Friday, December 14, 2018

Market Data: Week Ending December 14, 2018

Market Index/Data12/29/201712/14/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,100.51-288.44-2.50%
S&P 500 Index2,673.612,599.95-33.13-2.76%
Fed Funds Rate1.42%2.20%0.00%54.93%
10 yr T-note Yld2.40%2.89%0.04%20.42%
5 yr T-note Yld2.20%2.73%0.03%24.09%
5 yr TIPS - 'Real' Yld0.34%1.13%0.11%232.35%
Implied 5 yr Inflation %1.86%1.60%-0.08%-13.98%
2 yr T-note Yld1.89%2.73%0.01%44.44%
2-10 Yr Slope0.51%0.16%0.03%-68.63%
90 day T-bill Yld1.39%2.42%0.02%74.10%
Gold ($/oz)$1,309.30$1,241.40-$11.20-5.19%
WTI Oil ($/brl)$60.42$51.20-$1.41-15.26%
VIX "Worry Index"11.0421.63-1.6095.92%
NYSE Bullish % Index71.333.39-4.56-37.91





Credit Data  12/29/2017  12/14/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.57%0.01%4.90%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.71%-0.02%-6.24%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-320-30-370