Friday, August 10, 2018

Market Data: Week Ending August 10, 2018

Market Index/Data12/29/20178/10/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,313.14-149.442.40%
S&P 500 Index2,673.612,833.28-7.075.97%
Fed Funds Rate1.42%1.91%0.00%34.51%
10 yr T-note Yld2.40%2.87%-0.08%19.58%
5 yr T-note Yld2.20%2.75%-0.07%25.00%
5 yr TIPS - 'Real' Yld0.34%0.77%-0.05%126.47%
Implied 5 yr Inflation %1.86%1.98%-0.02%6.45%
2 yr T-note Yld1.89%2.61%-0.02%38.10%
2-10 Yr Slope0.51%0.26%-0.06%-49.02%
90 day T-bill Yld1.39%2.05%0.04%47.48%
Gold ($/oz)$1,309.30$1,219.00-$4.30-6.90%
WTI Oil ($/brl)$60.42$67.63-$0.8611.93%
VIX "Worry Index"11.0413.161.5219.20%
NYSE Bullish % Index71.359.370.28-11.93





Credit Data  12/29/2017   8/10/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.49%0.00%1.63%
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)50-38080-430