Saturday, August 17, 2024

Market Data: Week Ending August 16, 2024

Market Index/Data12/29/20238/16/2024ChangeSimple YTD
Dow Industrials Avg37,689.5440,659.761,162.227.88%
S&P 500 Index4,769.835,554.25210.0916.45%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%3.88%-0.07%0.00%
5 yr T-note Yld3.84%3.76%-0.04%-2.08%
5 yr TIPS - 'Real' Yld1.72%1.80%-0.04%4.65%
Implied 5 yr Inflation %2.12%1.96%0.00%-7.55%
2 yr T-note Yld4.23%4.06%0.00%-4.02%
2-10 Yr Slope-0.35%-0.18%-0.07%-48.57%
90 day T-bill Yld5.40%5.22%0.00%-3.33%
Gold ($/oz)$2,071.80$2,537.80$64.4022.49%
WTI Oil ($/brl)$71.65$75.54-$1.305.43%
VIX "Worry Index"12.4514.80-5.5718.88%
NYSE Bullish % Index66.83%54.13%6.14%-19.00%





Credit Data12/29/20238/16/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.29%-0.02%-2.08%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.46%-0.08%-7.58%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-59050-70