Saturday, January 20, 2024

Market Data: Week Ending January 19, 2024

Market Index/Data12/29/20231/19/2024ChangeSimple YTD
Dow Industrials Avg37,689.5437,863.80270.820.46%
S&P 500 Index4,769.834,839.8155.981.47%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.15%0.19%6.96%
5 yr T-note Yld3.84%4.08%0.24%6.25%
5 yr TIPS - 'Real' Yld1.72%1.78%0.16%3.49%
Implied 5 yr Inflation %2.12%2.30%0.08%8.49%
2 yr T-note Yld4.23%4.39%0.25%3.78%
2-10 Yr Slope-0.35%-0.24%-0.06%-31.43%
90 day T-bill Yld5.40%5.45%0.00%0.93%
Gold ($/oz)$2,071.80$2,029.30-$22.30-2.05%
WTI Oil ($/brl)$71.65$73.25$0.572.23%
VIX "Worry Index"12.4513.300.606.83%
NYSE Bullish % Index66.83%59.51%-3.33%-10.95%





Credit Data12/29/20231/19/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.17%0.03%-5.65%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.41%0.05%-8.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-980-160-460

Saturday, January 13, 2024

Market Data: Week Ending January 12, 2024

Market Index/Data12/29/20231/12/2024ChangeSimple YTD
Dow Industrials Avg37,689.5437,592.98126.87-0.26%
S&P 500 Index4,769.834,783.8386.590.29%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%3.96%-0.09%2.06%
5 yr T-note Yld3.84%3.84%-0.18%0.00%
5 yr TIPS - 'Real' Yld1.72%1.62%-0.21%-5.81%
Implied 5 yr Inflation %2.12%2.22%0.03%4.72%
2 yr T-note Yld4.23%4.14%-0.26%-2.13%
2-10 Yr Slope-0.35%-0.18%0.17%-48.57%
90 day T-bill Yld5.40%5.45%-0.02%0.93%
Gold ($/oz)$2,071.80$2,051.60$1.80-0.97%
WTI Oil ($/brl)$71.65$72.68-$1.131.44%
VIX "Worry Index"12.4512.70-0.652.01%
NYSE Bullish % Index66.83%62.84%-0.32%-5.97%





Credit Data12/29/20231/12/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.14%-0.02%-6.55%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.36%-0.08%-9.01%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-82070-300

Saturday, January 6, 2024

Market Data: Week Ending January 5, 2024

Market Index/Data12/29/20231/5/2024ChangeSimple YTD
Dow Industrials Avg37,689.5437,466.11-223.43-0.59%
S&P 500 Index4,769.834,697.24-72.59-1.52%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.05%0.17%4.38%
5 yr T-note Yld3.84%4.02%0.18%4.69%
5 yr TIPS - 'Real' Yld1.72%1.83%0.11%6.40%
Implied 5 yr Inflation %2.12%2.19%0.07%3.30%
2 yr T-note Yld4.23%4.40%0.17%4.02%
2-10 Yr Slope-0.35%-0.35%0.00%0.00%
90 day T-bill Yld5.40%5.47%0.07%1.30%
Gold ($/oz)$2,071.80$2,049.80-$22.00-1.06%
WTI Oil ($/brl)$71.65$73.81$2.163.01%
VIX "Worry Index"12.4513.350.907.23%
NYSE Bullish % Index66.83%63.16%-3.67%-5.49%





Credit Data12/29/20231/5/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.16%-0.20%-5.95%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.44%-0.55%-7.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-890-370-370