Saturday, November 16, 2019

Market Data: Week Ending November 15, 2019

Market Index/Data12/31/201811/15/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3528,004.89323.6520.05%
S&P 500 Index2,506.853,120.4627.3824.48%
Fed Funds Rate2.40%1.55%0.00%-35.42%
10 yr T-note Yld2.69%1.84%-0.10%-31.60%
5 yr T-note Yld2.51%1.65%-0.09%-34.26%
5 yr TIPS - 'Real' Yld1.00%0.13%0.02%-87.00%
Implied 5 yr Inflation %1.51%1.52%-0.11%0.66%
2 yr T-note Yld2.48%1.61%-0.07%-35.08%
2-10 Yr Slope0.21%0.23%-0.03%9.52%
90 day T-bill Yld2.45%1.57%0.02%-35.92%
Gold ($/oz)$1,281.30$1,468.50$5.6014.61%
WTI Oil ($/brl)$45.41$57.72$0.4827.11%
VIX "Worry Index"25.4212.05-0.02-52.60%
NYSE Bullish % Index20.8460.571.6439.73





Credit Data12/31/201811/15/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.72%-0.02%-1.09%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.56%0.01%-12.99%
Invest. Gr. to 10 yr T-Note Spread (x 10)6088080820