Friday, September 20, 2019

Market Data: Week Ending September 20, 2019

Market Index/Data12/31/20189/20/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,935.07-284.4515.47%
S&P 500 Index2,506.852,992.07-15.3219.36%
Fed Funds Rate2.40%1.90%-0.23%-20.83%
10 yr T-note Yld2.69%1.74%-0.16%-35.32%
5 yr T-note Yld2.51%1.61%-0.14%-35.86%
5 yr TIPS - 'Real' Yld1.00%0.19%-0.10%-81.00%
Implied 5 yr Inflation %1.51%1.42%-0.04%-5.96%
2 yr T-note Yld2.48%1.69%-0.10%-31.85%
2-10 Yr Slope0.21%0.05%-0.06%-76.19%
90 day T-bill Yld2.45%1.91%-0.05%-22.04%
Gold ($/oz)$1,281.30$1,515.10$15.6018.25%
WTI Oil ($/brl)$45.41$58.09$3.2427.92%
VIX "Worry Index"25.4215.321.58-39.73%
NYSE Bullish % Index20.8455.781.3234.94





Credit Data12/31/20189/20/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.71%-0.03%-1.45%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.56%-0.02%-12.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)60970130910