| | 9/30/16 | 9/29/17 | 17 vs.16 | 9/28/18 | | 10/5/18 | | 10/12/18 | | 10/18/18 | | 10/25/18 | | 11/1/18 | | 11/8/18 | | 11/15/18 | | 11/22/18 | | 11/29/18 | | 9/28 vs. 11/29 |
| | Rate | Rate | change | Rate | Change | Rate | Change | Rate | Change | Rate | Change | Rate | Change | Rate | Change | Rate | Change | Rate | Change | Rate | Change | Rate | Change | change |
| Short Term Rates | | | | | 18 vs.17 |
| Prime | 3.50 | 4.25 | 75 | 5.25 | 100.00 | 5.25 | 0.00 | 5.25 | 0.00 | 5.25 | 0.00 | 5.25 | 0.00 | 5.25 | 0 | 5.25 | 0 | 5.25 | 0 | 5.25 | 0 | 5.25 | 0 | 0.00 |
| Discount | 1.00 | 1.75 | 75 | 2.75 | 100.00 | 2.75 | 0.00 | 2.75 | 0.00 | 2.75 | 0.00 | 2.75 | 0.00 | 2.75 | 0 | 2.75 | 0 | 2.75 | 0 | 2.75 | 0 | 2.75 | 0 | 0.00 |
| Federal Funds Target Rate | 0.25-0.50 | 1.00-1.25 | 100 | 2.00-2.25 | 100.00 | 2.00-2.25 | 0.00 | 2.00-2.25 | 0.00 | 2.00-2.25 | 0.00 | 2.00-2.25 | 0.00 | 2.00-2.25 | 0 | 2.00-2.25 | 0 | 2.00-2.25 | 0 | 2.00-2.25 | 0 | 2.00-2.25 | 0 | 0.00 |
| Federal Funds Rate | 0.43 | 1.07 | 64 | 2.18 | 111.00 | 2.2 | 2.00 | 2.22 | 2.00 | 2.22 | 0.00 | 2.23 | 1.00 | 2.23 | 0 | 2.24 | 1 | 2.23 | -1.00 | NA | NA | 2.24 | NA | 6.00 |
| 3-Month U.S. Treasury Bill | 0.25 | 1.05 | 80 | 2.18 | 113.00 | 2.18 | 0.00 | 2.27 | 9.00 | 2.312 | 4.20 | 2.3 | -1.20 | 2.325 | 2.5 | 2.32 | -0.50 | 2.34 | 2 | 2.34 | 0 | 2.37 | 3 | 19.00 |
| 3-Month LIBOR | 0.85 | 1.33 | 48.389 | 2.40 | 106.61 | 2.41 | 1.00 | 2.44 | 3.00 | 2.47 | 3.00 | 2.51 | 4.00 | 2.58 | 7.15 | 2.61 | 2.85 | 2.64 | 3 | 2.68 | 4 | 2.74 | 6 | 34.00 |
| Commercial Paper (AA Financial) | 0.82 | 1.26 | 44 | 2.27 | 101.00 | 2.3 | 3.00 | 2.33 | 3.00 | 2.31 | -2.00 | 2.41 | 10.00 | 2.51 | 10 | 2.51 | 0 | 2.48 | -3.00 | 2.67 | 19 | 2.48 | -19.00 | 21.00 |
| Long Term Rates |
| 10 Year U.S. Treasury Note | 1.56 | 2.33 | 77.20 | 3.05 | 72.20 | 3.20 | 15.00 | 3.13 | -6.90 | 3.175 | 4.40 | 3.136 | -3.90 | 3.144 | 0.8 | 3.23 | 8.6 | 3.12 | -11.40 | 3.06 | -5.20 | 3.03 | -3.00 | -1.60 |
| 10 Year Japanese Government | -0.08 | 0.07 | 14.50 | 0.12 | 5.50 | 0.16 | 4.00 | 0.145 | -1.50 | 0.155 | 1.00 | 0.115 | -4.00 | 0.125 | 1 | 0.12 | -0.30 | 0.11 | -1.4 | 0.10 | -1.20 | 0.08 | -1.40 | -3.80 |
