Saturday, October 12, 2024

Market Data: Week Ending October 11, 2024

Market Index/Data12/29/202310/11/2024ChangeSimple YTD
Dow Industrials Avg37,689.5442,863.86511.1113.73%
S&P 500 Index4,769.835,815.0363.9621.91%
Fed Funds Rate5.33%4.83%0.00%-9.38%
10 yr T-note Yld3.88%4.11%0.15%5.93%
5 yr T-note Yld3.84%3.91%0.10%1.82%
5 yr TIPS - 'Real' Yld1.72%1.63%-0.04%-5.23%
Implied 5 yr Inflation %2.12%2.28%0.14%7.55%
2 yr T-note Yld4.23%3.97%0.04%-6.15%
2-10 Yr Slope-0.35%0.14%0.11%-140.00%
90 day T-bill Yld5.40%4.63%0.00%-14.26%
Gold ($/oz)$2,071.80$2,676.30$8.5029.18%
WTI Oil ($/brl)$71.65$75.56$1.185.46%
VIX "Worry Index"12.4520.461.2564.34%
NYSE Bullish % Index66.83%66.80%-1.10%-0.04%





Credit Data12/29/202310/11/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.31%0.02%-1.49%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.42%0.01%-8.15%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-800-130-280

Saturday, October 5, 2024

Market Data: Week Ending October 4, 2024

Market Index/Data12/29/202310/4/2024ChangeSimple YTD
Dow Industrials Avg37,689.5442,352.7539.7512.37%
S&P 500 Index4,769.835,751.0712.9020.57%
Fed Funds Rate5.33%4.83%0.00%-9.38%
10 yr T-note Yld3.88%3.96%0.21%2.06%
5 yr T-note Yld3.84%3.81%0.30%-0.78%
5 yr TIPS - 'Real' Yld1.72%1.67%0.20%-2.91%
Implied 5 yr Inflation %2.12%2.14%0.10%0.94%
2 yr T-note Yld4.23%3.93%0.36%-7.09%
2-10 Yr Slope-0.35%0.03%-0.15%-108.57%
90 day T-bill Yld5.40%4.63%0.03%-14.26%
Gold ($/oz)$2,071.80$2,667.80-$0.3028.77%
WTI Oil ($/brl)$71.65$74.38$6.203.81%
VIX "Worry Index"12.4519.212.2554.30%
NYSE Bullish % Index66.83%67.90%0.33%1.60%





Credit Data12/29/202310/4/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.29%0.05%-2.08%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.41%0.06%-8.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-670-160-150