Saturday, November 27, 2021

Market Data: Week Ending November 26, 2021

Market Index/Data12/31/202011/26/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4834,899.34-702.6414.03%
S&P 500 Index3,756.074,594.62-103.3422.33%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.48%-0.06%59.14%
5 yr T-note Yld0.36%1.16%-0.06%222.22%
5 yr TIPS - 'Real' Yld-1.59%-1.76%0.04%
Implied 5 yr Inflation %1.95%2.92%-0.10%49.74%
2 yr T-note Yld0.13%0.50%-0.02%284.62%
2-10 Yr Slope0.80%0.98%-0.04%22.50%
90 day T-bill Yld0.09%0.06%0.01%-33.33%
Gold ($/oz)$1,895.10$1,785.50-$66.10-5.78%
WTI Oil ($/brl)$48.52$68.15-$7.7940.46%
VIX "Worry Index"22.7528.6210.7125.80%
NYSE Bullish % Index74.8452.22-8.84-22.62





Credit Data 12/31/2020  11/26/2021Week 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%4.43%0.06%-20.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)130034060-960

Saturday, November 20, 2021

Market Data: Week Ending November 19, 2021

Market Index/Data12/31/202011/19/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,601.98-498.3316.32%
S&P 500 Index3,756.074,697.9615.1125.08%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.54%-0.04%65.59%
5 yr T-note Yld0.36%1.22%-0.02%238.89%
5 yr TIPS - 'Real' Yld-1.59%-1.80%0.07%
Implied 5 yr Inflation %1.95%3.02%-0.09%54.87%
2 yr T-note Yld0.13%0.52%-0.01%300.00%
2-10 Yr Slope0.80%1.02%-0.03%27.50%
90 day T-bill Yld0.09%0.05%0.00%-44.44%
Gold ($/oz)$1,895.10$1,851.60-$16.90-2.30%
WTI Oil ($/brl)$48.52$75.94-$4.8556.51%
VIX "Worry Index"22.7517.911.62-21.27%
NYSE Bullish % Index74.8461.06-5.12-13.78





Credit Data12/31/2020 11/19/2021Week 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%4.37%0.01%-21.26%
Invest. Gr. to 10 yr T-Note Spread (x 10)130028040-1020

Saturday, November 13, 2021

Market Data: Week Ending November 12, 2021

Market Index/Data12/31/202011/12/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4836,100.31-227.6417.95%
S&P 500 Index3,756.074,682.85-14.6824.67%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.58%0.13%69.89%
5 yr T-note Yld0.36%1.24%0.20%244.44%
5 yr TIPS - 'Real' Yld-1.59%-1.87%-0.04%
Implied 5 yr Inflation %1.95%3.11%0.24%59.49%
2 yr T-note Yld0.13%0.53%0.14%307.69%
2-10 Yr Slope0.80%1.05%-0.01%31.25%
90 day T-bill Yld0.09%0.05%0.00%-44.44%
Gold ($/oz)$1,895.10$1,868.50$51.70-1.40%
WTI Oil ($/brl)$48.52$80.79-$0.4866.51%
VIX "Worry Index"22.7516.29-0.19-28.40%
NYSE Bullish % Index74.8466.181.00-8.66





Credit Data12/31/2020 11/12/2021Week 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%4.36%-0.03%-21.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)1300240-120-1060