Friday, March 20, 2020

Market Data: Week Ending March 20, 2020

Market Index/Data12/31/20193/20/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4419,173.98-4,011.64-32.81%
S&P 500 Index3,230.782,304.92-406.10-28.66%
Fed Funds Rate1.55%0.20%-0.90%-87.10%
10 yr T-note Yld1.92%0.92%-0.02%-52.08%
5 yr T-note Yld1.69%0.52%-0.18%-69.23%
5 yr TIPS - 'Real' Yld0.01%0.21%0.04%
Implied 5 yr Inflation %1.68%0.31%-0.22%-81.55%
2 yr T-note Yld1.58%0.37%-0.12%-76.58%
2-10 Yr Slope0.34%0.55%0.10%61.76%
90 day T-bill Yld1.55%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"13.7866.048.21379.25%
NYSE Bullish % Index67.4711.754.37-55.72





Credit Data 12/31/2019  3/20/2020Week ChangeSimple 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)970179060820