Friday, August 17, 2018

Market Data: Week Ending August 17, 2018

Market Index/Data12/29/20178/17/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,669.32356.183.84%
S&P 500 Index2,673.612,850.1316.856.60%
Fed Funds Rate1.42%1.92%0.01%35.21%
10 yr T-note Yld2.40%2.87%0.00%19.58%
5 yr T-note Yld2.20%2.75%0.00%25.00%
5 yr TIPS - 'Real' Yld0.34%0.79%0.02%132.35%
Implied 5 yr Inflation %1.86%1.96%-0.02%5.38%
2 yr T-note Yld1.89%2.61%0.00%38.10%
2-10 Yr Slope0.51%0.26%0.00%-49.02%
90 day T-bill Yld1.39%2.05%0.00%47.48%
Gold ($/oz)$1,309.30$1,184.20-$34.80-9.55%
WTI Oil ($/brl)$60.42$66.21-$1.429.58%
VIX "Worry Index"11.0412.64-0.5214.49%
NYSE Bullish % Index71.357.33-2.04-13.97





Credit Data  12/29/2017   8/17/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.48%-0.01%1.22%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.44%-0.01%-10.67%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-390-10-440