Friday, August 9, 2019

Market Data: Week Ending August 9, 2019

Market Index/Data12/31/20188/9/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,287.44-197.5712.69%
S&P 500 Index2,506.852,918.65-13.4016.43%
Fed Funds Rate2.40%2.12%-0.02%-11.67%
10 yr T-note Yld2.69%1.74%-0.12%-35.32%
5 yr T-note Yld2.51%1.57%-0.09%-37.45%
5 yr TIPS - 'Real' Yld1.00%0.13%-0.08%-87.00%
Implied 5 yr Inflation %1.51%1.44%-0.01%-4.64%
2 yr T-note Yld2.48%1.63%-0.09%-34.27%
2-10 Yr Slope0.21%0.11%-0.03%-47.62%
90 day T-bill Yld2.45%2.00%-0.06%-18.37%
Gold ($/oz)$1,281.30$1,508.50$151.0017.73%
WTI Oil ($/brl)$45.41$54.50-$1.1620.02%
VIX "Worry Index"25.4217.970.36-29.31%
NYSE Bullish % Index20.8445.95-5.9225.11





Credit Data12/31/20188/9/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.66%-0.02%-3.27%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.65%0.01%-11.58%
Invest. Gr. to 10 yr T-Note Spread (x 10)60920100860