Friday, July 19, 2019

Market Data: Week Ending July 12, 2019

Market Index/Data12/31/20187/12/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3527,332.03409.9117.17%
S&P 500 Index2,506.853,013.7723.3620.22%
Fed Funds Rate2.40%2.38%-0.03%-0.83%
10 yr T-note Yld2.69%2.12%0.08%-21.19%
5 yr T-note Yld2.51%1.86%0.02%-25.90%
5 yr TIPS - 'Real' Yld1.00%0.24%-0.05%-76.00%
Implied 5 yr Inflation %1.51%1.62%0.07%7.28%
2 yr T-note Yld2.48%1.84%-0.03%-25.81%
2-10 Yr Slope0.21%0.28%0.11%33.33%
90 day T-bill Yld2.45%2.14%-0.09%-12.65%
Gold ($/oz)$1,281.30$1,412.20$12.1010.22%
WTI Oil ($/brl)$45.41$60.21$2.7032.59%
VIX "Worry Index"25.4212.39-0.89-51.26%
NYSE Bullish % Index20.8457.010.0336.17





Credit Data12/31/20187/12/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.71%0.01%-1.45%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.61%0.01%-12.21%
Invest. Gr. to 10 yr T-Note Spread (x 10)60590-70530