Friday, June 26, 2020

Market Data: Week Ending June 26, 2020

Market Index/Data12/31/20196/26/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4425,015.55-855.91-12.34%
S&P 500 Index3,230.783,009.05-88.69-6.86%
Fed Funds Rate1.55%0.08%-0.01%-94.84%
10 yr T-note Yld1.92%0.64%-0.06%-66.67%
5 yr T-note Yld1.69%0.30%-0.03%-82.25%
5 yr TIPS - 'Real' Yld0.01%-0.81%-0.08%
Implied 5 yr Inflation %1.68%1.11%0.05%-33.93%
2 yr T-note Yld1.58%0.17%-0.02%-89.24%
2-10 Yr Slope0.34%0.47%-0.04%38.24%
90 day T-bill Yld1.55%0.14%-0.01%-90.97%
Gold ($/oz)$1,523.10$1,780.30$27.3016.89%
WTI Oil ($/brl)$61.06$38.49-$1.34-36.96%
VIX "Worry Index"13.7834.73-0.39152.03%
NYSE Bullish % Index67.4753.72-17.25-13.75





Credit Data 12/31/2019  6/26/2020Week ChangeSimple 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)970182060850