Friday, May 22, 2020

Market Data: Week Ending May 22, 2020

Market Index/Data12/31/20195/22/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4424,465.16779.74-14.27%
S&P 500 Index3,230.782,955.4591.75-8.52%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.66%0.02%-65.63%
5 yr T-note Yld1.69%0.34%0.03%-79.88%
5 yr TIPS - 'Real' Yld0.01%-0.46%-0.02%
Implied 5 yr Inflation %1.68%0.80%0.05%-52.38%
2 yr T-note Yld1.58%0.17%0.01%-89.24%
2-10 Yr Slope0.34%0.49%0.01%44.12%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,735.50-$20.8013.95%
WTI Oil ($/brl)$61.06$33.25$3.73-45.55%
VIX "Worry Index"13.7828.16-3.73104.35%
NYSE Bullish % Index67.4753.8113.43-13.66





Credit Data 12/31/2019  5/22/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.51%-0.01%-13.15%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.84%-0.19%-1.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701850-30880