Saturday, December 22, 2018

Market Data: Week Ending December 21, 2018

Market Index/Data12/29/201712/21/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2222,445.37-1,655.14-9.20%
S&P 500 Index2,673.612,416.62-183.33-9.61%
Fed Funds Rate1.42%2.40%0.20%69.01%
10 yr T-note Yld2.40%2.79%-0.10%16.25%
5 yr T-note Yld2.20%2.64%-0.09%20.00%
5 yr TIPS - 'Real' Yld0.34%1.09%-0.04%220.59%
Implied 5 yr Inflation %1.86%1.55%-0.05%-16.67%
2 yr T-note Yld1.89%2.63%-0.10%39.15%
2-10 Yr Slope0.51%0.16%0.00%-68.63%
90 day T-bill Yld1.39%2.39%-0.03%71.94%
Gold ($/oz)$1,309.30$1,258.10$16.70-3.91%
WTI Oil ($/brl)$60.42$45.59-$5.61-24.54%
VIX "Worry Index"11.0430.118.48172.74%
NYSE Bullish % Index71.323.22-10.17-48.08





Credit Data  12/29/2017  12/21/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.57%0.00%4.90%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.94%0.23%-2.46%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-220100-270