Friday, July 17, 2020

Market Data: Week Ending July 17, 2020

Market Index/Data12/31/20197/17/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4426,671.95596.65-6.54%
S&P 500 Index3,230.783,224.7339.69-0.19%
Fed Funds Rate1.55%0.10%0.01%-93.55%
10 yr T-note Yld1.92%0.64%-0.01%-66.67%
5 yr T-note Yld1.69%0.29%-0.01%-82.84%
5 yr TIPS - 'Real' Yld0.01%-1.06%-0.11%
Implied 5 yr Inflation %1.68%1.35%0.10%-19.64%
2 yr T-note Yld1.58%0.14%-0.02%-91.14%
2-10 Yr Slope0.34%0.50%0.01%47.06%
90 day T-bill Yld1.55%0.11%-0.02%-92.90%
Gold ($/oz)$1,523.10$1,810.00$8.1018.84%
WTI Oil ($/brl)$61.06$40.75$0.20-33.26%
VIX "Worry Index"13.7825.68-1.6186.36%
NYSE Bullish % Index67.4763.019.32-4.46





Credit Data 12/31/2019   7/17/2020Week ChangeSimple 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)97017700800