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% |
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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 |
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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 |