Saturday, October 10, 2020

Market Data: Week Ending October 9, 2020

Market Index/Data12/31/201910/9/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4428,586.90904.090.17%
S&P 500 Index3,230.783,477.14128.727.63%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.79%0.09%-58.85%
5 yr T-note Yld1.69%0.34%0.06%-79.88%
5 yr TIPS - 'Real' Yld0.01%-1.22%-0.02%
Implied 5 yr Inflation %1.68%1.56%0.08%-7.14%
2 yr T-note Yld1.58%0.16%0.03%-89.87%
2-10 Yr Slope0.34%0.63%0.06%85.29%
90 day T-bill Yld1.55%0.10%0.01%-93.55%
Gold ($/oz)$1,523.10$1,926.20$18.6026.47%
WTI Oil ($/brl)$61.06$40.60$3.55-33.51%
VIX "Worry Index"13.7825.00-2.6381.42%
NYSE Bullish % Index67.4762.028.22-5.45





Credit Data 12/31/2019  10/9/2020Week 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%-0.10%-8.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701550-80580