Saturday, June 12, 2021

Market Data: Week Ending June 11, 2021

Market Index/Data12/31/20206/11/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,479.60-276.7912.65%
S&P 500 Index3,756.074,247.4417.5513.08%
Fed Funds Rate0.09%0.06%0.00%-33.33%
10 yr T-note Yld0.93%1.47%-0.09%58.06%
5 yr T-note Yld0.36%0.76%-0.02%111.11%
5 yr TIPS - 'Real' Yld-1.59%-1.67%0.09%
Implied 5 yr Inflation %1.95%2.43%-0.11%24.62%
2 yr T-note Yld0.13%0.16%0.02%23.08%
2-10 Yr Slope0.80%1.31%-0.11%63.75%
90 day T-bill Yld0.09%0.03%0.01%-66.67%
Gold ($/oz)$1,895.10$1,879.60-$12.40-0.82%
WTI Oil ($/brl)$48.52$70.91$1.2946.15%
VIX "Worry Index"22.7515.65-0.77-31.21%
NYSE Bullish % Index74.8473.660.44-1.18





Credit Data 12/31/2020   6/11/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.95%-0.01%-12.56%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.76%-0.02%-14.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)130048080-820