Saturday, August 17, 2019

Market Data: Week Ending August 16, 2019

Market Index/Data12/31/20188/16/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3525,886.01-401.4310.97%
S&P 500 Index2,506.852,888.68-29.9715.23%
Fed Funds Rate2.40%2.13%0.01%-11.25%
10 yr T-note Yld2.69%1.55%-0.19%-42.38%
5 yr T-note Yld2.51%1.42%-0.15%-43.43%
5 yr TIPS - 'Real' Yld1.00%0.08%-0.05%-92.00%
Implied 5 yr Inflation %1.51%1.34%-0.10%-11.26%
2 yr T-note Yld2.48%1.48%-0.15%-40.32%
2-10 Yr Slope0.21%0.07%-0.04%-66.67%
90 day T-bill Yld2.45%1.87%-0.13%-23.67%
Gold ($/oz)$1,281.30$1,523.60$15.1018.91%
WTI Oil ($/brl)$45.41$54.81$0.3120.70%
VIX "Worry Index"25.4218.470.50-27.34%
NYSE Bullish % Index20.8441.87-4.0821.03





Credit Data12/31/20188/16/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.64%-0.02%-4.00%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.66%0.01%-11.42%
Invest. Gr. to 10 yr T-Note Spread (x 10)6010901701030