Friday, June 12, 2020

Market Data: Week Ending June 12, 2020

Market Index/Data12/31/20196/12/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4425,605.54-1,505.44-10.28%
S&P 500 Index3,230.783,041.31-152.62-5.86%
Fed Funds Rate1.55%0.08%0.02%-94.84%
10 yr T-note Yld1.92%0.71%-0.20%-63.02%
5 yr T-note Yld1.69%0.33%-0.14%-80.47%
5 yr TIPS - 'Real' Yld0.01%-0.62%-0.14%
Implied 5 yr Inflation %1.68%0.95%0.00%-43.45%
2 yr T-note Yld1.58%0.19%-0.03%-87.97%
2-10 Yr Slope0.34%0.52%-0.17%52.94%
90 day T-bill Yld1.55%0.16%0.01%-89.68%
Gold ($/oz)$1,523.10$1,737.30$54.3014.06%
WTI Oil ($/brl)$61.06$36.36-$3.19-40.45%
VIX "Worry Index"13.7836.0911.57161.90%
NYSE Bullish % Index67.4771.48-9.764.01





Credit Data12/31/2019  6/12/2020Week ChangeSimple 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)9701760190790