Friday, October 18, 2019

Market Data: Week Ending October 18, 2019

Market Index/Data12/31/201810/18/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,770.20-46.3914.76%
S&P 500 Index2,506.852,986.2015.9319.12%
Fed Funds Rate2.40%1.85%0.03%-22.92%
10 yr T-note Yld2.69%1.76%0.00%-34.57%
5 yr T-note Yld2.51%1.56%-0.03%-37.85%
5 yr TIPS - 'Real' Yld1.00%0.04%-0.21%-96.00%
Implied 5 yr Inflation %1.51%1.52%0.18%0.66%
2 yr T-note Yld2.48%1.58%-0.05%-36.29%
2-10 Yr Slope0.21%0.18%0.05%-14.29%
90 day T-bill Yld2.45%1.66%-0.02%-32.24%
Gold ($/oz)$1,281.30$1,494.10$5.4016.61%
WTI Oil ($/brl)$45.41$53.87-$0.8318.63%
VIX "Worry Index"25.4214.25-1.33-43.94%
NYSE Bullish % Index20.8450.371.3229.53





Credit Data12/31/201810/18/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.72%0.00%-1.09%
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)609600900