Market Index/Data | 12/31/2019 | 4/24/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 23,775.27 | -467.22 | -16.69% |
S&P 500 Index | 3,230.78 | 2,836.74 | -37.82 | -12.20% |
Fed Funds Rate | 1.55% | 0.04% | -0.01% | -97.42% |
10 yr T-note Yld | 1.92% | 0.60% | -0.05% | -68.75% |
5 yr T-note Yld | 1.69% | 0.36% | 0.00% | -78.70% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.36% | -0.05% | |
Implied 5 yr Inflation % | 1.68% | 0.72% | 0.05% | -57.14% |
2 yr T-note Yld | 1.58% | 0.22% | 0.02% | -86.08% |
2-10 Yr Slope | 0.34% | 0.38% | -0.07% | 11.76% |
90 day T-bill Yld | 1.55% | 0.12% | 0.00% | -92.26% |
Gold ($/oz) | $1,523.10 | $1,735.60 | $36.80 | 13.95% |
WTI Oil ($/brl) | $61.06 | $16.94 | -$8.09 | -72.26% |
VIX "Worry Index" | 13.78 | 35.93 | -2.22 | 160.74% |
NYSE Bullish % Index | 67.47 | 56.18 | -4.13 | -11.29 |
Credit Data | 12/31/2019 | 4/24/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.53% | 0.00% | -12.46% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 6.06% | 0.21% | 2.54% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1930 | 50 | 960 |
Friday, April 24, 2020
Friday, April 17, 2020
Market Data: Week Ending April 17, 2020
Market Index/Data | 12/31/2019 | 4/17/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 24,242.49 | 523.12 | -15.05% |
S&P 500 Index | 3,230.78 | 2,874.56 | 84.74 | -11.03% |
Fed Funds Rate | 1.55% | 0.05% | 0.00% | -96.77% |
10 yr T-note Yld | 1.92% | 0.65% | -0.08% | -66.15% |
5 yr T-note Yld | 1.69% | 0.36% | -0.05% | -78.70% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.31% | 0.18% | |
Implied 5 yr Inflation % | 1.68% | 0.67% | -0.23% | -60.12% |
2 yr T-note Yld | 1.58% | 0.20% | -0.03% | -87.34% |
2-10 Yr Slope | 0.34% | 0.45% | -0.05% | 32.35% |
90 day T-bill Yld | 1.55% | 0.12% | -0.13% | -92.26% |
Gold ($/oz) | $1,523.10 | $1,698.80 | -$54.00 | 11.54% |
WTI Oil ($/brl) | $61.06 | $25.03 | $2.27 | -59.01% |
VIX "Worry Index" | 13.78 | 38.15 | -3.52 | 176.85% |
NYSE Bullish % Index | 67.47 | 60.31 | -7.92 | -7.16 |
Credit Data | 12/31/2019 | 4/17/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.53% | 0.00% | -12.46% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.85% | 0.09% | -1.02% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1880 | 80 | 910 |
Friday, April 10, 2020
Market Data: Week Ending April 10, 2020
Market Index/Data | 12/31/2019 | 4/10/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 23,719.37 | 2,666.84 | -16.89% |
S&P 500 Index | 3,230.78 | 2,789.82 | 301.17 | -13.65% |
Fed Funds Rate | 1.55% | 0.05% | 0.00% | -96.77% |
10 yr T-note Yld | 1.92% | 0.73% | 0.11% | -61.98% |
5 yr T-note Yld | 1.69% | 0.41% | 0.02% | -75.74% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.49% | -0.10% | |
Implied 5 yr Inflation % | 1.68% | 0.90% | 0.12% | -46.43% |
2 yr T-note Yld | 1.58% | 0.23% | 0.00% | -85.44% |
2-10 Yr Slope | 0.34% | 0.50% | 0.11% | 47.06% |
90 day T-bill Yld | 1.55% | 0.25% | 0.15% | -83.87% |
Gold ($/oz) | $1,523.10 | $1,752.80 | $107.10 | 15.08% |
WTI Oil ($/brl) | $61.06 | $22.76 | -$5.58 | -62.73% |
VIX "Worry Index" | 13.78 | 41.67 | -5.13 | 202.39% |
NYSE Bullish % Index | 67.47 | 68.23 | 30.78 | 0.76 |
Credit Data | 12/31/2019 | 4/10/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.53% | -0.05% | -12.46% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.76% | -0.71% | -2.54% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1800 | -160 | 830 |
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