Friday, January 11, 2019

Market Data: Week Ending January 11, 2019

Market Index/Data12/31/20181/11/2019Week ChangeSimple YTD
Dow Industrials Avg23,327.3523,995.95562.792.87%
S&P 500 Index2,506.852,596.2664.323.57%
Fed Funds Rate2.40%2.40%0.00%0.00%
10 yr T-note Yld2.69%2.71%0.04%0.74%
5 yr T-note Yld2.51%2.52%0.03%0.40%
5 yr TIPS - 'Real' Yld1.00%0.86%-0.05%-14.00%
Implied 5 yr Inflation %1.51%1.66%0.08%9.93%
2 yr T-note Yld2.48%2.55%0.05%2.82%
2-10 Yr Slope0.21%0.16%-0.01%-23.81%
90 day T-bill Yld2.45%2.43%0.01%-0.82%
Gold ($/oz)$1,281.30$1,289.50$3.700.64%
WTI Oil ($/brl)$45.41$51.59$3.6313.61%
VIX "Worry Index"25.4218.19-3.19-28.44%
NYSE Bullish % Index20.8433.899.7013.05





Credit Data12/31/20181/11/2019Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.75%2.71%0.00%-1.45%
SPDR High Yld Credit ETF Yield (JNK)6.39%5.69%-0.12%-10.95%
Invest. Gr. to 10 yr T-Note Spread (x 10)600-40-60