Saturday, August 21, 2021

Market Data: Week Ending August 20, 2021

Market Index/Data12/31/20208/20/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,120.08-395.3014.75%
S&P 500 Index3,756.074,441.67-26.3318.25%
Fed Funds Rate0.09%0.09%-0.01%0.00%
10 yr T-note Yld0.93%1.26%-0.03%35.48%
5 yr T-note Yld0.36%0.80%0.01%122.22%
5 yr TIPS - 'Real' Yld-1.59%-1.60%0.13%
Implied 5 yr Inflation %1.95%2.40%-0.12%23.08%
2 yr T-note Yld0.13%0.23%0.00%76.92%
2-10 Yr Slope0.80%1.03%-0.03%28.75%
90 day T-bill Yld0.09%0.05%-0.01%-44.44%
Gold ($/oz)$1,895.10$1,784.00$5.80-5.86%
WTI Oil ($/brl)$48.52$62.14-$6.3028.07%
VIX "Worry Index"22.7518.563.11-18.42%
NYSE Bullish % Index74.8453.76-6.96-21.08





Credit Data 12/31/2020   8/20/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.84%0.00%-17.49%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.51%0.01%-18.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)130058030-720