Friday, October 16, 2020

Market Data: Week Ending October 16, 2020

Market Index/Data12/31/201910/16/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,606.3119.410.24%
S&P 500 Index3,230.783,483.816.677.83%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.76%-0.03%-60.42%
5 yr T-note Yld1.69%0.32%-0.02%-81.07%
5 yr TIPS - 'Real' Yld0.01%-1.21%0.01%
Implied 5 yr Inflation %1.68%1.53%-0.03%-8.93%
2 yr T-note Yld1.58%0.14%-0.02%-91.14%
2-10 Yr Slope0.34%0.62%-0.01%82.35%
90 day T-bill Yld1.55%0.11%0.01%-92.90%
Gold ($/oz)$1,523.10$1,906.40-$19.8025.17%
WTI Oil ($/brl)$61.06$41.12$0.52-32.66%
VIX "Worry Index"13.7827.412.4198.91%
NYSE Bullish % Index67.4763.081.06-4.39





Credit Data 12/31/2019 10/16/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.33%-0.01%-19.38%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.43%0.02%-8.12%
Invest. Gr. to 10 yr T-Note Spread (x 10)970157020600