Saturday, November 6, 2021

Market Data: Week Ending November 5, 2021

Market Index/Data12/31/202011/5/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4836,327.95508.3918.69%
S&P 500 Index3,756.074,697.5392.1525.07%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.45%-0.10%55.91%
5 yr T-note Yld0.36%1.04%-0.14%188.89%
5 yr TIPS - 'Real' Yld-1.59%-1.83%-0.12%
Implied 5 yr Inflation %1.95%2.87%-0.02%47.18%
2 yr T-note Yld0.13%0.39%-0.09%200.00%
2-10 Yr Slope0.80%1.06%-0.01%32.50%
90 day T-bill Yld0.09%0.05%0.00%-44.44%
Gold ($/oz)$1,895.10$1,816.80$32.90-4.13%
WTI Oil ($/brl)$48.52$81.27-$2.3067.50%
VIX "Worry Index"22.7516.480.22-27.56%
NYSE Bullish % Index74.8465.184.97-9.66





Credit Data 12/31/2020 11/5/2021Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.23%1.81%-0.01%-18.83%
SPDR High Yld Credit ETF Yield (JNK)5.55%4.39%-0.02%-20.90%
Invest. Gr. to 10 yr T-Note Spread (x 10)130036090-940