Friday, September 11, 2020

Market Data: Week Ending September 11, 2020

Market Index/Data12/31/20199/11/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,665.64-467.67-3.06%
S&P 500 Index3,230.783,340.97-85.993.41%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.67%-0.05%-65.10%
5 yr T-note Yld1.69%0.26%-0.04%-84.62%
5 yr TIPS - 'Real' Yld0.01%-1.27%0.00%
Implied 5 yr Inflation %1.68%1.53%-0.04%-8.93%
2 yr T-note Yld1.58%0.13%-0.01%-91.77%
2-10 Yr Slope0.34%0.54%-0.04%58.82%
90 day T-bill Yld1.55%0.11%0.00%-92.90%
Gold ($/oz)$1,523.10$1,947.90$13.6027.89%
WTI Oil ($/brl)$61.06$37.33-$2.44-38.86%
VIX "Worry Index"13.7826.87-3.8894.99%
NYSE Bullish % Index67.4761.96-4.61-5.51





Credit Data 12/31/2019  9/11/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.32%-0.01%-19.72%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.46%0.00%-7.61%
Invest. Gr. to 10 yr T-Note Spread (x 10)970165040680