Friday, October 4, 2019

Market Data: Week Ending October 4, 2019

Market Index/Data12/31/201810/4/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3526,573.72-246.5313.92%
S&P 500 Index2,506.852,952.01-9.7817.76%
Fed Funds Rate2.40%1.83%-0.02%-23.75%
10 yr T-note Yld2.69%1.52%-0.17%-43.49%
5 yr T-note Yld2.51%1.34%-0.22%-46.61%
5 yr TIPS - 'Real' Yld1.00%0.07%-0.13%-93.00%
Implied 5 yr Inflation %1.51%1.27%-0.09%-15.89%
2 yr T-note Yld2.48%1.40%-0.23%-43.55%
2-10 Yr Slope0.21%0.12%0.06%-42.86%
90 day T-bill Yld2.45%1.71%-0.19%-30.20%
Gold ($/oz)$1,281.30$1,512.90$6.5018.08%
WTI Oil ($/brl)$45.41$52.81-$3.1016.30%
VIX "Worry Index"25.4217.04-0.18-32.97%
NYSE Bullish % Index20.8448.25-6.2127.41





Credit Data12/31/201810/4/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.69%-0.02%-2.18%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.60%0.01%-12.36%
Invest. Gr. to 10 yr T-Note Spread (x 10)6011701501110