Friday, January 10, 2020

Market Data: Week Ending January 10, 2020

Market Index/Data12/31/20191/10/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,823.77285.331.00%
S&P 500 Index3,230.783,265.3534.571.07%
Fed Funds Rate1.55%1.55%0.00%0.00%
10 yr T-note Yld1.92%1.83%-0.09%-4.69%
5 yr T-note Yld1.69%1.63%-0.06%-3.55%
5 yr TIPS - 'Real' Yld0.01%-0.04%-0.05%-500.00%
Implied 5 yr Inflation %1.68%1.67%-0.01%-0.60%
2 yr T-note Yld1.58%1.56%-0.02%-1.27%
2-10 Yr Slope0.34%0.27%-0.07%-20.59%
90 day T-bill Yld1.55%1.54%-0.01%-0.65%
Gold ($/oz)$1,523.10$1,560.10$37.002.43%
WTI Oil ($/brl)$61.06$59.04-$2.02-3.31%
VIX "Worry Index"13.7812.56-1.22-8.85%
NYSE Bullish % Index67.4768.10.630.63





Credit Data12/31/20191/10/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.69%-0.20%-6.92%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.41%-0.50%-8.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)970860-110-110