Friday, July 26, 2019

Market Data: Week Ending July 26, 2019

Market Index/Data12/31/20187/26/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3527,192.4538.2516.57%
S&P 500 Index2,506.853,025.8649.2520.70%
Fed Funds Rate2.40%2.40%-0.01%0.00%
10 yr T-note Yld2.69%2.08%0.03%-22.68%
5 yr T-note Yld2.51%1.85%0.05%-26.29%
5 yr TIPS - 'Real' Yld1.00%0.28%0.08%-72.00%
Implied 5 yr Inflation %1.51%1.57%-0.03%3.97%
2 yr T-note Yld2.48%1.86%0.06%-25.00%
2-10 Yr Slope0.21%0.22%-0.03%4.76%
90 day T-bill Yld2.45%2.12%0.06%-13.47%
Gold ($/oz)$1,281.30$1,419.30-$7.4010.77%
WTI Oil ($/brl)$45.41$56.20$0.4423.76%
VIX "Worry Index"25.4212.16-2.29-52.16%
NYSE Bullish % Index20.8457.030.9736.19





Credit Data12/31/20187/26/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.70%0.00%-1.82%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.59%-0.04%-12.52%
Invest. Gr. to 10 yr T-Note Spread (x 10)60620-30560