Friday, October 25, 2019

Market Data: Week Ending October 25, 2019

Market Index/Data12/31/201810/25/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,958.06187.8615.56%
S&P 500 Index2,506.853,022.5536.3520.57%
Fed Funds Rate2.40%1.85%0.00%-22.92%
10 yr T-note Yld2.69%1.80%0.04%-33.09%
5 yr T-note Yld2.51%1.62%0.06%-35.46%
5 yr TIPS - 'Real' Yld1.00%0.07%0.03%-93.00%
Implied 5 yr Inflation %1.51%1.55%0.03%2.65%
2 yr T-note Yld2.48%1.63%0.05%-34.27%
2-10 Yr Slope0.21%0.17%-0.01%-19.05%
90 day T-bill Yld2.45%1.66%0.00%-32.24%
Gold ($/oz)$1,281.30$1,505.30$11.2017.48%
WTI Oil ($/brl)$45.41$56.66$2.7924.77%
VIX "Worry Index"25.4212.65-1.60-50.24%
NYSE Bullish % Index20.8453.473.1032.63





Credit Data12/31/201810/25/2019Week 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%5.54%-0.02%-13.30%
Invest. Gr. to 10 yr T-Note Spread (x 10)60920-40860