Friday, July 23, 2021

Market Data: Week Ending July 23, 2021

Market Index/Data12/31/20207/23/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,061.55373.7014.56%
S&P 500 Index3,756.074,411.7984.6317.46%
Fed Funds Rate0.09%0.10%0.00%11.11%
10 yr T-note Yld0.93%1.30%-0.01%39.78%
5 yr T-note Yld0.36%0.72%-0.07%100.00%
5 yr TIPS - 'Real' Yld-1.59%-1.81%-0.08%
Implied 5 yr Inflation %1.95%2.53%0.01%29.74%
2 yr T-note Yld0.13%0.22%-0.03%69.23%
2-10 Yr Slope0.80%1.08%0.02%35.00%
90 day T-bill Yld0.09%0.05%0.00%-44.44%
Gold ($/oz)$1,895.10$1,801.80-$13.20-4.92%
WTI Oil ($/brl)$48.52$72.07$0.5148.54%
VIX "Worry Index"22.7517.20-1.25-24.40%
NYSE Bullish % Index74.8453.28-3.18-21.56





Credit Data 12/31/2020   7/23/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.87%-0.01%-16.14%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.56%-0.01%-17.84%
Invest. Gr. to 10 yr T-Note Spread (x 10)13005700-730