Sunday, March 28, 2021

Market Data: Week Ending March 26, 2021

Market Index/Data12/31/20203/26/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4833,072.88444.918.06%
S&P 500 Index3,756.073,974.5461.445.82%
Fed Funds Rate0.09%0.07%0.00%-22.22%
10 yr T-note Yld0.93%1.67%-0.07%79.57%
5 yr T-note Yld0.36%0.85%-0.05%136.11%
5 yr TIPS - 'Real' Yld-1.59%-1.72%-0.11%
Implied 5 yr Inflation %1.95%2.57%0.06%31.79%
2 yr T-note Yld0.13%0.14%-0.02%7.69%
2-10 Yr Slope0.80%1.53%-0.05%91.25%
90 day T-bill Yld0.09%0.02%0.01%-77.78%
Gold ($/oz)$1,895.10$1,732.30-$9.40-8.59%
WTI Oil ($/brl)$48.52$60.97-$0.4725.66%
VIX "Worry Index"22.7518.86-2.09-17.10%
NYSE Bullish % Index74.8465.81-7.83-9.03





Credit Data 12/31/2020  3/26/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%2.13%-0.01%-4.48%
SPDR High Yld Credit ETF Yield (JNK)5.55%5.08%-0.04%-8.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)130046060-840