Friday, August 23, 2019

Market Data: Week Ending August 23, 2019

Market Index/Data12/31/20188/23/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3525,628.90-257.119.87%
S&P 500 Index2,506.852,847.11-41.5713.57%
Fed Funds Rate2.40%2.12%-0.01%-11.67%
10 yr T-note Yld2.69%1.52%-0.03%-43.49%
5 yr T-note Yld2.51%1.40%-0.02%-44.22%
5 yr TIPS - 'Real' Yld1.00%0.05%-0.03%-95.00%
Implied 5 yr Inflation %1.51%1.35%0.01%-10.60%
2 yr T-note Yld2.48%1.51%0.03%-39.11%
2-10 Yr Slope0.21%0.01%-0.06%-95.24%
90 day T-bill Yld2.45%1.97%0.10%-19.59%
Gold ($/oz)$1,281.30$1,537.60$14.0020.00%
WTI Oil ($/brl)$45.41$54.17-$0.6419.29%
VIX "Worry Index"25.4219.871.40-21.83%
NYSE Bullish % Index20.8443.021.1522.18





Credit Data12/31/20188/23/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.64%0.00%-4.00%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.63%-0.03%-11.89%
Invest. Gr. to 10 yr T-Note Spread (x 10)601120301060