Friday, May 15, 2020

Market Data: Week Ending May 15, 2020

Market Index/Data12/31/20195/15/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4423,685.42-645.90-17.01%
S&P 500 Index3,230.782,863.70-66.10-11.36%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.64%-0.05%-66.67%
5 yr T-note Yld1.69%0.31%-0.02%-81.66%
5 yr TIPS - 'Real' Yld0.01%-0.44%-0.03%
Implied 5 yr Inflation %1.68%0.75%0.01%-55.36%
2 yr T-note Yld1.58%0.16%0.00%-89.87%
2-10 Yr Slope0.34%0.48%-0.05%41.18%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,756.30$42.4015.31%
WTI Oil ($/brl)$61.06$29.52$3.35-51.65%
VIX "Worry Index"13.7831.893.91131.42%
NYSE Bullish % Index67.4740.38-25.98-27.09





Credit Data 12/31/2019   5/15/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.52%-0.01%-12.80%
SPDR High Yld Credit ETF Yield (JNK)5.91%6.03%0.07%2.03%
Invest. Gr. to 10 yr T-Note Spread (x 10)970188040910