Friday, April 17, 2020

Market Data: Week Ending April 17, 2020

Market Index/Data12/31/20194/17/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4424,242.49523.12-15.05%
S&P 500 Index3,230.782,874.5684.74-11.03%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.65%-0.08%-66.15%
5 yr T-note Yld1.69%0.36%-0.05%-78.70%
5 yr TIPS - 'Real' Yld0.01%-0.31%0.18%
Implied 5 yr Inflation %1.68%0.67%-0.23%-60.12%
2 yr T-note Yld1.58%0.20%-0.03%-87.34%
2-10 Yr Slope0.34%0.45%-0.05%32.35%
90 day T-bill Yld1.55%0.12%-0.13%-92.26%
Gold ($/oz)$1,523.10$1,698.80-$54.0011.54%
WTI Oil ($/brl)$61.06$25.03$2.27-59.01%
VIX "Worry Index"13.7838.15-3.52176.85%
NYSE Bullish % Index67.4760.31-7.92-7.16





Credit Data12/31/20194/17/2020Week ChangeSimple 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)970188080910