Friday, July 6, 2018

Market Data: Week Ending July 6, 2018

Market Index/Data12/29/20177/6/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,456.48185.07-1.06%
S&P 500 Index2,673.612,759.8241.453.22%
Fed Funds Rate1.42%1.91%0.00%34.51%
10 yr T-note Yld2.40%2.82%-0.03%17.50%
5 yr T-note Yld2.20%2.71%-0.02%23.18%
5 yr TIPS - 'Real' Yld0.34%0.63%-0.04%85.29%
Implied 5 yr Inflation %1.86%2.08%0.02%11.83%
2 yr T-note Yld1.89%2.53%0.01%33.86%
2-10 Yr Slope0.51%0.29%-0.04%-43.14%
90 day T-bill Yld1.39%1.97%0.04%41.73%
Gold ($/oz)$1,309.30$1,255.80$1.30-4.09%
WTI Oil ($/brl)$60.42$73.80-$0.3522.14%
VIX "Worry Index"11.0413.37-2.7221.11%
NYSE Bullish % Index71.358.961.19-12.34





Credit Data  12/29/2017   7/6/2018Week 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%5.49%-0.02%-9.85%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-36030-410