Friday, September 6, 2019

Market Data: Week Ending September 6, 2019

Market Index/Data12/31/20189/6/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,797.46394.2014.88%
S&P 500 Index2,506.852,978.7152.2618.82%
Fed Funds Rate2.40%2.13%0.01%-11.25%
10 yr T-note Yld2.69%1.55%0.05%-42.38%
5 yr T-note Yld2.51%1.42%0.03%-43.43%
5 yr TIPS - 'Real' Yld1.00%0.07%0.03%-93.00%
Implied 5 yr Inflation %1.51%1.35%0.00%-10.60%
2 yr T-note Yld2.48%1.53%0.03%-38.31%
2-10 Yr Slope0.21%0.02%0.02%-90.48%
90 day T-bill Yld2.45%1.96%-0.03%-20.00%
Gold ($/oz)$1,281.30$1,515.50-$13.9018.28%
WTI Oil ($/brl)$45.41$56.52$1.4224.47%
VIX "Worry Index"25.4215.00-3.98-40.99%
NYSE Bullish % Index20.8448.344.0427.50





Credit Data12/31/20189/6/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.64%0.01%-4.00%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.58%-0.01%-12.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)601090-401030