Friday, May 8, 2020

Market Data: Week Ending May 8, 2020

Market Index/Data12/31/20195/8/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4424,331.32607.63-14.74%
S&P 500 Index3,230.782,929.8099.09-9.32%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.69%0.05%-64.06%
5 yr T-note Yld1.69%0.33%-0.03%-80.47%
5 yr TIPS - 'Real' Yld0.01%-0.41%-0.09%
Implied 5 yr Inflation %1.68%0.74%0.06%-55.95%
2 yr T-note Yld1.58%0.16%-0.04%-89.87%
2-10 Yr Slope0.34%0.53%0.09%55.88%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,713.90$13.0012.53%
WTI Oil ($/brl)$61.06$26.17$6.39-57.14%
VIX "Worry Index"13.7827.98-9.21103.05%
NYSE Bullish % Index67.4766.36-3.49-1.11





Credit Data 12/31/2019   5/8/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.53%-0.01%-12.46%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.96%-0.08%0.85%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701840-60870

Friday, May 1, 2020

Market Data & Graphs: Week Ending May 1, 2020

Market Index/Data12/31/20195/1/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,723.69-51.58-16.87%
S&P 500 Index3,230.782,830.71-6.03-12.38%
Fed Funds Rate1.55%0.05%0.01%-96.77%
10 yr T-note Yld1.92%0.64%0.04%-66.67%
5 yr T-note Yld1.69%0.36%0.00%-78.70%
5 yr TIPS - 'Real' Yld0.01%-0.32%0.04%
Implied 5 yr Inflation %1.68%0.68%-0.04%-59.52%
2 yr T-note Yld1.58%0.20%-0.02%-87.34%
2-10 Yr Slope0.34%0.44%0.06%29.41%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,700.90-$34.7011.67%
WTI Oil ($/brl)$61.06$19.78$2.84-67.61%
VIX "Worry Index"13.7837.191.26169.88%
NYSE Bullish % Index67.4769.8513.672.38





Credit Data 12/31/2019   5/1/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.54%0.01%-12.11%
SPDR High Yld Credit ETF Yield (JNK)5.91%6.04%-0.02%2.20%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701900-30930























Friday, April 24, 2020

Market Data: Week Ending April 24, 2020

Market Index/Data12/31/20194/24/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,775.27-467.22-16.69%
S&P 500 Index3,230.782,836.74-37.82-12.20%
Fed Funds Rate1.55%0.04%-0.01%-97.42%
10 yr T-note Yld1.92%0.60%-0.05%-68.75%
5 yr T-note Yld1.69%0.36%0.00%-78.70%
5 yr TIPS - 'Real' Yld0.01%-0.36%-0.05%
Implied 5 yr Inflation %1.68%0.72%0.05%-57.14%
2 yr T-note Yld1.58%0.22%0.02%-86.08%
2-10 Yr Slope0.34%0.38%-0.07%11.76%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,735.60$36.8013.95%
WTI Oil ($/brl)$61.06$16.94-$8.09-72.26%
VIX "Worry Index"13.7835.93-2.22160.74%
NYSE Bullish % Index67.4756.18-4.13-11.29





Credit Data 12/31/2019  4/24/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.53%0.00%-12.46%
SPDR High Yld Credit ETF Yield (JNK)5.91%6.06%0.21%2.54%
Invest. Gr. to 10 yr T-Note Spread (x 10)970193050960