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