Saturday, June 25, 2022

Market Data: Week Ending June 24, 2022

Market Index/Data12/31/20216/24/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,500.681,611.90-13.31%
S&P 500 Index4,766.183,911.74236.90-17.93%
Fed Funds Rate0.08%1.58%0.00%
10 yr T-note Yld1.50%3.13%-0.12%108.67%
5 yr T-note Yld1.26%3.18%-0.16%152.38%
5 yr TIPS - 'Real' Yld-1.61%0.36%-0.18%
Implied 5 yr Inflation %2.87%2.82%0.02%-1.74%
2 yr T-note Yld0.73%3.04%-0.13%316.44%
2-10 Yr Slope0.77%0.09%0.01%-88.31%
90 day T-bill Yld0.06%1.73%0.10%
Gold ($/oz)$1,828.60$1,830.30-$10.300.09%
WTI Oil ($/brl)$75.21$107.62-$0.3743.09%
VIX "Worry Index"17.2227.23-3.9058.13%
NYSE Bullish % Index54.76%27.21%7.24%-50.31%





Credit Data12/31/2021   6/24/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.94%-0.01%6.01%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.07%-0.06%8.80%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1190110-1520

Saturday, June 18, 2022

Market Data: Week Ending June 17, 2022

Market Index/Data12/31/20216/17/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3029,888.78-1,504.01-17.75%
S&P 500 Index4,766.183,674.84-226.02-22.90%
Fed Funds Rate0.08%1.58%0.75%
10 yr T-note Yld1.50%3.25%0.10%116.67%
5 yr T-note Yld1.26%3.34%0.09%165.08%
5 yr TIPS - 'Real' Yld-1.61%0.54%0.42%
Implied 5 yr Inflation %2.87%2.80%-0.33%-2.44%
2 yr T-note Yld0.73%3.17%0.11%334.25%
2-10 Yr Slope0.77%0.08%-0.01%-89.61%
90 day T-bill Yld0.06%1.63%0.24%
Gold ($/oz)$1,828.60$1,840.60-$34.900.66%
WTI Oil ($/brl)$75.21$107.99-$12.6843.58%
VIX "Worry Index"17.2231.133.3880.78%
NYSE Bullish % Index54.76%19.97%-21.50%-63.53%





Credit Data12/31/2021   6/17/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.95%0.02%6.56%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.13%0.10%10.09%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1300-80-1630

Saturday, June 11, 2022

Market Data: Week Ending June 10, 2022

Market Index/Data12/31/20216/10/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,392.79-1,506.91-13.61%
S&P 500 Index4,766.183,900.86-207.68-18.16%
Fed Funds Rate0.08%0.83%0.00%937.50%
10 yr T-note Yld1.50%3.15%0.19%110.00%
5 yr T-note Yld1.26%3.25%0.30%157.94%
5 yr TIPS - 'Real' Yld-1.61%0.12%0.21%
Implied 5 yr Inflation %2.87%3.13%0.09%9.06%
2 yr T-note Yld0.73%3.06%0.40%319.18%
2-10 Yr Slope0.77%0.09%-0.21%-88.31%
90 day T-bill Yld0.06%1.39%0.18%2216.67%
Gold ($/oz)$1,828.60$1,875.50$25.302.56%
WTI Oil ($/brl)$75.21$120.67$1.8060.44%
VIX "Worry Index"17.2227.752.9661.15%
NYSE Bullish % Index54.76%41.47%-7.64%-24.27%





Credit Data12/31/2021   6/10/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.93%0.03%5.46%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.03%0.24%7.94%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1220-160-1550