Saturday, June 19, 2021

Market Data: Week Ending June 18, 2021

Market Index/Data12/31/20206/18/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4833,290.08-1,189.528.77%
S&P 500 Index3,756.074,166.45-80.9910.93%
Fed Funds Rate0.09%0.06%0.00%-33.33%
10 yr T-note Yld0.93%1.45%-0.02%55.91%
5 yr T-note Yld0.36%0.89%0.13%147.22%
5 yr TIPS - 'Real' Yld-1.59%-1.48%0.19%
Implied 5 yr Inflation %1.95%2.37%-0.06%21.54%
2 yr T-note Yld0.13%0.26%0.10%100.00%
2-10 Yr Slope0.80%1.19%-0.12%48.75%
90 day T-bill Yld0.09%0.05%0.02%-44.44%
Gold ($/oz)$1,895.10$1,769.00-$110.60-6.65%
WTI Oil ($/brl)$48.52$71.29$0.3846.93%
VIX "Worry Index"22.7520.705.05-9.01%
NYSE Bullish % Index74.8465.34-8.32-9.50





Credit Data 12/31/2020   6/18/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.95%0.00%-12.56%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.68%-0.08%-15.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)130050020-800

Saturday, June 12, 2021

Market Data: Week Ending June 11, 2021

Market Index/Data12/31/20206/11/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,479.60-276.7912.65%
S&P 500 Index3,756.074,247.4417.5513.08%
Fed Funds Rate0.09%0.06%0.00%-33.33%
10 yr T-note Yld0.93%1.47%-0.09%58.06%
5 yr T-note Yld0.36%0.76%-0.02%111.11%
5 yr TIPS - 'Real' Yld-1.59%-1.67%0.09%
Implied 5 yr Inflation %1.95%2.43%-0.11%24.62%
2 yr T-note Yld0.13%0.16%0.02%23.08%
2-10 Yr Slope0.80%1.31%-0.11%63.75%
90 day T-bill Yld0.09%0.03%0.01%-66.67%
Gold ($/oz)$1,895.10$1,879.60-$12.40-0.82%
WTI Oil ($/brl)$48.52$70.91$1.2946.15%
VIX "Worry Index"22.7515.65-0.77-31.21%
NYSE Bullish % Index74.8473.660.44-1.18





Credit Data 12/31/2020   6/11/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.95%-0.01%-12.56%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.76%-0.02%-14.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)130048080-820

Saturday, June 5, 2021

Market Data: Week Ending June 4, 2021

Market Index/Data12/31/20206/4/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,756.39226.9413.56%
S&P 500 Index3,756.074,229.8925.7812.61%
Fed Funds Rate0.09%0.06%0.00%-33.33%
10 yr T-note Yld0.93%1.56%-0.02%67.74%
5 yr T-note Yld0.36%0.78%-0.01%116.67%
5 yr TIPS - 'Real' Yld-1.59%-1.76%0.02%
Implied 5 yr Inflation %1.95%2.54%-0.03%30.26%
2 yr T-note Yld0.13%0.14%0.00%7.69%
2-10 Yr Slope0.80%1.42%-0.02%77.50%
90 day T-bill Yld0.09%0.02%0.01%-77.78%
Gold ($/oz)$1,895.10$1,892.00-$13.30-0.16%
WTI Oil ($/brl)$48.52$69.62$3.3043.49%
VIX "Worry Index"22.7516.42-0.34-27.82%
NYSE Bullish % Index74.8473.221.39-1.62





Credit Data 12/31/2020   6/4/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.96%-0.04%-12.11%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.78%0.00%-13.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300400-20-900