Friday, August 14, 2020

Market Data: Week Ending August 14, 2020

Market Index/Data12/31/20198/14/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,931.021,497.54-2.13%
S&P 500 Index3,230.783,372.85121.574.40%
Fed Funds Rate1.55%0.10%0.00%-93.55%
10 yr T-note Yld1.92%0.71%0.14%-63.02%
5 yr T-note Yld1.69%0.29%0.06%-82.84%
5 yr TIPS - 'Real' Yld0.01%-1.24%0.03%
Implied 5 yr Inflation %1.68%1.53%0.03%-8.93%
2 yr T-note Yld1.58%0.14%0.01%-91.14%
2-10 Yr Slope0.34%0.57%0.13%67.65%
90 day T-bill Yld1.55%0.10%0.00%-93.55%
Gold ($/oz)$1,523.10$1,949.80-$78.2028.02%
WTI Oil ($/brl)$61.06$42.01$0.79-31.20%
VIX "Worry Index"13.7822.05-0.1660.01%
NYSE Bullish % Index67.4773.24.615.73





Credit Data 12/31/2019   8/14/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.38%0.02%-17.65%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.55%0.08%-6.09%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701670-120700