Friday, September 18, 2020

Market Data: Week Ending September 18, 2020

Market Index/Data12/31/20199/18/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,657.42-8.22-3.09%
S&P 500 Index3,230.783,319.47-21.502.75%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.70%0.03%-63.54%
5 yr T-note Yld1.69%0.29%0.03%-82.84%
5 yr TIPS - 'Real' Yld0.01%-1.29%-0.02%
Implied 5 yr Inflation %1.68%1.58%0.05%-5.95%
2 yr T-note Yld1.58%0.14%0.01%-91.14%
2-10 Yr Slope0.34%0.56%0.02%64.71%
90 day T-bill Yld1.55%0.10%-0.01%-93.55%
Gold ($/oz)$1,523.10$1,962.10$14.2028.82%
WTI Oil ($/brl)$61.06$41.32$3.99-32.33%
VIX "Worry Index"13.7825.83-1.0487.45%
NYSE Bullish % Index67.4762.110.15-5.36





Credit Data 12/31/2019  9/18/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.33%0.01%-19.38%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.47%0.01%-7.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701630-20660

Friday, September 11, 2020

Market Data: Week Ending September 11, 2020

Market Index/Data12/31/20199/11/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,665.64-467.67-3.06%
S&P 500 Index3,230.783,340.97-85.993.41%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.67%-0.05%-65.10%
5 yr T-note Yld1.69%0.26%-0.04%-84.62%
5 yr TIPS - 'Real' Yld0.01%-1.27%0.00%
Implied 5 yr Inflation %1.68%1.53%-0.04%-8.93%
2 yr T-note Yld1.58%0.13%-0.01%-91.77%
2-10 Yr Slope0.34%0.54%-0.04%58.82%
90 day T-bill Yld1.55%0.11%0.00%-92.90%
Gold ($/oz)$1,523.10$1,947.90$13.6027.89%
WTI Oil ($/brl)$61.06$37.33-$2.44-38.86%
VIX "Worry Index"13.7826.87-3.8894.99%
NYSE Bullish % Index67.4761.96-4.61-5.51





Credit Data 12/31/2019  9/11/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.32%-0.01%-19.72%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.46%0.00%-7.61%
Invest. Gr. to 10 yr T-Note Spread (x 10)970165040680

Saturday, September 5, 2020

Market Data: Week Ending September 4, 2020

Market Index/Data12/31/20199/4/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,133.31-520.56-1.42%
S&P 500 Index3,230.783,426.96-81.056.07%
Fed Funds Rate1.55%0.09%0.01%-94.19%
10 yr T-note Yld1.92%0.72%-0.02%-62.50%
5 yr T-note Yld1.69%0.30%0.02%-82.25%
5 yr TIPS - 'Real' Yld0.01%-1.27%0.13%
Implied 5 yr Inflation %1.68%1.57%-0.11%-6.55%
2 yr T-note Yld1.58%0.14%0.00%-91.14%
2-10 Yr Slope0.34%0.58%-0.02%70.59%
90 day T-bill Yld1.55%0.11%0.01%-92.90%
Gold ($/oz)$1,523.10$1,934.30-$40.4027.00%
WTI Oil ($/brl)$61.06$39.77-$3.20-34.87%
VIX "Worry Index"13.7830.757.79123.15%
NYSE Bullish % Index67.4766.57-4.80-0.90





Credit Data 12/31/2019   9/4/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.33%-0.06%-19.38%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.46%-0.02%-7.61%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701610-40640