Saturday, July 25, 2020

Market Data: Week Ending July 24, 2020

Market Index/Data12/31/20197/24/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4426,469.89-202.06-7.25%
S&P 500 Index3,230.783,215.63-9.10-0.47%
Fed Funds Rate1.55%0.09%-0.01%-94.19%
10 yr T-note Yld1.92%0.59%-0.05%-69.27%
5 yr T-note Yld1.69%0.27%-0.02%-84.02%
5 yr TIPS - 'Real' Yld0.01%-1.08%-0.02%
Implied 5 yr Inflation %1.68%1.35%0.00%-19.64%
2 yr T-note Yld1.58%0.14%0.00%-91.14%
2-10 Yr Slope0.34%0.45%-0.05%32.35%
90 day T-bill Yld1.55%0.11%0.00%-92.90%
Gold ($/oz)$1,523.10$1,897.50$87.5024.58%
WTI Oil ($/brl)$61.06$41.29$0.54-32.38%
VIX "Worry Index"13.7825.840.1687.52%
NYSE Bullish % Index67.4766.563.55-0.91





Credit Data 12/31/2019   7/24/2020Week ChangeSimple 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)970182050850