Friday, December 6, 2019

Market Data: Week Ending December 6, 2019

Market Index/Data12/31/201812/6/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3528,015.06-36.3520.10%
S&P 500 Index2,506.853,145.914.9325.49%
Fed Funds Rate2.40%1.55%0.00%-35.42%
10 yr T-note Yld2.69%1.84%0.06%-31.60%
5 yr T-note Yld2.51%1.67%0.05%-33.47%
5 yr TIPS - 'Real' Yld1.00%0.08%-0.04%-92.00%
Implied 5 yr Inflation %1.51%1.59%0.09%5.30%
2 yr T-note Yld2.48%1.61%0.00%-35.08%
2-10 Yr Slope0.21%0.23%0.06%9.52%
90 day T-bill Yld2.45%1.53%-0.06%-37.55%
Gold ($/oz)$1,281.30$1,465.10-$7.6014.34%
WTI Oil ($/brl)$45.41$59.20$4.0330.37%
VIX "Worry Index"25.4213.621.00-46.42%
NYSE Bullish % Index20.8461.47-0.5440.63





Credit Data12/31/201812/6/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.72%0.01%-1.09%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.55%0.00%-13.15%
Invest. Gr. to 10 yr T-Note Spread (x 10)60880-60820