Friday, May 8, 2020

Market Data: Week Ending May 8, 2020

Market Index/Data12/31/20195/8/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4424,331.32607.63-14.74%
S&P 500 Index3,230.782,929.8099.09-9.32%
Fed Funds Rate1.55%0.05%0.00%-96.77%
10 yr T-note Yld1.92%0.69%0.05%-64.06%
5 yr T-note Yld1.69%0.33%-0.03%-80.47%
5 yr TIPS - 'Real' Yld0.01%-0.41%-0.09%
Implied 5 yr Inflation %1.68%0.74%0.06%-55.95%
2 yr T-note Yld1.58%0.16%-0.04%-89.87%
2-10 Yr Slope0.34%0.53%0.09%55.88%
90 day T-bill Yld1.55%0.12%0.00%-92.26%
Gold ($/oz)$1,523.10$1,713.90$13.0012.53%
WTI Oil ($/brl)$61.06$26.17$6.39-57.14%
VIX "Worry Index"13.7827.98-9.21103.05%
NYSE Bullish % Index67.4766.36-3.49-1.11





Credit Data 12/31/2019   5/8/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.53%-0.01%-12.46%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.96%-0.08%0.85%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701840-60870