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