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