Saturday, September 25, 2021

Market Data: Week Ending September 24, 2021

Market Index/Data12/31/20209/24/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,798.00213.1213.69%
S&P 500 Index3,756.074,455.4822.4918.62%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.47%0.10%58.06%
5 yr T-note Yld0.36%0.97%0.09%169.44%
5 yr TIPS - 'Real' Yld-1.59%-1.50%0.13%
Implied 5 yr Inflation %1.95%2.47%-0.04%26.67%
2 yr T-note Yld0.13%0.29%0.06%123.08%
2-10 Yr Slope0.80%1.18%0.04%47.50%
90 day T-bill Yld0.09%0.03%-0.01%-66.67%
Gold ($/oz)$1,895.10$1,751.70$0.30-7.57%
WTI Oil ($/brl)$48.52$73.98$2.1652.47%
VIX "Worry Index"22.7517.75-3.06-21.98%
NYSE Bullish % Index74.8453-2.97-21.84





Credit Data 12/31/2020   9/24/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.83%0.01%-17.94%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.47%0.00%-19.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300360-90-940

Saturday, September 18, 2021

Market Data: Week Ending September 17, 2021

Market Index/Data12/31/20209/17/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,584.88-22.8413.00%
S&P 500 Index3,756.074,432.99-25.5918.02%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.37%0.02%47.31%
5 yr T-note Yld0.36%0.88%0.06%144.44%
5 yr TIPS - 'Real' Yld-1.59%-1.63%0.10%
Implied 5 yr Inflation %1.95%2.51%-0.04%28.72%
2 yr T-note Yld0.13%0.23%0.00%76.92%
2-10 Yr Slope0.80%1.14%0.02%42.50%
90 day T-bill Yld0.09%0.04%-0.01%-55.56%
Gold ($/oz)$1,895.10$1,751.40-$40.70-7.58%
WTI Oil ($/brl)$48.52$71.82$2.1048.02%
VIX "Worry Index"22.7520.81-0.14-8.53%
NYSE Bullish % Index74.8455.97-2.27-18.87





Credit Data 12/31/2020   9/17/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.82%0.00%-18.39%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.47%-0.01%-19.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300450-20-850

Saturday, September 11, 2021

Market Data: Week Ending September 10, 2021

Market Index/Data12/31/20209/10/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,607.72-761.3713.07%
S&P 500 Index3,756.074,458.58-76.8518.70%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.35%0.02%45.16%
5 yr T-note Yld0.36%0.82%0.04%127.78%
5 yr TIPS - 'Real' Yld-1.59%-1.73%-0.03%
Implied 5 yr Inflation %1.95%2.55%0.07%30.77%
2 yr T-note Yld0.13%0.23%0.02%76.92%
2-10 Yr Slope0.80%1.12%0.00%40.00%
90 day T-bill Yld0.09%0.05%0.00%-44.44%
Gold ($/oz)$1,895.10$1,792.10-$41.60-5.44%
WTI Oil ($/brl)$48.52$69.72$0.4343.69%
VIX "Worry Index"22.7520.954.54-7.91%
NYSE Bullish % Index74.8458.24-3.65-16.60





Credit Data 12/31/2020   9/10/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.82%0.00%-18.39%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.48%0.01%-19.28%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300470-20-830