Friday, June 14, 2024

Market Data: Week Ending June 14, 2024

Market Index/Data12/29/20236/14/2024ChangeSimple YTD
Dow Industrials Avg37,689.5438,589.16-209.832.39%
S&P 500 Index4,769.835,431.6084.6113.87%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.23%-0.21%9.02%
5 yr T-note Yld3.84%4.25%-0.22%10.68%
5 yr TIPS - 'Real' Yld1.72%2.11%-0.07%22.67%
Implied 5 yr Inflation %2.12%2.14%-0.15%0.94%
2 yr T-note Yld4.23%4.72%-0.18%11.58%
2-10 Yr Slope-0.35%-0.49%-0.03%40.00%
90 day T-bill Yld5.40%5.38%0.00%-0.37%
Gold ($/oz)$2,071.80$2,349.10$24.1013.38%
WTI Oil ($/brl)$71.65$78.05$2.528.93%
VIX "Worry Index"12.4512.660.441.69%
NYSE Bullish % Index66.83%53.47%-3.45%-19.99%





Credit Data12/29/20236/14/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.36%-0.05%0.00%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.60%-0.01%-5.58%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-870160-350

Saturday, June 8, 2024

Market Data: Week Ending June 7, 2024

Market Index/Data12/29/20236/7/2024ChangeSimple YTD
Dow Industrials Avg37,689.5438,798.99162.172.94%
S&P 500 Index4,769.835,346.9969.4812.10%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.44%-0.06%14.43%
5 yr T-note Yld3.84%4.47%-0.04%16.41%
5 yr TIPS - 'Real' Yld1.72%2.18%0.00%26.74%
Implied 5 yr Inflation %2.12%2.29%-0.04%8.02%
2 yr T-note Yld4.23%4.90%0.02%15.84%
2-10 Yr Slope-0.35%-0.46%-0.08%31.43%
90 day T-bill Yld5.40%5.38%-0.01%-0.37%
Gold ($/oz)$2,071.80$2,325.00-$20.8012.22%
WTI Oil ($/brl)$71.65$75.53-$1.465.42%
VIX "Worry Index"12.4512.22-0.70-1.85%
NYSE Bullish % Index66.83%56.92%-1.94%-14.83%





Credit Data12/29/20236/7/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.41%0.03%1.49%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.61%0.03%-5.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-103090-510

Wednesday, June 5, 2024

Market Data: Week Ending May 31, 2024

Market Index/Data12/29/20235/31/2024ChangeSimple YTD
Dow Industrials Avg37,689.5438,636.82-432.772.51%
S&P 500 Index4,769.835,277.51-27.2110.64%
Fed Funds Rate5.33%5.33%0.00%0.00%
10 yr T-note Yld3.88%4.50%0.03%15.98%
5 yr T-note Yld3.84%4.51%-0.02%17.45%
5 yr TIPS - 'Real' Yld1.72%2.18%-0.02%26.74%
Implied 5 yr Inflation %2.12%2.33%0.00%9.91%
2 yr T-note Yld4.23%4.88%-0.08%15.37%
2-10 Yr Slope-0.35%-0.38%0.11%8.57%
90 day T-bill Yld5.40%5.39%0.01%-0.19%
Gold ($/oz)$2,071.80$2,345.80$11.3013.23%
WTI Oil ($/brl)$71.65$76.99-$0.737.45%
VIX "Worry Index"12.4512.920.993.78%
NYSE Bullish % Index66.83%58.86%-2.83%-11.93%





Credit Data12/29/20235/31/2024ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)3.36%3.38%-0.03%0.60%
SPDR High Yld Credit ETF Yield (JNK)6.99%6.58%-0.01%-5.87%
Invest. Gr. to 10 yr T-Note Spread (x 10)-520-1120-60-600