Friday, October 26, 2018

Market Data: Week Ending October 26, 2017

Market Index/Data12/29/201710/26/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,688.31-756.03-0.13%
S&P 500 Index2,673.612,658.69-108.99-0.56%
Fed Funds Rate1.42%2.20%0.01%54.93%
10 yr T-note Yld2.40%3.08%-0.12%28.33%
5 yr T-note Yld2.20%2.91%-0.14%32.27%
5 yr TIPS - 'Real' Yld0.34%0.98%-0.09%188.24%
Implied 5 yr Inflation %1.86%1.93%-0.05%3.76%
2 yr T-note Yld1.89%2.81%-0.11%48.68%
2-10 Yr Slope0.51%0.27%-0.01%-47.06%
90 day T-bill Yld1.39%2.33%0.02%67.63%
Gold ($/oz)$1,309.30$1,235.80$12.93-5.61%
WTI Oil ($/brl)$60.42$67.59-$1.6911.87%
VIX "Worry Index"11.0424.164.27118.84%
NYSE Bullish % Index71.334.06-8.43-37.24





Credit Data  12/29/2017  10/26/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.54%-0.02%3.67%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.63%0.05%-7.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-540100-590