Friday, February 21, 2020

Market Data: Week Ending February 21, 2020

Market Index/Data12/31/20192/21/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,992.41-305.671.59%
S&P 500 Index3,230.783,337.75-42.413.31%
Fed Funds Rate1.55%1.59%0.01%2.58%
10 yr T-note Yld1.92%1.46%-0.13%-23.96%
5 yr T-note Yld1.69%1.30%-0.12%-23.08%
5 yr TIPS - 'Real' Yld0.01%-0.30%-0.08%-3100.00%
Implied 5 yr Inflation %1.68%1.60%-0.04%-4.76%
2 yr T-note Yld1.58%1.34%-0.08%-15.19%
2-10 Yr Slope0.34%0.12%-0.05%-64.71%
90 day T-bill Yld1.55%1.56%-0.02%0.65%
Gold ($/oz)$1,523.10$1,648.80$62.408.25%
WTI Oil ($/brl)$61.06$53.38$1.33-12.58%
VIX "Worry Index"13.7817.083.4023.95%
NYSE Bullish % Index67.4762.32-0.41-5.15





Credit Data12/31/20192/21/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.62%-0.01%-9.34%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.39%0.01%-8.80%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701160120190