Saturday, December 18, 2021

Market Data: Week Ending December 17, 2021

Market Index/Data12/31/202012/17/2021Week ChangeSimple YTD
Dow Industrials Avg30,606.4835,365.44-605.5515.55%
S&P 500 Index3,756.074,620.64-91.3823.02%
Fed Funds Rate0.09%0.08%0.00%-11.11%
10 yr T-note Yld0.93%1.41%-0.07%51.61%
5 yr T-note Yld0.36%1.18%-0.07%227.78%
5 yr TIPS - 'Real' Yld-1.59%1.47%2.98%
Implied 5 yr Inflation %1.95%-0.29%-3.05%-114.87%
2 yr T-note Yld0.13%0.66%-0.01%407.69%
2-10 Yr Slope0.80%0.75%-0.06%-6.25%
90 day T-bill Yld0.09%0.05%-0.01%-44.44%
Gold ($/oz)$1,895.10$1,804.90$20.10-4.76%
WTI Oil ($/brl)$48.52$70.72-$0.9545.75%
VIX "Worry Index"22.7521.572.88-5.19%
NYSE Bullish % Index74.8446.93-3.72-27.91





Credit Data12/31/2020 12/17/2021Week 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%4.34%0.01%-21.80%
Invest. Gr. to 10 yr T-Note Spread (x 10)130041060-890