Friday, November 20, 2020

Market Data: Week Ending November 20, 2020

Market Index/Data12/31/201911/20/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,263.48-216.332.54%
S&P 500 Index3,230.783,557.54-27.6110.11%
Fed Funds Rate1.55%0.08%-0.01%-94.84%
10 yr T-note Yld1.92%0.83%-0.06%-56.77%
5 yr T-note Yld1.69%0.38%-0.03%-77.51%
5 yr TIPS - 'Real' Yld0.01%-1.23%0.00%
Implied 5 yr Inflation %1.68%1.61%-0.03%-4.17%
2 yr T-note Yld1.58%0.16%-0.01%-89.87%
2-10 Yr Slope0.34%0.67%-0.05%97.06%
90 day T-bill Yld1.55%0.07%-0.02%-95.48%
Gold ($/oz)$1,523.10$1,872.40-$13.8022.93%
WTI Oil ($/brl)$61.06$42.42$2.29-30.53%
VIX "Worry Index"13.7823.700.6071.99%
NYSE Bullish % Index67.4773.653.786.18





Credit Data12/31/201911/20/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.23%-0.01%-22.84%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.29%-0.04%-10.49%
Invest. Gr. to 10 yr T-Note Spread (x 10)970140050430

Friday, November 13, 2020

Market Data: Week Ending November 13, 2020

Market Index/Data12/31/201911/13/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,479.811,156.413.30%
S&P 500 Index3,230.783,585.1575.7110.97%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.89%0.06%-53.65%
5 yr T-note Yld1.69%0.41%0.05%-75.74%
5 yr TIPS - 'Real' Yld0.01%-1.23%-0.05%
Implied 5 yr Inflation %1.68%1.64%0.10%-2.38%
2 yr T-note Yld1.58%0.17%0.01%-89.24%
2-10 Yr Slope0.34%0.72%0.05%111.76%
90 day T-bill Yld1.55%0.09%-0.01%-94.19%
Gold ($/oz)$1,523.10$1,886.20-$65.5023.84%
WTI Oil ($/brl)$61.06$40.13$2.99-34.28%
VIX "Worry Index"13.7823.10-1.7667.63%
NYSE Bullish % Index67.4769.8713.112.40





Credit Data 12/31/2019  11/13/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.24%0.00%-22.49%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.33%-0.05%-9.81%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701350-60380

Friday, November 6, 2020

Market Data: Week Ending November 6, 2020

Market Index/Data12/31/201911/6/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,323.401,821.80-0.75%
S&P 500 Index3,230.783,509.44239.488.63%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.83%-0.05%-56.77%
5 yr T-note Yld1.69%0.36%-0.02%-78.70%
5 yr TIPS - 'Real' Yld0.01%-1.18%0.03%
Implied 5 yr Inflation %1.68%1.54%-0.05%-8.33%
2 yr T-note Yld1.58%0.16%0.02%-89.87%
2-10 Yr Slope0.34%0.67%-0.07%97.06%
90 day T-bill Yld1.55%0.10%0.01%-93.55%
Gold ($/oz)$1,523.10$1,951.70$71.8028.14%
WTI Oil ($/brl)$61.06$37.14$1.35-39.17%
VIX "Worry Index"13.7824.86-13.1680.41%
NYSE Bullish % Index67.4756.768.79-10.71





Credit Data 12/31/2019  11/6/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.24%-0.06%-22.49%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.38%-0.09%-8.97%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701410-10440