Friday, October 8, 2021

Market Data: Week Ending October 8, 2021

Market Index/Data12/31/202010/8/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,746.25419.7913.53%
S&P 500 Index3,756.074,391.3434.3016.91%
Fed Funds Rate0.09%0.08%0.02%-11.11%
10 yr T-note Yld0.93%1.61%0.13%73.12%
5 yr T-note Yld0.36%1.05%0.12%191.67%
5 yr TIPS - 'Real' Yld-1.59%-1.59%-0.01%
Implied 5 yr Inflation %1.95%2.64%0.13%35.38%
2 yr T-note Yld0.13%0.32%0.05%146.15%
2-10 Yr Slope0.80%1.29%0.08%61.25%
90 day T-bill Yld0.09%0.05%0.01%-44.44%
Gold ($/oz)$1,895.10$1,757.40-$1.00-7.27%
WTI Oil ($/brl)$48.52$79.35$3.4763.54%
VIX "Worry Index"22.7518.77-2.38-17.49%
NYSE Bullish % Index74.8453.832.72-21.01





Credit Data12/31/2020   10/8/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.83%0.00%-17.94%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.42%-0.08%-20.36%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300220-130-1080