Friday, November 16, 2018

Market Data: Week Ending November 16, 2018

Market Index/Data12/29/201711/16/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2225,413.22-576.082.81%
S&P 500 Index2,673.612,736.27-44.742.34%
Fed Funds Rate1.42%2.20%0.00%54.93%
10 yr T-note Yld2.40%3.08%-0.11%28.33%
5 yr T-note Yld2.20%2.90%-0.15%31.82%
5 yr TIPS - 'Real' Yld0.34%1.02%-0.13%200.00%
Implied 5 yr Inflation %1.86%1.88%-0.02%1.08%
2 yr T-note Yld1.89%2.81%-0.13%48.68%
2-10 Yr Slope0.51%0.27%0.02%-47.06%
90 day T-bill Yld1.39%2.36%0.00%69.78%
Gold ($/oz)$1,309.30$1,223.00$14.40-6.59%
WTI Oil ($/brl)$60.42$56.68-$3.51-6.19%
VIX "Worry Index"11.0418.140.7864.31%
NYSE Bullish % Index71.341.22-2.17-30.08





Credit Data  12/29/2017  11/16/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.58%-0.01%5.31%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.70%0.08%-6.40%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-500100-550