Saturday, December 8, 2018

Market Data: Week Ending December 7, 2018

Market Index/Data12/29/201712/7/2018Week ChangeSimple YTD
Dow Industrials Avg24,719.2224,388.95-1,149.51-1.34%
S&P 500 Index2,673.612,633.08-127.09-1.52%
Fed Funds Rate1.42%2.20%0.00%54.93%
10 yr T-note Yld2.40%2.85%-0.16%18.75%
5 yr T-note Yld2.20%2.70%-0.14%22.73%
5 yr TIPS - 'Real' Yld0.34%1.02%-0.05%200.00%
Implied 5 yr Inflation %1.86%1.68%-0.09%-9.68%
2 yr T-note Yld1.89%2.72%-0.08%43.92%
2-10 Yr Slope0.51%0.13%-0.08%-74.51%
90 day T-bill Yld1.39%2.40%0.03%72.66%
Gold ($/oz)$1,309.30$1,252.60$32.40-4.33%
WTI Oil ($/brl)$60.42$52.61$1.68-12.93%
VIX "Worry Index"11.0423.235.16110.42%
NYSE Bullish % Index71.337.95-3.47-33.35





Credit Data  12/29/2017  12/7/2018Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.45%2.56%-0.01%4.49%
SPDR High Yld Credit ETF Yield (JNK)6.09%5.73%0.02%-5.91%
Invest. Gr. to 10 yr T-Note Spread (x 10)50-290150-340