Saturday, October 12, 2019

Market Data: Week Ending October 11, 2019

Market Index/Data12/31/201810/11/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,816.59242.8714.96%
S&P 500 Index2,506.852,970.2718.2618.49%
Fed Funds Rate2.40%1.82%-0.01%-24.17%
10 yr T-note Yld2.69%1.76%0.24%-34.57%
5 yr T-note Yld2.51%1.59%0.25%-36.65%
5 yr TIPS - 'Real' Yld1.00%0.25%0.18%-75.00%
Implied 5 yr Inflation %1.51%1.34%0.07%-11.26%
2 yr T-note Yld2.48%1.63%0.23%-34.27%
2-10 Yr Slope0.21%0.13%0.01%-38.10%
90 day T-bill Yld2.45%1.68%-0.03%-31.43%
Gold ($/oz)$1,281.30$1,488.70-$24.2016.19%
WTI Oil ($/brl)$45.41$54.70$1.8920.46%
VIX "Worry Index"25.4215.58-1.46-38.71%
NYSE Bullish % Index20.8449.050.8028.21





Credit Data12/31/201810/11/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.72%0.03%-1.09%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.58%-0.02%-12.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)60960-210900