Friday, December 20, 2019

Market Data: Week Ending December 20, 2019

Market Index/Data12/31/201812/20/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3528,455.09319.7121.98%
S&P 500 Index2,506.853,221.2252.4228.50%
Fed Funds Rate2.40%1.55%0.00%-35.42%
10 yr T-note Yld2.69%1.92%0.10%-28.62%
5 yr T-note Yld2.51%1.73%0.07%-31.08%
5 yr TIPS - 'Real' Yld1.00%0.06%0.02%-94.00%
Implied 5 yr Inflation %1.51%1.67%0.05%10.60%
2 yr T-note Yld2.48%1.63%0.02%-34.27%
2-10 Yr Slope0.21%0.29%0.08%38.10%
90 day T-bill Yld2.45%1.58%0.01%-35.51%
Gold ($/oz)$1,281.30$1,480.90-$0.3015.58%
WTI Oil ($/brl)$45.41$60.44$0.3733.10%
VIX "Worry Index"25.4212.51-0.12-50.79%
NYSE Bullish % Index20.8465.672.5044.83





Credit Data12/31/201812/20/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.89%0.18%5.09%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.49%-0.01%-14.08%
Invest. Gr. to 10 yr T-Note Spread (x 10)6097080910