Friday, January 24, 2020

Market Data: Week Ending January 24, 2020

Market Index/Data12/31/20191/24/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,989.73-358.371.58%
S&P 500 Index3,230.783,295.47-34.152.00%
Fed Funds Rate1.55%1.55%0.01%0.00%
10 yr T-note Yld1.92%1.70%-0.14%-11.46%
5 yr T-note Yld1.69%1.51%-0.12%-10.65%
5 yr TIPS - 'Real' Yld0.01%-0.11%-0.06%-1200.00%
Implied 5 yr Inflation %1.68%1.62%-0.06%-3.57%
2 yr T-note Yld1.58%1.49%-0.09%-5.70%
2-10 Yr Slope0.34%0.21%-0.05%-38.24%
90 day T-bill Yld1.55%1.54%-0.02%-0.65%
Gold ($/oz)$1,523.10$1,571.90$11.603.20%
WTI Oil ($/brl)$61.06$54.19-$4.39-11.25%
VIX "Worry Index"13.7814.562.465.66%
NYSE Bullish % Index67.4768.25-1.520.78





Credit Data12/31/20191/24/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.67%-0.02%-7.61%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.45%0.04%-7.78%
Invest. Gr. to 10 yr T-Note Spread (x 10)9709701200