Friday, March 6, 2020

Market Data: Week Ending March 6, 2020

Market Index/Data12/31/20193/6/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4425,864.78455.42-9.37%
S&P 500 Index3,230.782,972.3718.15-8.00%
Fed Funds Rate1.55%1.09%-0.49%-29.68%
10 yr T-note Yld1.92%0.74%-0.39%-61.46%
5 yr T-note Yld1.69%0.58%-0.31%-65.68%
5 yr TIPS - 'Real' Yld0.01%-0.56%-0.12%
Implied 5 yr Inflation %1.68%1.14%-0.19%-32.14%
2 yr T-note Yld1.58%0.49%-0.37%-68.99%
2-10 Yr Slope0.34%0.25%-0.02%-26.47%
90 day T-bill Yld1.55%0.45%-0.82%-70.97%
Gold ($/oz)$1,523.10$1,672.40$105.709.80%
WTI Oil ($/brl)$61.06$41.28-$3.48-32.39%
VIX "Worry Index"13.7841.941.83204.35%
NYSE Bullish % Index67.4726.44-3.39-41.03





Credit Data 12/31/2019    3/6/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.53%-0.06%-12.46%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.59%0.05%-5.41%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701790330820