Friday, February 14, 2020

Market Data: Week Ending February 14, 2020

Market Index/Data12/31/20192/14/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,298.08195.572.66%
S&P 500 Index3,230.783,380.1652.454.62%
Fed Funds Rate1.55%1.58%-0.01%1.94%
10 yr T-note Yld1.92%1.59%0.00%-17.19%
5 yr T-note Yld1.69%1.42%0.01%-15.98%
5 yr TIPS - 'Real' Yld0.01%-0.22%-0.02%-2300.00%
Implied 5 yr Inflation %1.68%1.64%0.03%-2.38%
2 yr T-note Yld1.58%1.42%0.01%-10.13%
2-10 Yr Slope0.34%0.17%-0.01%-50.00%
90 day T-bill Yld1.55%1.58%0.02%1.94%
Gold ($/oz)$1,523.10$1,586.40$13.004.16%
WTI Oil ($/brl)$61.06$52.05$1.73-14.76%
VIX "Worry Index"13.7813.68-1.79-0.73%
NYSE Bullish % Index67.4762.730.63-4.74





Credit Data12/31/20192/14/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.63%-0.01%-9.00%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.38%-0.03%-8.97%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701040-1070