Saturday, December 5, 2020

Market Data: Week Ending December 4, 2020

 

Market Index/Data12/31/201912/4/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4430,218.26307.895.89%
S&P 500 Index3,230.783,699.1260.7714.50%
Fed Funds Rate1.55%0.09%0.01%-94.19%
10 yr T-note Yld1.92%0.97%0.13%-49.48%
5 yr T-note Yld1.69%0.42%0.05%-75.15%
5 yr TIPS - 'Real' Yld0.01%-1.41%-0.11%
Implied 5 yr Inflation %1.68%1.83%0.16%8.93%
2 yr T-note Yld1.58%0.16%0.00%-89.87%
2-10 Yr Slope0.34%0.81%0.13%138.24%
90 day T-bill Yld1.55%0.09%0.00%-94.19%
Gold ($/oz)$1,523.10$1,840.00$51.9020.81%
WTI Oil ($/brl)$61.06$46.26$0.73-24.24%
VIX "Worry Index"13.7820.79-0.0550.87%
NYSE Bullish % Index67.4776.62-0.319.15





Credit Data 12/31/2019  12/4/2020Week 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%5.24%-0.03%-11.34%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701270-120300