Friday, July 13, 2018

Market Data: Week Ending July 13, 2018

Market Index/Data12/29/20177/13/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,019.41562.931.21%
S&P 500 Index2,673.612,801.3141.494.78%
Fed Funds Rate1.42%1.91%0.00%34.51%
10 yr T-note Yld2.40%2.83%0.01%17.92%
5 yr T-note Yld2.20%2.73%0.02%24.09%
5 yr TIPS - 'Real' Yld0.34%0.66%0.03%94.12%
Implied 5 yr Inflation %1.86%2.07%-0.01%11.29%
2 yr T-note Yld1.89%2.59%0.06%37.04%
2-10 Yr Slope0.51%0.24%-0.05%-52.94%
90 day T-bill Yld1.39%1.98%0.01%42.45%
Gold ($/oz)$1,309.30$1,241.20-$14.60-5.20%
WTI Oil ($/brl)$60.42$71.01-$2.7917.53%
VIX "Worry Index"11.0412.18-1.1910.33%
NYSE Bullish % Index71.359.870.91-11.43





Credit Data  12/29/2017   7/13/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.46%0.00%0.41%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.47%-0.02%-10.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-370-10-420