Friday, September 14, 2018

Market Data: Week Ending September 14, 2018

Market Index/Data12/29/20179/14/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2226,154.67238.135.81%
S&P 500 Index2,673.612,904.9833.308.65%
Fed Funds Rate1.42%1.92%0.00%35.21%
10 yr T-note Yld2.40%2.99%0.05%24.58%
5 yr T-note Yld2.20%2.90%0.08%31.82%
5 yr TIPS - 'Real' Yld0.34%0.90%0.06%164.71%
Implied 5 yr Inflation %1.86%2.00%0.02%7.53%
2 yr T-note Yld1.89%2.78%0.07%47.09%
2-10 Yr Slope0.51%0.21%-0.02%-58.82%
90 day T-bill Yld1.39%2.16%0.02%55.40%
Gold ($/oz)$1,309.30$1,201.10$0.70-8.26%
WTI Oil ($/brl)$60.42$68.99$1.2414.18%
VIX "Worry Index"11.0412.07-2.819.33%
NYSE Bullish % Index71.358.34-0.30-12.96





Credit Data  12/29/2017   9/14/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.50%0.00%2.04%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.43%-0.04%-10.84%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-490-50-540