Sunday, September 27, 2020

Market Data: Week Ending September 25, 2020

Market Index/Data12/31/20199/25/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4427,173.96-483.46-4.78%
S&P 500 Index3,230.783,298.46-21.012.09%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.66%-0.04%-65.63%
5 yr T-note Yld1.69%0.26%-0.03%-84.62%
5 yr TIPS - 'Real' Yld0.01%-1.17%0.12%
Implied 5 yr Inflation %1.68%1.43%-0.15%-14.88%
2 yr T-note Yld1.58%0.12%-0.02%-92.41%
2-10 Yr Slope0.34%0.54%-0.02%58.82%
90 day T-bill Yld1.55%0.10%0.00%-93.55%
Gold ($/oz)$1,523.10$1,866.30-$95.8022.53%
WTI Oil ($/brl)$61.06$40.25-$1.07-34.08%
VIX "Worry Index"13.7826.380.5591.44%
NYSE Bullish % Index67.4748.52-13.59-18.95





Credit Data 12/31/2019   9/25/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.33%0.00%-19.38%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.57%0.10%-5.75%
Invest. Gr. to 10 yr T-Note Spread (x 10)970167040700