Friday, March 13, 2020

Market Data: Week Ending March 13, 2020

Market Index/Data12/31/20193/13/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,185.62-2,679.16-18.76%
S&P 500 Index3,230.782,711.02-261.35-16.09%
Fed Funds Rate1.55%1.10%0.01%-29.03%
10 yr T-note Yld1.92%0.94%0.20%-51.04%
5 yr T-note Yld1.69%0.70%0.12%-58.58%
5 yr TIPS - 'Real' Yld0.01%0.17%0.73%
Implied 5 yr Inflation %1.68%0.53%-0.61%-68.45%
2 yr T-note Yld1.58%0.49%0.00%-68.99%
2-10 Yr Slope0.34%0.45%0.20%32.35%
90 day T-bill Yld1.55%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"13.7857.8315.89319.67%
NYSE Bullish % Index67.477.38-19.06-60.09





Credit Data 12/31/2019  3/13/2020Week ChangeSimple 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)9701730-60760