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% |
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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 |
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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 |