Friday, October 12, 2018

Market Data: Week Ending October 12, 2018

Market Index/Data12/29/201710/12/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,339.99-1,107.062.51%
S&P 500 Index2,673.612,767.13-137.783.50%
Fed Funds Rate1.42%2.18%0.00%53.52%
10 yr T-note Yld2.40%3.15%-0.08%31.25%
5 yr T-note Yld2.20%3.00%-0.07%36.36%
5 yr TIPS - 'Real' Yld0.34%1.01%-0.01%197.06%
Implied 5 yr Inflation %1.86%1.99%-0.06%6.99%
2 yr T-note Yld1.89%2.85%-0.03%50.79%
2-10 Yr Slope0.51%0.30%-0.05%-41.18%
90 day T-bill Yld1.39%2.28%0.05%64.03%
Gold ($/oz)$1,309.30$1,222.00$16.40-6.67%
WTI Oil ($/brl)$60.42$71.34-$3.0018.07%
VIX "Worry Index"11.0421.316.4993.03%
NYSE Bullish % Index71.343.8-10.84-27.50





Credit Data  12/29/2017  10/12/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.55%0.01%4.08%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.56%0.06%-8.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-60090-650