Saturday, December 28, 2019

Market Data: Week Ending December 27, 2019

Market Index/Data12/31/201812/27/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3528,645.28190.1922.80%
S&P 500 Index2,506.853,240.0218.8029.25%
Fed Funds Rate2.40%1.55%0.00%-35.42%
10 yr T-note Yld2.69%1.88%-0.04%-30.11%
5 yr T-note Yld2.51%1.68%-0.05%-33.07%
5 yr TIPS - 'Real' Yld1.00%0.04%-0.02%-96.00%
Implied 5 yr Inflation %1.51%1.64%-0.03%8.61%
2 yr T-note Yld2.48%1.59%-0.04%-35.89%
2-10 Yr Slope0.21%0.29%0.00%38.10%
90 day T-bill Yld2.45%1.57%-0.01%-35.92%
Gold ($/oz)$1,281.30$1,518.10$37.2018.48%
WTI Oil ($/brl)$45.41$61.72$1.2835.92%
VIX "Worry Index"25.4213.430.92-47.17%
NYSE Bullish % Index20.8467.361.6946.52





Credit Data12/31/201812/27/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.88%-0.01%4.73%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.91%0.42%-7.51%
Invest. Gr. to 10 yr T-Note Spread (x 10)60100030940