Saturday, February 24, 2024

Market Data: Week Ending February 23, 2024

Market Index/Data12/29/20232/23/2024ChangeSimple YTD
Dow Industrials Avg37,689.5439,131.53503.543.83%
S&P 500 Index4,769.835,088.8083.236.69%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.26%-0.04%9.79%
5 yr T-note Yld3.84%4.28%-0.01%11.46%
5 yr TIPS - 'Real' Yld1.72%1.94%0.03%12.79%
Implied 5 yr Inflation %2.12%2.34%-0.04%10.38%
2 yr T-note Yld4.23%4.67%0.03%10.40%
2-10 Yr Slope-0.35%-0.41%-0.07%17.14%
90 day T-bill Yld5.40%5.46%0.02%1.11%
Gold ($/oz)$2,071.80$2,049.40$25.30-1.08%
WTI Oil ($/brl)$71.65$76.49-$1.976.76%
VIX "Worry Index"12.4513.75-0.4910.44%
NYSE Bullish % Index66.83%58.90%-0.16%-11.87%





Credit Data12/29/20232/23/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.24%-0.01%-3.57%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.44%-0.04%-7.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-102030-500


Saturday, February 17, 2024

Market Data: Week Ending February 16, 2024

Market Index/Data12/29/20232/16/2024ChangeSimple YTD
Dow Industrials Avg37,689.5438,627.99-43.702.49%
S&P 500 Index4,769.835,005.57-15.694.94%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.30%0.13%10.82%
5 yr T-note Yld3.84%4.29%0.15%11.72%
5 yr TIPS - 'Real' Yld1.72%1.91%0.05%11.05%
Implied 5 yr Inflation %2.12%2.38%0.10%12.26%
2 yr T-note Yld4.23%4.64%0.16%9.69%
2-10 Yr Slope-0.35%-0.34%-0.03%-2.86%
90 day T-bill Yld5.40%5.44%0.00%0.74%
Gold ($/oz)$2,071.80$2,024.10-$14.60-2.30%
WTI Oil ($/brl)$71.65$78.46$1.629.50%
VIX "Worry Index"12.4514.241.3114.38%
NYSE Bullish % Index66.83%59.06%1.56%-11.63%





Credit Data12/29/20232/16/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.25%0.02%-3.27%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.48%0.04%-7.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-1050-110-530

Saturday, February 10, 2024

Market Data: Week Ending February 9, 2024

Market Index/Data12/29/20232/9/2024ChangeSimple YTD
Dow Industrials Avg37,689.5438,671.6917.272.61%
S&P 500 Index4,769.835,021.2662.655.27%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.17%0.14%7.47%
5 yr T-note Yld3.84%4.14%0.15%7.81%
5 yr TIPS - 'Real' Yld1.72%1.86%0.06%8.14%
Implied 5 yr Inflation %2.12%2.28%0.09%7.55%
2 yr T-note Yld4.23%4.48%0.12%5.91%
2-10 Yr Slope-0.35%-0.31%0.02%-11.43%
90 day T-bill Yld5.40%5.44%0.01%0.74%
Gold ($/oz)$2,071.80$2,038.70-$15.00-1.60%
WTI Oil ($/brl)$71.65$76.84$4.567.24%
VIX "Worry Index"12.4512.93-0.923.86%
NYSE Bullish % Index66.83%57.50%-0.68%-13.96%





Credit Data12/29/20232/9/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.23%0.03%-3.87%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.44%-0.02%-7.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-940-110-420