Market Index/Data | 12/31/2019 | 6/5/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 27,110.98 | 1,727.87 | -5.00% |
S&P 500 Index | 3,230.78 | 3,193.93 | 149.62 | -1.14% |
Fed Funds Rate | 1.55% | 0.06% | 0.01% | -96.13% |
10 yr T-note Yld | 1.92% | 0.91% | 0.26% | -52.60% |
5 yr T-note Yld | 1.69% | 0.47% | 0.17% | -72.19% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.48% | 0.05% |
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Implied 5 yr Inflation % | 1.68% | 0.95% | 0.12% | -43.45% |
2 yr T-note Yld | 1.58% | 0.22% | 0.06% | -86.08% |
2-10 Yr Slope | 0.34% | 0.69% | 0.20% | 102.94% |
90 day T-bill Yld | 1.55% | 0.15% | 0.01% | -90.32% |
Gold ($/oz) | $1,523.10 | $1,683.00 | -$68.70 | 10.50% |
WTI Oil ($/brl) | $61.06 | $39.55 | $4.06 | -35.23% |
VIX "Worry Index" | 13.78 | 24.52 | -2.99 | 77.94% |
NYSE Bullish % Index | 67.47 | 81.24 | 13.38 | 13.77 |
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Credit Data | 12/31/2019 | 6/5/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.48% | -0.02% | -14.19% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.57% | -0.18% | -5.75% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1570 | -280 | 600 |