Market Index/Data | 12/31/2019 | 3/27/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 21,636.78 | 2,462.80 | -24.18% |
S&P 500 Index | 3,230.78 | 2,541.47 | 236.55 | -21.34% |
Fed Funds Rate | 1.55% | 0.10% | -0.10% | -93.55% |
10 yr T-note Yld | 1.92% | 0.72% | -0.20% | -62.50% |
5 yr T-note Yld | 1.69% | 0.41% | -0.11% | -75.74% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.13% | -0.34% |
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Implied 5 yr Inflation % | 1.68% | 0.54% | 0.23% | -67.86% |
2 yr T-note Yld | 1.58% | 0.25% | -0.12% | -84.18% |
2-10 Yr Slope | 0.34% | 0.47% | -0.08% | 38.24% |
90 day T-bill Yld | 1.55% | 0.03% | -0.02% | -98.06% |
Gold ($/oz) | $1,523.10 | $1,654.10 | $169.50 | 8.60% |
WTI Oil ($/brl) | $61.06 | $21.51 | -$1.12 | -64.77% |
VIX "Worry Index" | 13.78 | 65.54 | -0.50 | 375.62% |
NYSE Bullish % Index | 67.47 | 50.81 | 39.06 | -16.66 |
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Credit Data | 12/31/2019 | 3/27/2020 | Week Change | Simple 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) | 970 | 1860 | 70 | 890 |