
10 yr T-note Yld0.93%1.45%-0.02%55.91%
5 yr T-note Yld0.36%0.89%0.13%147.22%
5 yr TIPS - 'Real' Yld-1.59%-1.48%0.19%
Implied 5 yr Inflation %1.95%2.37%-0.06%21.54%
2 yr T-note Yld0.13%0.26%0.10%100.00%
2-10 Yr Slope0.80%1.19%-0.12%48.75%
90 day T-bill Yld0.09%0.05%0.02%-44.44%
Gold ($/oz)$1,895.10$1,769.00-$110.60-6.65%
WTI Oil ($/brl)$48.52$71.29$0.3846.93%
VIX "Worry Index"22.7520.705.05-9.01%
NYSE Bullish % Index74.8465.34-8.32-9.50





Credit Data 12/31/2020   6/18/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.95%0.00%-12.56%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.68%-0.08%-15.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)130050020-800

Saturday, June 12, 2021

Market Data: Week Ending June 11, 2021

Market Index/Data12/31/20206/11/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,479.60-276.7912.65%
S&P 500 Index3,756.074,247.4417.5513.08%
Fed Funds Rate0.09%0.06%0.00%-33.33%
10 yr T-note Yld0.93%1.47%-0.09%58.06%
5 yr T-note Yld0.36%0.76%-0.02%111.11%
5 yr TIPS - 'Real' Yld-1.59%-1.67%0.09%
Implied 5 yr Inflation %1.95%2.43%-0.11%24.62%
2 yr T-note Yld0.13%0.16%0.02%23.08%
2-10 Yr Slope0.80%1.31%-0.11%63.75%
90 day T-bill Yld0.09%0.03%0.01%-66.67%
Gold ($/oz)$1,895.10$1,879.60-$12.40-0.82%
WTI Oil ($/brl)$48.52$70.91$1.2946.15%
VIX "Worry Index"22.7515.65-0.77-31.21%
NYSE Bullish % Index74.8473.660.44-1.18





Credit Data 12/31/2020   6/11/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.95%-0.01%-12.56%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.76%-0.02%-14.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)130048080-820