Saturday, October 26, 2024

Market Data: Week Ending October 26, 2024

Dow Industrials Avg37,689.5442,114.40-1,161.5111.74%
S&P 500 Index4,769.835,808.12-56.5521.77%
Fed Funds Rate5.33%4.83%0.00%-9.38%
10 yr T-note Yld3.88%4.25%0.17%9.54%
5 yr T-note Yld3.84%4.07%0.18%5.99%
5 yr TIPS - 'Real' Yld1.72%1.75%0.10%1.74%
Implied 5 yr Inflation %2.12%2.32%0.08%9.43%
2 yr T-note Yld4.23%4.12%0.16%-2.60%
2-10 Yr Slope-0.35%0.13%0.01%-137.14%
90 day T-bill Yld5.40%4.63%0.00%-14.26%
Gold ($/oz)$2,071.80$2,754.60$24.6032.96%
WTI Oil ($/brl)$71.65$71.78$3.090.18%
VIX "Worry Index"12.4520.332.3063.29%
NYSE Bullish % Index66.83%63.06%-6.00%-5.64%





Credit Data12/29/202310/25/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.34%0.03%-0.60%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.45%0.05%-7.73%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-910-140-390

Saturday, October 19, 2024

Market Data: Week Ending October 18, 2024

Market Index/Data12/29/202310/18/2024ChangeSimple YTD
Dow Industrials Avg37,689.5443,275.91412.0514.82%
S&P 500 Index4,769.835,864.6749.6422.95%
Fed Funds Rate5.33%4.83%0.00%-9.38%
10 yr T-note Yld3.88%4.08%-0.03%5.15%
5 yr T-note Yld3.84%3.89%-0.02%1.30%
5 yr TIPS - 'Real' Yld1.72%1.65%0.02%-4.07%
Implied 5 yr Inflation %2.12%2.24%-0.04%5.66%
2 yr T-note Yld4.23%3.96%-0.01%-6.38%
2-10 Yr Slope-0.35%0.12%-0.02%-134.29%
90 day T-bill Yld5.40%4.63%0.00%-14.26%
Gold ($/oz)$2,071.80$2,730.00$53.7031.77%
WTI Oil ($/brl)$71.65$68.69-$6.87-4.13%
VIX "Worry Index"12.4518.03-2.4344.82%
NYSE Bullish % Index66.83%69.06%2.26%3.34%





Credit Data12/29/202310/18/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.31%0.00%-1.49%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.40%-0.02%-8.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-77030-250

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