Saturday, October 16, 2021

Market Data: Week Ending October 15, 2021

Market Index/Data12/31/202010/15/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,294.76548.5115.32%
S&P 500 Index3,756.074,471.3780.0319.04%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.59%-0.02%70.97%
5 yr T-note Yld0.36%1.13%0.08%213.89%
5 yr TIPS - 'Real' Yld-1.59%-1.58%0.01%
Implied 5 yr Inflation %1.95%2.71%0.07%38.97%
2 yr T-note Yld0.13%0.41%0.09%215.38%
2-10 Yr Slope0.80%1.18%-0.11%47.50%
90 day T-bill Yld0.09%0.05%0.00%-44.44%
Gold ($/oz)$1,895.10$1,768.30$10.90-6.69%
WTI Oil ($/brl)$48.52$81.73$2.3868.45%
VIX "Worry Index"22.7516.30-2.47-28.35%
NYSE Bullish % Index74.8457.043.21-17.80





Credit Data 12/31/2020 10/15/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.82%-0.01%-18.39%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.40%-0.02%-20.72%
Invest. Gr. to 10 yr T-Note Spread (x 10)130023010-1070