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