Saturday, July 27, 2024

Market Data: Week Ending July 26, 2024

Market Index/Data12/29/20237/26/2024ChangeSimple YTD
Dow Industrials Avg37,689.5440,589.34301.817.69%
S&P 500 Index4,769.835,459.10-45.9014.45%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.20%-0.04%8.25%
5 yr T-note Yld3.84%4.08%-0.09%6.25%
5 yr TIPS - 'Real' Yld1.72%1.93%-0.05%12.21%
Implied 5 yr Inflation %2.12%2.15%-0.04%1.42%
2 yr T-note Yld4.23%4.39%-0.13%3.78%
2-10 Yr Slope-0.35%-0.19%0.09%-45.71%
90 day T-bill Yld5.40%5.29%-0.04%-2.04%
Gold ($/oz)$2,071.80$2,381.00-$18.1014.92%
WTI Oil ($/brl)$71.65$77.16-$1.487.69%
VIX "Worry Index"12.4516.39-0.1331.65%
NYSE Bullish % Index66.83%65.25%1.19%-2.36%





Credit Data12/29/20237/26/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.35%-0.01%-0.30%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.50%-0.03%-7.01%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-85030-330

Saturday, July 20, 2024

Market Data : Week Ending July 19, 2024

Market Index/Data12/29/20237/19/2024ChangeSimple YTD
Dow Industrials Avg37,689.5440,287.53286.636.89%
S&P 500 Index4,769.835,505.00-110.3515.41%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.24%0.05%9.28%
5 yr T-note Yld3.84%4.17%0.06%8.59%
5 yr TIPS - 'Real' Yld1.72%1.98%0.03%15.12%
Implied 5 yr Inflation %2.12%2.19%0.03%3.30%
2 yr T-note Yld4.23%4.52%0.06%6.86%
2-10 Yr Slope-0.35%-0.28%-0.01%-20.00%
90 day T-bill Yld5.40%5.33%0.00%-1.30%
Gold ($/oz)$2,071.80$2,399.10-$21.6015.80%
WTI Oil ($/brl)$71.65$78.64-$3.579.76%
VIX "Worry Index"12.4516.524.0632.69%
NYSE Bullish % Index66.83%64.06%6.62%-4.14%





Credit Data12/29/20237/19/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.36%0.01%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.53%0.01%-6.58%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-880-40-360

Saturday, July 13, 2024

Market Data: Week Ending July 12, 2024

Market Index/Data12/29/20237/12/2024ChangeSimple YTD
Dow Industrials Avg37,689.5440,000.90625.036.13%
S&P 500 Index4,769.835,615.3548.1617.73%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.19%-0.10%7.99%
5 yr T-note Yld3.84%4.11%-0.12%7.03%
5 yr TIPS - 'Real' Yld1.72%1.95%-0.05%13.37%
Implied 5 yr Inflation %2.12%2.16%-0.07%1.89%
2 yr T-note Yld4.23%4.46%-0.15%5.44%
2-10 Yr Slope-0.35%-0.27%0.05%-22.86%
90 day T-bill Yld5.40%5.33%-0.03%-1.30%
Gold ($/oz)$2,071.80$2,420.70$23.0016.84%
WTI Oil ($/brl)$71.65$82.21-$0.9514.74%
VIX "Worry Index"12.4512.46-0.020.08%
NYSE Bullish % Index66.83%57.44%7.55%-14.05%





Credit Data12/29/20237/12/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.35%-0.02%-0.30%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.52%-0.05%-6.72%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-84080-320

Saturday, July 6, 2024

Market Data: Week Ending July 5, 2024

Market Index/Data12/29/20237/5/2024ChangeSimple YTD
Dow Industrials Avg37,689.5439,375.87257.014.47%
S&P 500 Index4,769.835,567.19106.7116.72%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.29%-0.11%10.57%
5 yr T-note Yld3.84%4.23%-0.15%10.16%
5 yr TIPS - 'Real' Yld1.72%2.00%-0.09%16.28%
Implied 5 yr Inflation %2.12%2.23%-0.06%5.19%
2 yr T-note Yld4.23%4.61%-0.16%8.98%
2-10 Yr Slope-0.35%-0.32%0.05%-8.57%
90 day T-bill Yld5.40%5.36%-0.01%-0.74%
Gold ($/oz)$2,071.80$2,397.70$58.1015.73%
WTI Oil ($/brl)$71.65$83.16$1.6216.06%
VIX "Worry Index"12.4512.480.040.24%
NYSE Bullish % Index66.83%49.89%-1.99%-25.35%





Credit Data12/29/20237/5/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.37%-0.02%0.30%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.57%-0.02%-6.01%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-92090-400