| 10 Year German Government | -0.12 | 0.47 | 58.60 | 0.53 | 6.40 | 0.53 | 0.00 | 0.52 | -0.90 | 0.421 | -10.00 | 0.401 | -2.00 | 0.401 | 0 | 0.46 | 5.9 | 0.36 | -9.80 | 0.37 | 1.1 | 0.32 | -4.90 | -20.60 |
| 10 Year Spanish Government | 0.92 | 1.61 | 68.70 | 1.51 | -9.70 | 1.56 | 5.00 | 1.64 | 7.90 | 1.731 | 9.20 | 1.581 | -15.00 | 1.568 | -1.3 | 1.61 | 4 | 1.63 | 2.2 | 1.64 | 0.7 | 1.51 | -13.10 | -0.40 |
| EMBI Global Index | 5.241 | 5.42 | 18.10 | 6.80 | 137.80 | 6.87 | 7.00 | 6.95 | 7.50 | 6.922 | -2.30 | 7.015 | 9.30 | NA | NA | 7.05 | NA | NA | NA | 7.28 | NA | NA | NA | NA |
| 30 Year U.S. Treasury Bond | 2.28 | 2.86 | 58.00 | 3.18 | 32.00 | 3.35 | 17.00 | 3.325 | -2.50 | 3.366 | 4.10 | 3.346 | -2.00 | 3.376 | 3 | 3.39 | 1 | 3.36 | -2.50 | 3.31 | -5.50 | 3.33 | 2.1 | 14.70 |
| DJ Corporate | 2.57 | 2.97 | 40.60 | 4.15 | 117.70 | 4.08 | -7.00 | 4.08 | 0.20 | NA | NA | N.A | N.A | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| High Yield 100 | 5.47 | 4.98 | -49.30 | 5.82 | 84.30 | 6.12 | 30.00 | 6.39 | 27.30 | 6.348 | -4.50 | 6.56 | 21.20 | 6.62 | 6 | 6.49 | -13.00 | 6.96 | 46.9 | 7.07 | 11.2 | 6.90 | -17.30 | 107.80 |
| Fixed-Rate MBS | 2.02 | 2.81 | 79.00 | 3.61 | 80.00 | 3.67 | 6.00 | 3.75 | 8.00 | 3.73 | -2.00 | 3.72 | -1.00 | 3.74 | 2 | 3.78 | 4 | 3.74 | -4.00 | 3.69 | -5.00 | 3.66 | -3.00 | 5.00 |
| Muni Master | 1.52 | 1.92 | 39.30 | 2.70 | 78.30 | 2.79 | 9.00 | 2.85 | 6.20 | 2.847 | -0.50 | 2.825 | -2.20 | 2.881 | 5.6 | 2.90 | 1.9 | 2.85 | -5.40 | 2.80 | -4.40 | 2.73 | -6.90 | 3.30 |
| Foreign Exchange Rates |
| Y/US$ | 101.03 | 112.5 | 11.35 | 113.38 | 0.78 | 113.9 | 0.46 | 112.16 | -1.53 | 112.19 | 0.03 | 112.42 | 0.21 | 112.71 | 0.26 | 114.0600 | 1.20 | 113.6300 | -0.38 | 112.9400 | -0.61 | 113.4800 | 0.48 | 0.09 |
| US$/British Pound | 1.2967 | 1.3399 | 3.33 | 1.3031 | -2.75 | 1.302 | -0.08 | 1.3235 | 1.65 | 1.3018 | -1.64 | 1.2818 | -1.54 | 1.3004 | 1.45 | 1.3061 | 0.44 | 1.2774 | -2.20 | 1.2878 | 0.81 | 1.2788 | -0.70 | -1.86 |
| US$/Euro | 1.1223 | 1.1814 | 5.27 | 1.1643 | -1.45 | 1.1516 | -1.09 | 1.1596 | 0.69 | 1.1453 | -1.23 | 1.1377 | -0.66 | 1.1411 | 0.30 | 1.1365 | -0.40 | 1.1332 | -0.29 | 1.1404 | 0.64 | 1.1394 | -0.09 | -2.14 |
