Friday, August 21, 2020

Market Data: Week Ending August 21, 2020

Market Index/Data12/31/20198/21/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,930.33-0.69-2.13%
S&P 500 Index3,230.783,397.1624.315.15%
Fed Funds Rate1.55%0.09%-0.01%-94.19%
10 yr T-note Yld1.92%0.64%-0.07%-66.67%
5 yr T-note Yld1.69%0.27%-0.02%-84.02%
5 yr TIPS - 'Real' Yld0.01%-1.25%-0.01%
Implied 5 yr Inflation %1.68%1.52%-0.01%-9.52%
2 yr T-note Yld1.58%0.16%0.02%-89.87%
2-10 Yr Slope0.34%0.48%-0.09%41.18%
90 day T-bill Yld1.55%0.10%0.00%-93.55%
Gold ($/oz)$1,523.10$1,947.00-$2.8027.83%
WTI Oil ($/brl)$61.06$42.34$0.33-30.66%
VIX "Worry Index"13.7822.540.4963.57%
NYSE Bullish % Index67.4770.61-2.593.14





Credit Data 12/31/2019   8/21/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.37%-0.01%-17.99%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.51%-0.04%-6.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)970173060760