Friday, June 19, 2020

Market Data: Week Ending June 19, 2020

Market Index/Data12/31/20196/19/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4425,871.46265.92-9.35%
S&P 500 Index3,230.783,097.7456.43-4.12%
Fed Funds Rate1.55%0.09%0.01%-94.19%
10 yr T-note Yld1.92%0.70%-0.01%-63.54%
5 yr T-note Yld1.69%0.33%0.00%-80.47%
5 yr TIPS - 'Real' Yld0.01%-0.73%-0.11%
Implied 5 yr Inflation %1.68%1.06%0.11%-36.90%
2 yr T-note Yld1.58%0.19%0.00%-87.97%
2-10 Yr Slope0.34%0.51%-0.01%50.00%
90 day T-bill Yld1.55%0.15%-0.01%-90.32%
Gold ($/oz)$1,523.10$1,753.00$15.7015.09%
WTI Oil ($/brl)$61.06$39.83$3.47-34.77%
VIX "Worry Index"13.7835.12-0.97154.86%
NYSE Bullish % Index67.4770.97-0.513.50





Credit Data 12/31/2019  6/19/2020Week ChangeSimple 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)97017600790