Friday, December 13, 2019

Market Data: Week Ending December 13, 2019

Market Index/Data12/31/201812/13/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3528,135.38120.3220.61%
S&P 500 Index2,506.853,168.8022.8926.41%
Fed Funds Rate2.40%1.55%0.00%-35.42%
10 yr T-note Yld2.69%1.82%-0.02%-32.34%
5 yr T-note Yld2.51%1.66%-0.01%-33.86%
5 yr TIPS - 'Real' Yld1.00%0.04%-0.04%-96.00%
Implied 5 yr Inflation %1.51%1.62%0.03%7.28%
2 yr T-note Yld2.48%1.61%0.00%-35.08%
2-10 Yr Slope0.21%0.21%-0.02%0.00%
90 day T-bill Yld2.45%1.57%0.04%-35.92%
Gold ($/oz)$1,281.30$1,481.20$16.1015.60%
WTI Oil ($/brl)$45.41$60.07$0.8732.28%
VIX "Worry Index"25.4212.63-0.99-50.31%
NYSE Bullish % Index20.8463.171.7042.33





Credit Data12/31/201812/13/2019Week 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%5.50%-0.05%-13.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)6089010830