| Chinese Yuan/US$ | 6.6667 | 6.6366 | -0.45 | 6.8903 | 3.82 | 6.8689 | -0.31 | 6.8899 | 0.31 | 6.938 | 0.70 | 6.9489 | 0.16 | 6.9234 | -0.37 | 6.9343 | 0.16 | 6.9391 | 0.07 | 6.9321 | -0.10 | 6.9429 | 0.16 | 0.76 |
| Brazilian Real/US$ | 3.2605 | 3.1627 | -3.00 | 3.96 | 25.21 | 3.8751 | -2.14 | 3.7799 | -2.46 | 3.725 | -1.45 | 3.7058 | -0.52 | 3.7017 | -0.11 | 3.7603 | 1.58 | 3.7842 | 0.64 | 3.8047 | 0.54 | 3.8527 | 1.26 | -2.71 |
| Commodities |
| Gold (per troy oz.) | 1321.70 | 1281.50 | -3.04 | 1182.30 | -7.74 | 1197.2 | 1.26 | 1224.3 | 2.26 | 1226.5 | 0.18 | 1229.1 | 0.21 | 1236 | 0.56 | 1222.90 | -1.06 | 1212.80 | -0.83 | 1225.80 | 1.07 | 1224.10 | -0.14 | 3.54 |
| Crude Oil (per barrel) | 47.83 | 51.67 | 8.03 | 72.12 | 39.58 | 74.33 | 3.06 | 71.34 | -4.02 | 68.65 | -3.77 | 67.33 | -1.92 | 63.69 | -5.41 | 60.67 | -4.74 | 56.46 | -6.94 | 54.63 | -3.24 | 51.45 | -5.82 | -28.66 |
| Equity Indexes |
| Dow Jones Industrial Average | 18143.45 | 22405.09 | 23.49 | 26439.93 | 18.01 | 26627.48 | 0.71 | 25052.83 | -5.91 | 25379.45 | 1.30 | 24984.55 | -1.56 | 25380.74 | 1.59 | 26191.22 | 3.19 | 25289.27 | -3.44 | 24464.69 | -3.26 | 25338.84 | 3.57 | -4.16 |
| S&P 500 | 2151.13 | 2519.36 | 17.12 | 2914 | 15.66 | 2901.61 | -0.43 | 2728.37 | -5.97 | 2768.78 | 1.48 | 2705.57 | -2.28 | 2740.37 | 1.29 | 2806.83 | 2.43 | 2730.20 | -2.73 | 2649.93 | -2.94 | 2737.76 | 3.31 | -6.05 |
| NASDAQ Composite | 5269.15 | 6495.96 | 23.28 | 8041.97 | 23.80 | 7879.51 | -2.02 | 7329.06 | -6.99 | 7485.14 | 2.13 | 7318.34 | -2.23 | 7434.06 | 1.58 | 7530.88 | 1.30 | 7259.03 | -3.61 | 6972.25 | -3.95 | 7273.08 | 4.31 | -9.56 |
| Russell 2000 | 1237.75 | 1490.86 | 20.45 | 1690.53 | 13.39 | 1646.91 | -2.58 | 1545.38 | -6.16 | 1560.75 | 0.99 | 1500.4 | -3.87 | 1544.98 | 2.97 | 1578.21 | 2.15 | 1524.12 | -3.43 | 1488.28 | -2.35 | 1525.39 | 2.49 | -9.77 |
| Nikkei | 16693.71 | 20356.28 | 21.94 | 23796.74 | 16.90 | 23975.62 | 0.75 | 22590.86 | -5.78 | 22658.16 | 0.30 | 21268.73 | -6.13 | 21687.65 | 1.97 | 22486.92 | 3.69 | 21803.62 | -3.04 | 21646.55 | -0.72 | 22262.60 | 2.85 | -6.45 |
| Stoxx Euro 600 | 342.72 | 388.16 | 13.26 | 386.38 | -0.46 | 375.09 | -2.92 | 359.65 | -4.12 | 361.67 | 0.56 | 355.07 | -1.82 | 363.08 | 2.26 | 367.08 | 1.10 | 358.43 | -2.36 | 352.57 | -1.63 | 358.10 | 1.57 | -7.32 |
