Friday, July 27, 2018

Market Data: Week Ending July 27, 2018

Market Index/Data12/29/20177/27/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,451.06392.942.96%
S&P 500 Index2,673.612,818.8216.995.43%
Fed Funds Rate1.42%1.91%0.00%34.51%
10 yr T-note Yld2.40%2.96%0.07%23.33%
5 yr T-note Yld2.20%2.84%0.07%29.09%
5 yr TIPS - 'Real' Yld0.34%0.84%0.09%147.06%
Implied 5 yr Inflation %1.86%2.00%-0.02%7.53%
2 yr T-note Yld1.89%2.67%0.07%41.27%
2-10 Yr Slope0.51%0.29%0.00%-43.14%
90 day T-bill Yld1.39%2.00%0.01%43.88%
Gold ($/oz)$1,309.30$1,230.00-$1.10-6.06%
WTI Oil ($/brl)$60.42$68.69$0.4313.69%
VIX "Worry Index"11.0413.030.1718.03%
NYSE Bullish % Index71.359.44-1.46-11.86





Credit Data  12/29/2017   7/27/2018Week 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%-0.02%-10.51%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-490-70-540

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