Saturday, January 2, 2021

Market Data & Graphs: Week Ending December 31, 2020

Market Index/Data12/31/201912/31/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4430,606.48427.437.25%
S&P 500 Index3,230.783,756.0746.6616.26%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.93%-0.02%-51.56%
5 yr T-note Yld1.69%0.36%-0.03%-78.70%
5 yr TIPS - 'Real' Yld0.01%-1.59%-0.06%
Implied 5 yr Inflation %1.68%1.95%0.03%16.07%
2 yr T-note Yld1.58%0.13%0.00%-91.77%
2-10 Yr Slope0.34%0.80%-0.02%135.29%
90 day T-bill Yld1.55%0.09%0.01%-94.19%
Gold ($/oz)$1,523.10$1,895.10$6.2024.42%
WTI Oil ($/brl)$61.06$48.52-$0.72-20.54%
VIX "Worry Index"13.7822.751.1865.09%
NYSE Bullish % Index67.4774.84-2.617.37





Credit Data12/31/2019 12/31/2020Week 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%5.55%0.36%-6.09%
Invest. Gr. to 10 yr T-Note Spread (x 10)970130010330

 

US Treasury Yields, 90 day, 2, 5, 10 & 30 Yr, Weekly

Investment Grade Credit & Junk Grade Credit, Weekly Price

Inflation Expectations, Weekly

NYSE Internal Sentiment, Weekly

Weekly Worry Indexes

 

 US Dollar Index, Weekly (not weighted by trade partners)

Gold Spot Price, Weekly (not bullion or coins)