Friday, January 17, 2020

Market Data: Week Ending January 17, 2020

Market Index/Data12/31/20191/17/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,348.10524.332.84%
S&P 500 Index3,230.783,329.6264.273.06%
Fed Funds Rate1.55%1.54%-0.01%-0.65%
10 yr T-note Yld1.92%1.84%0.01%-4.17%
5 yr T-note Yld1.69%1.63%0.00%-3.55%
5 yr TIPS - 'Real' Yld0.01%-0.05%-0.01%-600.00%
Implied 5 yr Inflation %1.68%1.68%0.01%0.00%
2 yr T-note Yld1.58%1.58%0.02%0.00%
2-10 Yr Slope0.34%0.26%-0.01%-23.53%
90 day T-bill Yld1.55%1.56%0.02%0.65%
Gold ($/oz)$1,523.10$1,560.30$0.202.44%
WTI Oil ($/brl)$61.06$58.58-$0.46-4.06%
VIX "Worry Index"13.7812.10-0.46-12.19%
NYSE Bullish % Index67.4769.771.672.30





Credit Data12/31/20191/17/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.69%0.00%-6.92%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.41%0.00%-8.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)970850-10-120