Sunday, September 9, 2018

Market Data: Week Ending September 7, 2018

Market Index/Data12/29/20179/7/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,916.54-48.284.84%
S&P 500 Index2,673.612,871.68-29.847.41%
Fed Funds Rate1.42%1.92%0.00%35.21%
10 yr T-note Yld2.40%2.94%0.08%22.50%
5 yr T-note Yld2.20%2.82%0.08%28.18%
5 yr TIPS - 'Real' Yld0.34%0.84%0.11%147.06%
Implied 5 yr Inflation %1.86%1.98%-0.03%6.45%
2 yr T-note Yld1.89%2.71%0.09%43.39%
2-10 Yr Slope0.51%0.23%-0.01%-54.90%
90 day T-bill Yld1.39%2.14%0.03%53.96%
Gold ($/oz)$1,309.30$1,200.40-$6.30-8.32%
WTI Oil ($/brl)$60.42$67.75-$2.0512.13%
VIX "Worry Index"11.0414.882.0234.78%
NYSE Bullish % Index71.358.64-1.98-12.66





Credit Data  12/29/2017   9/7/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.50%0.02%2.04%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.47%0.03%-10.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-440-60-490