Friday, December 18, 2020

Market Data: Week Ending December 18, 2020

Market Index/Data12/31/201912/18/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4430,179.05132.685.75%
S&P 500 Index3,230.783,709.4145.9514.81%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.95%0.05%-50.52%
5 yr T-note Yld1.69%0.39%0.02%-76.92%
5 yr TIPS - 'Real' Yld0.01%-1.53%-0.08%
Implied 5 yr Inflation %1.68%1.92%0.10%14.29%
2 yr T-note Yld1.58%0.13%0.02%-91.77%
2-10 Yr Slope0.34%0.82%0.03%141.18%
90 day T-bill Yld1.55%0.08%0.00%-94.84%
Gold ($/oz)$1,523.10$1,888.90$45.3024.02%
WTI Oil ($/brl)$61.06$49.24$2.67-19.36%
VIX "Worry Index"13.7821.57-1.7456.53%
NYSE Bullish % Index67.4777.450.929.98





Credit Data 12/31/2019 12/18/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.24%0.01%-22.49%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.19%-0.05%-12.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701290-40320