Saturday, August 7, 2021

Market Data: Week Ending August 6, 2021

Market Index/Data12/31/20208/6/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,208.51273.0415.04%
S&P 500 Index3,756.074,436.5241.2618.12%
Fed Funds Rate0.09%0.10%0.00%11.11%
10 yr T-note Yld0.93%1.31%0.07%40.86%
5 yr T-note Yld0.36%0.77%0.08%113.89%
5 yr TIPS - 'Real' Yld-1.59%-1.73%0.14%
Implied 5 yr Inflation %1.95%2.50%-0.06%28.21%
2 yr T-note Yld0.13%0.21%0.02%61.54%
2-10 Yr Slope0.80%1.10%0.05%37.50%
90 day T-bill Yld0.09%0.06%0.00%-33.33%
Gold ($/oz)$1,895.10$1,763.10-$54.10-6.97%
WTI Oil ($/brl)$48.52$68.28-$5.6740.73%
VIX "Worry Index"22.7516.15-2.09-29.01%
NYSE Bullish % Index74.8459.362.03-15.48





Credit Data 12/31/2020   8/6/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.84%-0.03%-17.49%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.50%-0.06%-18.92%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300530-100-770