Friday, February 25, 2022

Market Data: Week Ending February 25, 2022

Market Index/Data12/31/20212/25/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,058.75-20.43-6.27%
S&P 500 Index4,766.184,384.6535.78-8.00%
Fed Funds Rate0.08%0.08%0.00%0.00%
10 yr T-note Yld1.50%1.97%0.05%31.33%
5 yr T-note Yld1.26%1.86%0.04%47.62%
5 yr TIPS - 'Real' Yld-1.61%-1.16%-0.12%
Implied 5 yr Inflation %2.87%3.02%0.16%5.23%
2 yr T-note Yld0.73%1.55%0.08%112.33%
2-10 Yr Slope0.77%0.42%-0.03%-45.45%
90 day T-bill Yld0.06%0.33%-0.02%450.00%
Gold ($/oz)$1,828.60$1,887.60-$12.203.23%
WTI Oil ($/brl)$75.21$91.59$1.3821.78%
VIX "Worry Index"17.2227.59-0.1660.22%
NYSE Bullish % Index54.76%38.15%-9.69%-30.33%





Credit Data12/31/2021   2/25/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.82%0.01%-0.55%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.44%-0.04%-4.72%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-150-40-480

Saturday, February 19, 2022

Market Data: Week Ending February 18, 2022

Market Index/Data12/31/20212/18/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,079.18-658.88-6.22%
S&P 500 Index4,766.184,348.87-69.77-8.76%
Fed Funds Rate0.08%0.08%0.00%0.00%
10 yr T-note Yld1.50%1.92%0.00%28.00%
5 yr T-note Yld1.26%1.82%-0.02%44.44%
5 yr TIPS - 'Real' Yld-1.61%-1.04%-0.06%
Implied 5 yr Inflation %2.87%2.86%0.04%-0.35%
2 yr T-note Yld0.73%1.47%-0.03%101.37%
2-10 Yr Slope0.77%0.45%0.03%-41.56%
90 day T-bill Yld0.06%0.35%-0.01%483.33%
Gold ($/oz)$1,828.60$1,899.80$57.703.89%
WTI Oil ($/brl)$75.21$90.21-$2.8919.94%
VIX "Worry Index"17.2227.750.3961.15%
NYSE Bullish % Index54.76%47.84%-3.98%-12.64%





Credit Data12/31/2021   2/18/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.81%0.00%-1.09%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.48%-0.01%-3.86%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1100-440

Saturday, February 12, 2022

Market Data: Week Ending February 11, 2022

Market Index/Data12/31/20212/11/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,738.06-351.68-4.40%
S&P 500 Index4,766.184,418.64-81.89-7.29%
Fed Funds Rate0.08%0.08%0.00%0.00%
10 yr T-note Yld1.50%1.92%-0.01%28.00%
5 yr T-note Yld1.26%1.84%0.06%46.03%
5 yr TIPS - 'Real' Yld-1.61%-0.98%0.02%
Implied 5 yr Inflation %2.87%2.82%0.04%-1.74%
2 yr T-note Yld0.73%1.50%0.19%105.48%
2-10 Yr Slope0.77%0.42%-0.20%-45.45%
90 day T-bill Yld0.06%0.36%0.13%500.00%
Gold ($/oz)$1,828.60$1,842.10$34.300.74%
WTI Oil ($/brl)$75.21$93.10$0.7923.79%
VIX "Worry Index"17.2227.364.1458.89%
NYSE Bullish % Index54.76%51.82%6.37%-5.37%





Credit Data12/31/2021   2/11/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.81%0.01%-1.09%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.49%0.06%-3.65%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-11020-440