| Sao Paulo Bovespa | 58350.57 | 74293.51 | 27.32 | 80000.09 | 7.68 | 82952.81 | 3.69 | 82921.08 | -0.04 | 83847.12 | 1.12 | 84083.51 | 0.28 | 88419.05 | 5.16 | 85620.14 | -3.17 | 85973.06 | 0.41 | 87477.44 | 1.75 | 89709.57 | 2.55 | 12.14 |
| Shanghai Composite | 2998.48 | 3348.94 | 11.69 | 2791.77 | -16.64 | 2821.35 | 1.06 | 2583.46 | -8.43 | 2486.42 | -3.76 | 2603.8 | 4.72 | 2606.24 | 0.09 | 2635.63 | 1.13 | 2668.17 | 1.23 | 2645.43 | -0.85 | 2567.44 | -2.95 | -8.04 |
| Other Benchmarks |
| VIX Index (CBOE Volatility) | 14.02 | 9.51 | -32.17 | 12.12 | 27.44 | 14.22 | 15.49 | 24.98 | 75.67 | 20.06 | -19.70 | 24.22 | 20.74 | 19.34 | -20.15 | 16.72 | -13.55 | 19.98 | 19.50 | 20.80 | 4.10 | 18.79 | -9.66 | 55.03 |
| Key Relationships |
| Term Structure |
| 30 yr vs. 3 mo | 203 | 181 | -10.84 | 100 | -44.75 | 117.00 | 17.00 | 105.50 | -9.83 | 105.40 | -0.09 | 104.60 | -0.76 | 105.10 | 0.48 | 106.60 | 1.43 | 102.10 | -4.22 | 96.60 | -5.39 | 95.70 | -0.93 |
| 10 yr vs. 3 mo | 131 | 128 | -2.14 | 87 | -31.92 | 102.00 | 17.24 | 86.1 | -15.59 | 86.3 | 0.23 | 83.6 | -3.13 | 81.9 | -2.03 | 91 | 11.11 | 77.6 | -14.73 | 72.4 | -6.70 | 66.4 | -8.29 |
| Credit Differentials |
| 3 mo L vs. 3mTB | 60 | 28 | -52.69 | 22 | -22.51 | 23.00 | 4.55 | 17.00 | -26.09 | 15.8 | -7.06 | 21 | 32.91 | 25.65 | 22.14 | 29 | 13.06 | 30 | 3.45 | 34 | 13.33 | 37 | 8.82 |
| H-Y vs. 10 yr US Treasury | 391 | 265 | -32.32 | 277 | 4.57 | 292.00 | 5.42 | 326.20 | 11.71 | 317.3 | -2.73 | 342.4 | 7.91 | 347.6 | 1.52 | 326 | -6.21 | 384.3 | 17.88 | 400.7 | 4.27 | 386.4 | -3.57 |
| International I-R Difference |
| 10 yr US vs. Japan | 164 | 226 | 38.33 | 293 | 29.47 | 304.00 | 3.75 | 298.60 | -1.78 | 302 | 1.14 | 302.1 | 0.03 | 301.9 | -0.07 | 310.8 | 2.95 | 300.8 | -3.22 | 296.8 | -1.33 | 295.2 | -0.54 |
| 10 yr US vs. Germany | 168 | 186 | 11.10 | 252 | 35.34 | 267.00 | 5.95 | 261.00 | -2.25 | 275.4 | 5.52 | 273.5 | -0.69 | 274.3 | 0.29 | 277 | 0.98 | 275.4 | -0.58 | 269.1 | -2.29 | 271 | 0.71 |
| 10 yr US vs. Spain | 64 | 72 | 13.36 | 154 | 113.59 | 164.00 | 6.49 | 149.20 | -9.02 | 144.4 | -3.22 | 155.5 | 7.69 | 157.6 | 1.35 | 162.2 | 2.92 | 148.6 | -8.38 | 142.7 | -3.97 | 152.8 | 7.08 |
lamlam
Fall2018MarketMonitoringProjectHistoricalData.xlsx
