Friday, December 11, 2020

Market Data: Week Ending December 11, 2020

Market Index/Data12/31/201912/11/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4430,046.37-171.895.28%
S&P 500 Index3,230.783,663.46-35.6613.39%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.90%-0.07%-53.13%
5 yr T-note Yld1.69%0.37%-0.05%-78.11%
5 yr TIPS - 'Real' Yld0.01%-1.45%-0.04%
Implied 5 yr Inflation %1.68%1.82%-0.01%8.33%
2 yr T-note Yld1.58%0.11%-0.05%-93.04%
2-10 Yr Slope0.34%0.79%-0.02%132.35%
90 day T-bill Yld1.55%0.08%-0.01%-94.84%
Gold ($/oz)$1,523.10$1,843.60$3.6021.04%
WTI Oil ($/brl)$61.06$46.57$0.31-23.73%
VIX "Worry Index"13.7823.312.5269.16%
NYSE Bullish % Index67.4776.53-0.099.06





Credit Data 12/31/2019  12/11/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.23%-0.01%-22.84%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.24%0.00%-11.34%
Invest. Gr. to 10 yr T-Note Spread (x 10)970133060360