Saturday, March 26, 2022

Market Data: Week Ending March 25, 2022

Market Index/Data12/31/20213/25/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,861.24106.31-4.06%
S&P 500 Index4,766.184,543.0679.94-4.68%
Fed Funds Rate0.08%0.33%0.00%312.50%
10 yr T-note Yld1.50%2.48%0.34%65.33%
5 yr T-note Yld1.26%2.55%0.41%102.38%
5 yr TIPS - 'Real' Yld-1.61%-1.04%0.30%
Implied 5 yr Inflation %2.87%3.59%0.11%25.09%
2 yr T-note Yld0.73%2.30%0.33%215.07%
2-10 Yr Slope0.77%0.42%0.00%-45.45%
90 day T-bill Yld0.06%0.55%0.15%816.67%
Gold ($/oz)$1,828.60$1,954.20$24.906.87%
WTI Oil ($/brl)$75.21$113.90$10.8151.44%
VIX "Worry Index"17.2220.81-3.0620.85%
NYSE Bullish % Index54.76%55.49%3.58%1.33%





Credit Data12/31/2021  3/25/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.85%0.04%1.09%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.55%0.06%-2.36%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-630-300-960

Saturday, March 19, 2022

Market Data: Week Ending March 18, 2022

Market Index/Data12/31/20213/18/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,754.931,810.74-4.36%
S&P 500 Index4,766.184,463.12258.81-6.36%
Fed Funds Rate0.08%0.33%0.25%312.50%
10 yr T-note Yld1.50%2.14%0.14%42.67%
5 yr T-note Yld1.26%2.14%0.18%69.84%
5 yr TIPS - 'Real' Yld-1.61%-1.34%0.22%
Implied 5 yr Inflation %2.87%3.48%-0.04%21.25%
2 yr T-note Yld0.73%1.97%0.22%169.86%
2-10 Yr Slope0.77%0.42%0.17%-45.45%
90 day T-bill Yld0.06%0.40%0.00%566.67%
Gold ($/oz)$1,828.60$1,929.30-$55.705.51%
WTI Oil ($/brl)$75.21$103.09-$6.2437.07%
VIX "Worry Index"17.2223.87-6.8838.62%
NYSE Bullish % Index54.76%51.91%11.98%-5.20%





Credit Data12/31/2021   3/18/2022Week 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%4.49%-0.09%-3.65%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-330-140-660

Saturday, March 12, 2022

Market Data: Week Ending March 11, 2022

Market Index/Data12/31/20213/11/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,944.19-670.61-9.34%
S&P 500 Index4,766.184,204.31-124.56-11.79%
Fed Funds Rate0.08%0.08%0.00%0.00%
10 yr T-note Yld1.50%2.00%0.26%33.33%
5 yr T-note Yld1.26%1.96%0.31%55.56%
5 yr TIPS - 'Real' Yld-1.61%-1.56%-0.02%
Implied 5 yr Inflation %2.87%3.52%0.33%22.65%
2 yr T-note Yld0.73%1.75%0.25%139.73%
2-10 Yr Slope0.77%0.25%0.01%-67.53%
90 day T-bill Yld0.06%0.40%0.06%566.67%
Gold ($/oz)$1,828.60$1,985.00$18.408.55%
WTI Oil ($/brl)$75.21$109.33-$6.3545.37%
VIX "Worry Index"17.2230.75-1.2378.57%
NYSE Bullish % Index54.76%39.93%-2.12%-27.08%





Credit Data12/31/2021   3/11/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.81%0.03%-1.09%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.58%0.08%-1.72%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-190-230-520