Saturday, August 8, 2020

Market Data: Week Ending August 7, 2020

Market Index/Data12/31/20198/7/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4426,433.485.16-7.38%
S&P 500 Index3,230.783,251.28-19.840.63%
Fed Funds Rate1.55%0.10%0.00%-93.55%
10 yr T-note Yld1.92%0.57%0.02%-70.31%
5 yr T-note Yld1.69%0.23%0.02%-86.39%
5 yr TIPS - 'Real' Yld0.01%-1.27%-0.08%
Implied 5 yr Inflation %1.68%1.50%0.10%-10.71%
2 yr T-note Yld1.58%0.13%0.02%-91.77%
2-10 Yr Slope0.34%0.44%0.00%29.41%
90 day T-bill Yld1.55%0.10%0.01%-93.55%
Gold ($/oz)$1,523.10$2,028.00$42.1033.15%
WTI Oil ($/brl)$61.06$41.22$0.95-32.49%
VIX "Worry Index"13.7822.21-2.2561.18%
NYSE Bullish % Index67.4768.593.381.12





Credit Data 12/31/2019   8/7/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.36%-0.04%-18.34%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.47%-0.02%-7.45%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701790-60820