Friday, July 19, 2019

Market Data: Week Ending July 19, 2019

Market Index/Data12/31/20187/19/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3527,154.20-177.8316.40%
S&P 500 Index2,506.852,976.61-37.1618.74%
Fed Funds Rate2.40%2.41%0.03%0.42%
10 yr T-note Yld2.69%2.05%-0.07%-23.79%
5 yr T-note Yld2.51%1.80%-0.06%-28.29%
5 yr TIPS - 'Real' Yld1.00%0.20%-0.04%-80.00%
Implied 5 yr Inflation %1.51%1.60%-0.02%5.96%
2 yr T-note Yld2.48%1.80%-0.04%-27.42%
2-10 Yr Slope0.21%0.25%-0.03%19.05%
90 day T-bill Yld2.45%2.06%-0.08%-15.92%
Gold ($/oz)$1,281.30$1,426.70$14.5011.35%
WTI Oil ($/brl)$45.41$55.76-$4.4522.79%
VIX "Worry Index"25.4214.452.06-43.15%
NYSE Bullish % Index20.8456.06-0.9535.22





Credit Data12/31/20187/19/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.70%-0.01%-1.82%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.63%0.02%-11.89%
Invest. Gr. to 10 yr T-Note Spread (x 10)6065060590