Saturday, October 20, 2018

Market Data: Week Ending October 19, 2018

Market Index/Data12/29/201710/19/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,444.34104.352.93%
S&P 500 Index2,673.612,767.680.553.52%
Fed Funds Rate1.42%2.19%0.01%54.23%
10 yr T-note Yld2.40%3.20%0.05%33.33%
5 yr T-note Yld2.20%3.05%0.05%38.64%
5 yr TIPS - 'Real' Yld0.34%1.07%0.06%214.71%
Implied 5 yr Inflation %1.86%1.98%-0.01%6.45%
2 yr T-note Yld1.89%2.92%0.07%54.50%
2-10 Yr Slope0.51%0.28%-0.02%-45.10%
90 day T-bill Yld1.39%2.31%0.03%66.19%
Gold ($/oz)$1,309.30$12,228.70$11,006.70833.99%
WTI Oil ($/brl)$60.42$69.28-$2.0614.66%
VIX "Worry Index"11.0419.89-1.4280.16%
NYSE Bullish % Index71.342.49-1.31-28.81





Credit Data  12/29/2017  10/19/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.56%0.01%4.49%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.58%0.02%-8.37%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-640-40-690