Market Index/Data | 12/31/2019 | 6/26/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 25,015.55 | -855.91 | -12.34% |
S&P 500 Index | 3,230.78 | 3,009.05 | -88.69 | -6.86% |
Fed Funds Rate | 1.55% | 0.08% | -0.01% | -94.84% |
10 yr T-note Yld | 1.92% | 0.64% | -0.06% | -66.67% |
5 yr T-note Yld | 1.69% | 0.30% | -0.03% | -82.25% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.81% | -0.08% | |
Implied 5 yr Inflation % | 1.68% | 1.11% | 0.05% | -33.93% |
2 yr T-note Yld | 1.58% | 0.17% | -0.02% | -89.24% |
2-10 Yr Slope | 0.34% | 0.47% | -0.04% | 38.24% |
90 day T-bill Yld | 1.55% | 0.14% | -0.01% | -90.97% |
Gold ($/oz) | $1,523.10 | $1,780.30 | $27.30 | 16.89% |
WTI Oil ($/brl) | $61.06 | $38.49 | -$1.34 | -36.96% |
VIX "Worry Index" | 13.78 | 34.73 | -0.39 | 152.03% |
NYSE Bullish % Index | 67.47 | 53.72 | -17.25 | -13.75 |
Credit Data | 12/31/2019 | 6/26/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.46% | 0.00% | -14.88% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.78% | 0.12% | -2.20% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1820 | 60 | 850 |
Friday, June 26, 2020
Friday, June 19, 2020
Market Data: Week Ending June 19, 2020
Market Index/Data | 12/31/2019 | 6/19/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 25,871.46 | 265.92 | -9.35% |
S&P 500 Index | 3,230.78 | 3,097.74 | 56.43 | -4.12% |
Fed Funds Rate | 1.55% | 0.09% | 0.01% | -94.19% |
10 yr T-note Yld | 1.92% | 0.70% | -0.01% | -63.54% |
5 yr T-note Yld | 1.69% | 0.33% | 0.00% | -80.47% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.73% | -0.11% | |
Implied 5 yr Inflation % | 1.68% | 1.06% | 0.11% | -36.90% |
2 yr T-note Yld | 1.58% | 0.19% | 0.00% | -87.97% |
2-10 Yr Slope | 0.34% | 0.51% | -0.01% | 50.00% |
90 day T-bill Yld | 1.55% | 0.15% | -0.01% | -90.32% |
Gold ($/oz) | $1,523.10 | $1,753.00 | $15.70 | 15.09% |
WTI Oil ($/brl) | $61.06 | $39.83 | $3.47 | -34.77% |
VIX "Worry Index" | 13.78 | 35.12 | -0.97 | 154.86% |
NYSE Bullish % Index | 67.47 | 70.97 | -0.51 | 3.50 |
Credit Data | 12/31/2019 | 6/19/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.46% | -0.01% | -14.88% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.66% | -0.04% | -4.23% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1760 | 0 | 790 |
Friday, June 12, 2020
Market Data: Week Ending June 12, 2020
Market Index/Data | 12/31/2019 | 6/12/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 25,605.54 | -1,505.44 | -10.28% |
S&P 500 Index | 3,230.78 | 3,041.31 | -152.62 | -5.86% |
Fed Funds Rate | 1.55% | 0.08% | 0.02% | -94.84% |
10 yr T-note Yld | 1.92% | 0.71% | -0.20% | -63.02% |
5 yr T-note Yld | 1.69% | 0.33% | -0.14% | -80.47% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.62% | -0.14% | |
Implied 5 yr Inflation % | 1.68% | 0.95% | 0.00% | -43.45% |
2 yr T-note Yld | 1.58% | 0.19% | -0.03% | -87.97% |
2-10 Yr Slope | 0.34% | 0.52% | -0.17% | 52.94% |
90 day T-bill Yld | 1.55% | 0.16% | 0.01% | -89.68% |
Gold ($/oz) | $1,523.10 | $1,737.30 | $54.30 | 14.06% |
WTI Oil ($/brl) | $61.06 | $36.36 | -$3.19 | -40.45% |
VIX "Worry Index" | 13.78 | 36.09 | 11.57 | 161.90% |
NYSE Bullish % Index | 67.47 | 71.48 | -9.76 | 4.01 |
Credit Data | 12/31/2019 | 6/12/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.47% | -0.01% | -14.53% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.70% | 0.13% | -3.55% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1760 | 190 | 790 |
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