Saturday, December 25, 2021

Market Data: Week Ending December 23, 2021

Market Index/Data12/31/202012/23/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,950.56585.1217.46%
S&P 500 Index3,756.074,725.79105.1525.82%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.50%0.09%61.29%
5 yr T-note Yld0.36%1.25%0.07%247.22%
5 yr TIPS - 'Real' Yld-1.59%1.47%0.00%
Implied 5 yr Inflation %1.95%-0.22%0.07%-111.28%
2 yr T-note Yld0.13%0.71%0.05%446.15%
2-10 Yr Slope0.80%0.79%0.04%-1.25%
90 day T-bill Yld0.09%0.07%0.02%-22.22%
Gold ($/oz)$1,895.10$1,811.70$6.80-4.40%
WTI Oil ($/brl)$48.52$73.79$3.0752.08%
VIX "Worry Index"22.7517.96-3.61-21.05%
NYSE Bullish % Index74.8447.740.81-27.10





Credit Data12/31/2020 12/23/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.83%0.01%-17.94%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.65%0.31%-16.22%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300330-80-970

Saturday, December 18, 2021

Market Data: Week Ending December 17, 2021

Market Index/Data12/31/202012/17/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,365.44-605.5515.55%
S&P 500 Index3,756.074,620.64-91.3823.02%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.41%-0.07%51.61%
5 yr T-note Yld0.36%1.18%-0.07%227.78%
5 yr TIPS - 'Real' Yld-1.59%1.47%2.98%
Implied 5 yr Inflation %1.95%-0.29%-3.05%-114.87%
2 yr T-note Yld0.13%0.66%-0.01%407.69%
2-10 Yr Slope0.80%0.75%-0.06%-6.25%
90 day T-bill Yld0.09%0.05%-0.01%-44.44%
Gold ($/oz)$1,895.10$1,804.90$20.10-4.76%
WTI Oil ($/brl)$48.52$70.72-$0.9545.75%
VIX "Worry Index"22.7521.572.88-5.19%
NYSE Bullish % Index74.8446.93-3.72-27.91





Credit Data12/31/2020 12/17/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.82%-0.01%-18.39%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.34%0.01%-21.80%
Invest. Gr. to 10 yr T-Note Spread (x 10)130041060-890

Saturday, December 11, 2021

Market Data: Week Ending December 10, 2021

Market Index/Data12/31/202012/10/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,970.991,390.9117.53%
S&P 500 Index3,756.074,712.02173.5925.45%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.48%0.13%59.14%
5 yr T-note Yld0.36%1.25%0.12%247.22%
5 yr TIPS - 'Real' Yld-1.59%-1.51%0.08%
Implied 5 yr Inflation %1.95%2.76%0.04%41.54%
2 yr T-note Yld0.13%0.67%0.07%415.38%
2-10 Yr Slope0.80%0.81%0.06%1.25%
90 day T-bill Yld0.09%0.06%0.00%-33.33%
Gold ($/oz)$1,895.10$1,784.80$0.90-5.82%
WTI Oil ($/brl)$48.52$71.67$5.4147.71%
VIX "Worry Index"22.7518.69-11.98-17.85%
NYSE Bullish % Index74.8450.657.34-24.19





Credit Data12/31/2020 12/10/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.83%0.02%-17.94%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.33%-0.03%-21.98%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300350-110-950