Friday, September 13, 2019

Market Data: Week Ending September 13, 2019

Market Index/Data12/31/20189/13/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3527,219.52422.0616.69%
S&P 500 Index2,506.853,007.3928.6819.97%
Fed Funds Rate2.40%2.13%0.00%-11.25%
10 yr T-note Yld2.69%1.90%0.35%-29.37%
5 yr T-note Yld2.51%1.75%0.33%-30.28%
5 yr TIPS - 'Real' Yld1.00%0.29%0.22%-71.00%
Implied 5 yr Inflation %1.51%1.46%0.11%-3.31%
2 yr T-note Yld2.48%1.79%0.26%-27.82%
2-10 Yr Slope0.21%0.11%0.09%-47.62%
90 day T-bill Yld2.45%1.96%0.00%-20.00%
Gold ($/oz)$1,281.30$1,499.50-$16.0017.03%
WTI Oil ($/brl)$45.41$54.85-$1.6720.79%
VIX "Worry Index"25.4213.74-1.26-45.95%
NYSE Bullish % Index20.8454.466.1233.62





Credit Data12/31/20189/13/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.74%0.10%-0.36%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.58%0.00%-12.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)60840-250780