Friday, February 7, 2020

Market Data: Week Ending February 7, 2020

Market Index/Data12/31/20192/7/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4429,102.51846.481.98%
S&P 500 Index3,230.783,327.71102.193.00%
Fed Funds Rate1.55%1.59%-0.01%2.58%
10 yr T-note Yld1.92%1.59%0.08%-17.19%
5 yr T-note Yld1.69%1.41%0.09%-16.57%
5 yr TIPS - 'Real' Yld0.01%-0.20%0.08%-2100.00%
Implied 5 yr Inflation %1.68%1.61%0.01%-4.17%
2 yr T-note Yld1.58%1.41%0.08%-10.76%
2-10 Yr Slope0.34%0.18%0.00%-47.06%
90 day T-bill Yld1.55%1.56%0.01%0.65%
Gold ($/oz)$1,523.10$1,573.40-$14.503.30%
WTI Oil ($/brl)$61.06$50.32-$1.24-17.59%
VIX "Worry Index"13.7815.47-3.3712.26%
NYSE Bullish % Index67.4762.1-0.27-5.37





Credit Data12/31/20192/7/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.64%-0.01%-8.65%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.41%-0.05%-8.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701050-9080