Friday, October 23, 2020

Market Data: Week Ending October 23, 2020

Market Index/Data12/31/201910/23/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,335.37-270.94-0.71%
S&P 500 Index3,230.783,465.39-18.427.26%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.85%0.09%-55.73%
5 yr T-note Yld1.69%0.37%0.05%-78.11%
5 yr TIPS - 'Real' Yld0.01%-1.29%-0.08%
Implied 5 yr Inflation %1.68%1.66%0.13%-1.19%
2 yr T-note Yld1.58%0.18%0.04%-88.61%
2-10 Yr Slope0.34%0.67%0.05%97.06%
90 day T-bill Yld1.55%0.10%-0.01%-93.55%
Gold ($/oz)$1,523.10$1,905.20-$1.2025.09%
WTI Oil ($/brl)$61.06$39.85-$1.27-34.74%
VIX "Worry Index"13.7827.550.1499.93%
NYSE Bullish % Index67.4762.3-0.78-5.17





Credit Data 12/31/2019 10/23/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.34%0.01%-19.03%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.41%-0.02%-8.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701490-80520