Saturday, June 6, 2020

Market Data: Week Ending June 5, 2020

Market Index/Data12/31/20196/5/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,110.981,727.87-5.00%
S&P 500 Index3,230.783,193.93149.62-1.14%
Fed Funds Rate1.55%0.06%0.01%-96.13%
10 yr T-note Yld1.92%0.91%0.26%-52.60%
5 yr T-note Yld1.69%0.47%0.17%-72.19%
5 yr TIPS - 'Real' Yld0.01%-0.48%0.05%
Implied 5 yr Inflation %1.68%0.95%0.12%-43.45%
2 yr T-note Yld1.58%0.22%0.06%-86.08%
2-10 Yr Slope0.34%0.69%0.20%102.94%
90 day T-bill Yld1.55%0.15%0.01%-90.32%
Gold ($/oz)$1,523.10$1,683.00-$68.7010.50%
WTI Oil ($/brl)$61.06$39.55$4.06-35.23%
VIX "Worry Index"13.7824.52-2.9977.94%
NYSE Bullish % Index67.4781.2413.3813.77





Credit Data12/31/2019   6/5/2020Week ChangeSimple 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)9701570-280600