Friday, March 27, 2020

Market Data: Week Ending March 27, 2020

Market Index/Data12/31/20193/27/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4421,636.782,462.80-24.18%
S&P 500 Index3,230.782,541.47236.55-21.34%
Fed Funds Rate1.55%0.10%-0.10%-93.55%
10 yr T-note Yld1.92%0.72%-0.20%-62.50%
5 yr T-note Yld1.69%0.41%-0.11%-75.74%
5 yr TIPS - 'Real' Yld0.01%-0.13%-0.34%
Implied 5 yr Inflation %1.68%0.54%0.23%-67.86%
2 yr T-note Yld1.58%0.25%-0.12%-84.18%
2-10 Yr Slope0.34%0.47%-0.08%38.24%
90 day T-bill Yld1.55%0.03%-0.02%-98.06%
Gold ($/oz)$1,523.10$1,654.10$169.508.60%
WTI Oil ($/brl)$61.06$21.51-$1.12-64.77%
VIX "Worry Index"13.7865.54-0.50375.62%
NYSE Bullish % Index67.4750.8139.06-16.66





Credit Data 12/31/2019  3/27/2020Week ChangeSimple 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)970186070890