Friday, June 15, 2018

Market Data: Week Ending June 15, 2018

Market Index/Data12/29/20176/15/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,090.48-226.051.50%
S&P 500 Index2,673.612,779.660.633.97%
Fed Funds Rate1.42%1.90%0.20%33.80%
10 yr T-note Yld2.40%2.93%0.00%22.08%
5 yr T-note Yld2.20%2.81%0.04%27.73%
5 yr TIPS - 'Real' Yld0.34%0.73%0.02%114.71%
Implied 5 yr Inflation %1.86%2.08%0.02%11.83%
2 yr T-note Yld1.89%2.55%0.05%34.92%
2-10 Yr Slope0.51%0.38%-0.05%-25.49%
90 day T-bill Yld1.39%1.94%0.01%39.57%
Gold ($/oz)$1,309.30$1,278.50-$24.20-2.35%
WTI Oil ($/brl)$60.42$62.26-$3.483.05%
VIX "Worry Index"11.0411.98-0.208.51%
NYSE Bullish % Index71.362.260.38-9.04





Credit Data  12/29/2017   6/15/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.47%0.00%0.82%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.44%-0.03%-10.67%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-4600-510