Friday, June 22, 2018

Market Data: Week Ending June 22, 2018

Market Index/Data12/29/20176/22/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,580.89-509.59-0.56%
S&P 500 Index2,673.612,754.88-24.783.04%
Fed Funds Rate1.42%1.92%0.02%35.21%
10 yr T-note Yld2.40%2.90%-0.03%20.83%
5 yr T-note Yld2.20%2.77%-0.04%25.91%
5 yr TIPS - 'Real' Yld0.34%0.70%-0.03%105.88%
Implied 5 yr Inflation %1.86%2.07%-0.01%11.29%
2 yr T-note Yld1.89%2.56%0.01%35.45%
2-10 Yr Slope0.51%0.34%-0.04%-33.33%
90 day T-bill Yld1.39%1.93%-0.01%38.85%
Gold ($/oz)$1,309.30$1,270.70-$7.80-2.95%
WTI Oil ($/brl)$60.42$68.58$6.3213.51%
VIX "Worry Index"11.0413.771.7924.73%
NYSE Bullish % Index71.361.61-0.65-9.69





Credit Data  12/29/2017   6/22/2018Week 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%5.45%0.01%-10.51%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-43030-480