Friday, July 20, 2018

Market Data: Week Ending July 20, 2018

Market Index/Data12/29/20177/20/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,058.1238.711.37%
S&P 500 Index2,673.612,801.830.524.80%
Fed Funds Rate1.42%1.91%0.00%34.51%
10 yr T-note Yld2.40%2.89%0.06%20.42%
5 yr T-note Yld2.20%2.77%0.04%25.91%
5 yr TIPS - 'Real' Yld0.34%0.75%0.09%120.59%
Implied 5 yr Inflation %1.86%2.02%-0.05%8.60%
2 yr T-note Yld1.89%2.60%0.01%37.57%
2-10 Yr Slope0.51%0.29%0.05%-43.14%
90 day T-bill Yld1.39%1.99%0.01%43.17%
Gold ($/oz)$1,309.30$1,231.10-$10.10-5.97%
WTI Oil ($/brl)$60.42$68.26-$2.7512.98%
VIX "Worry Index"11.0412.860.6816.49%
NYSE Bullish % Index71.360.91.03-10.40





Credit Data   12/29/2017  7/20/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.47%0.01%0.82%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.47%0.00%-10.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-420-50-470