Monday, November 25, 2019

Market Data: Week Ending November 22, 2019


Market Index/Data12/31/201811/22/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3527,875.62-129.2719.50%
S&P 500 Index2,506.853,110.29-10.1724.07%
Fed Funds Rate2.40%1.55%0.00%-35.42%
10 yr T-note Yld2.69%1.77%-0.07%-34.20%
5 yr T-note Yld2.51%1.62%-0.03%-35.46%
5 yr TIPS - 'Real' Yld1.00%0.09%-0.04%-91.00%
Implied 5 yr Inflation %1.51%1.53%0.01%1.32%
2 yr T-note Yld2.48%1.61%0.00%-35.08%
2-10 Yr Slope0.21%0.16%-0.07%-23.81%
90 day T-bill Yld2.45%1.58%0.01%-35.51%
Gold ($/oz)$1,281.30$1,463.60-$4.9014.23%
WTI Oil ($/brl)$45.41$57.77$0.0527.22%
VIX "Worry Index"25.4212.320.27-51.53%
NYSE Bullish % Index20.8460.32-0.2539.48
Credit Data12/31/201811/22/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.71%-0.01%-1.45%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.57%0.01%-12.83%
Invest. Gr. to 10 yr T-Note Spread (x 10)6094060880