Tuesday, August 31, 2021

Market Data & Graphs: Month Ending August 31, 2021

Market Index/Data12/31/20208/31/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,360.73240.6515.53%
S&P 500 Index3,756.074,522.6881.0120.41%
Fed Funds Rate0.09%0.08%-0.01%-11.11%
10 yr T-note Yld0.93%1.30%0.04%39.78%
5 yr T-note Yld0.36%0.77%-0.03%113.89%
5 yr TIPS - 'Real' Yld-1.59%-1.71%-0.11%
Implied 5 yr Inflation %1.95%2.48%0.08%27.18%
2 yr T-note Yld0.13%0.20%-0.03%53.85%
2-10 Yr Slope0.80%1.10%0.07%37.50%
90 day T-bill Yld0.09%0.04%-0.01%-55.56%
Gold ($/oz)$1,895.10$1,818.10$34.10-4.06%
WTI Oil ($/brl)$48.52$68.50$6.3641.18%
VIX "Worry Index"22.7516.48-2.08-27.56%
NYSE Bullish % Index74.8460.156.39-14.69





Credit Data 12/31/2020   8/31/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.84%0.00%-17.49%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.47%-0.04%-19.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300540-40-760

 

 

 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)

Saturday, August 21, 2021

Market Data: Week Ending August 20, 2021

Market Index/Data12/31/20208/20/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,120.08-395.3014.75%
S&P 500 Index3,756.074,441.67-26.3318.25%
Fed Funds Rate0.09%0.09%-0.01%0.00%
10 yr T-note Yld0.93%1.26%-0.03%35.48%
5 yr T-note Yld0.36%0.80%0.01%122.22%
5 yr TIPS - 'Real' Yld-1.59%-1.60%0.13%
Implied 5 yr Inflation %1.95%2.40%-0.12%23.08%
2 yr T-note Yld0.13%0.23%0.00%76.92%
2-10 Yr Slope0.80%1.03%-0.03%28.75%
90 day T-bill Yld0.09%0.05%-0.01%-44.44%
Gold ($/oz)$1,895.10$1,784.00$5.80-5.86%
WTI Oil ($/brl)$48.52$62.14-$6.3028.07%
VIX "Worry Index"22.7518.563.11-18.42%
NYSE Bullish % Index74.8453.76-6.96-21.08





Credit Data 12/31/2020   8/20/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.84%0.00%-17.49%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.51%0.01%-18.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)130058030-720

Saturday, August 14, 2021

Market Data: Week Ending August 13, 2021

Market Index/Data12/31/20208/13/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,515.38306.8716.04%
S&P 500 Index3,756.074,468.0031.4818.95%
Fed Funds Rate0.09%0.10%0.00%11.11%
10 yr T-note Yld0.93%1.29%-0.02%38.71%
5 yr T-note Yld0.36%0.79%0.02%119.44%
5 yr TIPS - 'Real' Yld-1.59%-1.73%0.00%
Implied 5 yr Inflation %1.95%2.52%0.02%29.23%
2 yr T-note Yld0.13%0.23%0.02%76.92%
2-10 Yr Slope0.80%1.06%-0.04%32.50%
90 day T-bill Yld0.09%0.06%0.00%-33.33%
Gold ($/oz)$1,895.10$1,778.20$15.10-6.17%
WTI Oil ($/brl)$48.52$68.44$0.1641.06%
VIX "Worry Index"22.7515.45-0.70-32.09%
NYSE Bullish % Index74.8460.721.36-14.12





Credit Data 12/31/2020  8/13/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.84%0.00%-17.49%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.50%0.00%-18.92%
Invest. Gr. to 10 yr T-Note Spread (x 10)130055020-750