Friday, February 21, 2020

Market Data: Week Ending February 21, 2020

Market Index/Data12/31/20192/21/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,992.41-305.671.59%
S&P 500 Index3,230.783,337.75-42.413.31%
Fed Funds Rate1.55%1.59%0.01%2.58%
10 yr T-note Yld1.92%1.46%-0.13%-23.96%
5 yr T-note Yld1.69%1.30%-0.12%-23.08%
5 yr TIPS - 'Real' Yld0.01%-0.30%-0.08%-3100.00%
Implied 5 yr Inflation %1.68%1.60%-0.04%-4.76%
2 yr T-note Yld1.58%1.34%-0.08%-15.19%
2-10 Yr Slope0.34%0.12%-0.05%-64.71%
90 day T-bill Yld1.55%1.56%-0.02%0.65%
Gold ($/oz)$1,523.10$1,648.80$62.408.25%
WTI Oil ($/brl)$61.06$53.38$1.33-12.58%
VIX "Worry Index"13.7817.083.4023.95%
NYSE Bullish % Index67.4762.32-0.41-5.15





Credit Data12/31/20192/21/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.62%-0.01%-9.34%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.39%0.01%-8.80%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701160120190

Friday, February 14, 2020

Market Data: Week Ending February 14, 2020

Market Index/Data12/31/20192/14/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,298.08195.572.66%
S&P 500 Index3,230.783,380.1652.454.62%
Fed Funds Rate1.55%1.58%-0.01%1.94%
10 yr T-note Yld1.92%1.59%0.00%-17.19%
5 yr T-note Yld1.69%1.42%0.01%-15.98%
5 yr TIPS - 'Real' Yld0.01%-0.22%-0.02%-2300.00%
Implied 5 yr Inflation %1.68%1.64%0.03%-2.38%
2 yr T-note Yld1.58%1.42%0.01%-10.13%
2-10 Yr Slope0.34%0.17%-0.01%-50.00%
90 day T-bill Yld1.55%1.58%0.02%1.94%
Gold ($/oz)$1,523.10$1,586.40$13.004.16%
WTI Oil ($/brl)$61.06$52.05$1.73-14.76%
VIX "Worry Index"13.7813.68-1.79-0.73%
NYSE Bullish % Index67.4762.730.63-4.74





Credit Data12/31/20192/14/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.63%-0.01%-9.00%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.38%-0.03%-8.97%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701040-1070

Friday, February 7, 2020

Market Data: Week Ending February 7, 2020

Market Index/Data12/31/20192/7/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,102.51846.481.98%
S&P 500 Index3,230.783,327.71102.193.00%
Fed Funds Rate1.55%1.59%-0.01%2.58%
10 yr T-note Yld1.92%1.59%0.08%-17.19%
5 yr T-note Yld1.69%1.41%0.09%-16.57%
5 yr TIPS - 'Real' Yld0.01%-0.20%0.08%-2100.00%
Implied 5 yr Inflation %1.68%1.61%0.01%-4.17%
2 yr T-note Yld1.58%1.41%0.08%-10.76%
2-10 Yr Slope0.34%0.18%0.00%-47.06%
90 day T-bill Yld1.55%1.56%0.01%0.65%
Gold ($/oz)$1,523.10$1,573.40-$14.503.30%
WTI Oil ($/brl)$61.06$50.32-$1.24-17.59%
VIX "Worry Index"13.7815.47-3.3712.26%
NYSE Bullish % Index67.4762.1-0.27-5.37





Credit Data12/31/20192/7/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.64%-0.01%-8.65%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.41%-0.05%-8.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701050-9080