Saturday, November 24, 2018

Market Data: Week Ending November 23, 2018

Market Index/Data12/29/201711/23/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,285.95-1,127.27-1.75%
S&P 500 Index2,673.612,632.56-103.71-1.54%
Fed Funds Rate1.42%2.20%0.00%54.93%
10 yr T-note Yld2.40%3.05%-0.03%27.08%
5 yr T-note Yld2.20%2.88%-0.02%30.91%
5 yr TIPS - 'Real' Yld0.34%1.02%0.00%200.00%
Implied 5 yr Inflation %1.86%1.86%-0.02%0.00%
2 yr T-note Yld1.89%2.81%0.00%48.68%
2-10 Yr Slope0.51%0.24%-0.03%-52.94%
90 day T-bill Yld1.39%2.41%0.05%73.38%
Gold ($/oz)$1,309.30$1,223.20$0.20-6.58%
WTI Oil ($/brl)$60.42$50.42-$6.26-16.55%
VIX "Worry Index"11.0421.523.3894.93%
NYSE Bullish % Index71.337.27-3.95-34.03





Credit Data  12/29/2017  11/23/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.58%0.00%5.31%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.74%0.04%-5.75%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-47030-520