Market Index/Data | 12/31/2019 | 7/24/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 26,469.89 | -202.06 | -7.25% |
S&P 500 Index | 3,230.78 | 3,215.63 | -9.10 | -0.47% |
Fed Funds Rate | 1.55% | 0.09% | -0.01% | -94.19% |
10 yr T-note Yld | 1.92% | 0.59% | -0.05% | -69.27% |
5 yr T-note Yld | 1.69% | 0.27% | -0.02% | -84.02% |
5 yr TIPS - 'Real' Yld | 0.01% | -1.08% | -0.02% | |
Implied 5 yr Inflation % | 1.68% | 1.35% | 0.00% | -19.64% |
2 yr T-note Yld | 1.58% | 0.14% | 0.00% | -91.14% |
2-10 Yr Slope | 0.34% | 0.45% | -0.05% | 32.35% |
90 day T-bill Yld | 1.55% | 0.11% | 0.00% | -92.90% |
Gold ($/oz) | $1,523.10 | $1,897.50 | $87.50 | 24.58% |
WTI Oil ($/brl) | $61.06 | $41.29 | $0.54 | -32.38% |
VIX "Worry Index" | 13.78 | 25.84 | 0.16 | 87.52% |
NYSE Bullish % Index | 67.47 | 66.56 | 3.55 | -0.91 |
Credit Data | 12/31/2019 | 7/24/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.41% | 0.00% | -16.61% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.55% | -0.07% | -6.09% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1820 | 50 | 850 |
Saturday, July 25, 2020
Friday, July 17, 2020
Market Data: Week Ending July 17, 2020
Market Index/Data | 12/31/2019 | 7/17/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 26,671.95 | 596.65 | -6.54% |
S&P 500 Index | 3,230.78 | 3,224.73 | 39.69 | -0.19% |
Fed Funds Rate | 1.55% | 0.10% | 0.01% | -93.55% |
10 yr T-note Yld | 1.92% | 0.64% | -0.01% | -66.67% |
5 yr T-note Yld | 1.69% | 0.29% | -0.01% | -82.84% |
5 yr TIPS - 'Real' Yld | 0.01% | -1.06% | -0.11% | |
Implied 5 yr Inflation % | 1.68% | 1.35% | 0.10% | -19.64% |
2 yr T-note Yld | 1.58% | 0.14% | -0.02% | -91.14% |
2-10 Yr Slope | 0.34% | 0.50% | 0.01% | 47.06% |
90 day T-bill Yld | 1.55% | 0.11% | -0.02% | -92.90% |
Gold ($/oz) | $1,523.10 | $1,810.00 | $8.10 | 18.84% |
WTI Oil ($/brl) | $61.06 | $40.75 | $0.20 | -33.26% |
VIX "Worry Index" | 13.78 | 25.68 | -1.61 | 86.36% |
NYSE Bullish % Index | 67.47 | 63.01 | 9.32 | -4.46 |
Credit Data | 12/31/2019 | 7/17/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.41% | -0.01% | -16.61% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.62% | -0.09% | -4.91% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1770 | 0 | 800 |
Saturday, July 11, 2020
Market Data: Week Ending July 10, 2020
Market Index/Data | 12/31/2019 | 7/10/2020 | Week Change | Simple YTD |
Dow Industrials Avg | 28,538.44 | 26,075.30 | 247.94 | -8.63% |
S&P 500 Index | 3,230.78 | 3,185.04 | 55.03 | -1.42% |
Fed Funds Rate | 1.55% | 0.09% | 0.01% | -94.19% |
10 yr T-note Yld | 1.92% | 0.65% | -0.03% | -66.15% |
5 yr T-note Yld | 1.69% | 0.30% | 0.01% | -82.25% |
5 yr TIPS - 'Real' Yld | 0.01% | -0.95% | -0.03% | |
Implied 5 yr Inflation % | 1.68% | 1.25% | 0.04% | -25.60% |
2 yr T-note Yld | 1.58% | 0.16% | 0.00% | -89.87% |
2-10 Yr Slope | 0.34% | 0.49% | -0.03% | 44.12% |
90 day T-bill Yld | 1.55% | 0.13% | -0.01% | -91.61% |
Gold ($/oz) | $1,523.10 | $1,801.90 | $11.90 | 18.30% |
WTI Oil ($/brl) | $61.06 | $40.55 | -$0.10 | -33.59% |
VIX "Worry Index" | 13.78 | 27.29 | -0.39 | 98.04% |
NYSE Bullish % Index | 67.47 | 53.69 | -3.39 | -13.78 |
Credit Data | 12/31/2019 | 7/10/2020 | Week Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.89% | 2.42% | -0.01% | -16.26% |
SPDR High Yld Credit ETF Yield (JNK) | 5.91% | 5.71% | -0.02% | -3.38% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | 970 | 1770 | 20 | 800 |
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