Market Index/Data | 12/31/2019 | 3/27/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 21,636.78 | 2,462.80 | -24.18% |
S&P 500 Index | 3,230.78 | 2,541.47 | 236.55 | -21.34% |
Fed Funds Rate | 1.55% | 0.10% | -0.10% | -93.55% |
10 yr T-note Yld | 1.92% | 0.72% | -0.20% | -62.50% |
5 yr T-note Yld | 1.69% | 0.41% | -0.11% | -75.74% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.13% | -0.34% | |
Implied 5 yr Inflation % | 1.68% | 0.54% | 0.23% | -67.86% |
2 yr T-note Yld | 1.58% | 0.25% | -0.12% | -84.18% |
2-10 Yr Slope | 0.34% | 0.47% | -0.08% | 38.24% |
90 day T-bill Yld | 1.55% | 0.03% | -0.02% | -98.06% |
Gold ($/oz) | $1,523.10 | $1,654.10 | $169.50 | 8.60% |
WTI Oil ($/brl) | $61.06 | $21.51 | -$1.12 | -64.77% |
VIX "Worry Index" | 13.78 | 65.54 | -0.50 | 375.62% |
NYSE Bullish % Index | 67.47 | 50.81 | 39.06 | -16.66 |
Credit Data | 12/31/2019 | 3/27/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.58% | -0.13% | -10.73% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 6.26% | -0.59% | 5.92% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1860 | 70 | 890 |
Friday, March 27, 2020
Friday, March 20, 2020
Market Data: Week Ending March 20, 2020
Market Index/Data | 12/31/2019 | 3/20/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 19,173.98 | -4,011.64 | -32.81% |
S&P 500 Index | 3,230.78 | 2,304.92 | -406.10 | -28.66% |
Fed Funds Rate | 1.55% | 0.20% | -0.90% | -87.10% |
10 yr T-note Yld | 1.92% | 0.92% | -0.02% | -52.08% |
5 yr T-note Yld | 1.69% | 0.52% | -0.18% | -69.23% |
5 yr TIPS - 'Real' Yld | 0.01% | 0.21% | 0.04% | |
Implied 5 yr Inflation % | 1.68% | 0.31% | -0.22% | -81.55% |
2 yr T-note Yld | 1.58% | 0.37% | -0.12% | -76.58% |
2-10 Yr Slope | 0.34% | 0.55% | 0.10% | 61.76% |
90 day T-bill Yld | 1.55% | 0.05% | -0.23% | -96.77% |
Gold ($/oz) | $1,523.10 | $1,484.60 | -$32.10 | -2.53% |
WTI Oil ($/brl) | $61.06 | $22.63 | -$9.10 | -62.94% |
VIX "Worry Index" | 13.78 | 66.04 | 8.21 | 379.25% |
NYSE Bullish % Index | 67.47 | 11.75 | 4.37 | -55.72 |
Credit Data | 12/31/2019 | 3/20/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.71% | 0.04% | -6.23% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 6.85% | 0.88% | 15.91% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1790 | 60 | 820 |
Friday, March 13, 2020
Market Data: Week Ending March 13, 2020
Market Index/Data | 12/31/2019 | 3/13/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 23,185.62 | -2,679.16 | -18.76% |
S&P 500 Index | 3,230.78 | 2,711.02 | -261.35 | -16.09% |
Fed Funds Rate | 1.55% | 1.10% | 0.01% | -29.03% |
10 yr T-note Yld | 1.92% | 0.94% | 0.20% | -51.04% |
5 yr T-note Yld | 1.69% | 0.70% | 0.12% | -58.58% |
5 yr TIPS - 'Real' Yld | 0.01% | 0.17% | 0.73% | |
Implied 5 yr Inflation % | 1.68% | 0.53% | -0.61% | -68.45% |
2 yr T-note Yld | 1.58% | 0.49% | 0.00% | -68.99% |
2-10 Yr Slope | 0.34% | 0.45% | 0.20% | 32.35% |
90 day T-bill Yld | 1.55% | 0.28% | -0.17% | -81.94% |
Gold ($/oz) | $1,523.10 | $1,516.70 | -$155.70 | -0.42% |
WTI Oil ($/brl) | $61.06 | $31.73 | -$9.55 | -48.03% |
VIX "Worry Index" | 13.78 | 57.83 | 15.89 | 319.67% |
NYSE Bullish % Index | 67.47 | 7.38 | -19.06 | -60.09 |
Credit Data | 12/31/2019 | 3/13/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.67% | 0.14% | -7.61% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.97% | 0.38% | 1.02% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1730 | -60 | 760 |
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