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