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% |
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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 |
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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 |