Sunday, July 31, 2022

Market Data & Graphs: Week Ending July 29, 2022

Market Index/Data12/31/20217/29/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,845.13945.84-9.61%
S&P 500 Index4,766.184,130.29168.66-13.34%
Fed Funds Rate0.08%2.33%0.75%
10 yr T-note Yld1.50%2.67%-0.10%78.00%
5 yr T-note Yld1.26%2.70%-0.17%114.29%
5 yr TIPS - 'Real' Yld-1.61%-0.03%-0.34%
Implied 5 yr Inflation %2.87%2.73%0.17%-4.88%
2 yr T-note Yld0.73%2.89%-0.09%295.89%
2-10 Yr Slope0.77%-0.22%-0.01%-128.57%
90 day T-bill Yld0.06%2.41%-0.08%
Gold ($/oz)$1,828.60$1,781.80$54.40-2.56%
WTI Oil ($/brl)$75.21$98.62$3.9231.13%
VIX "Worry Index"17.2221.33-1.7023.87%
NYSE Bullish % Index54.76%49.66%7.60%-9.31%





Credit Data12/31/2021   7/29/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.88%-0.01%2.73%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.96%-0.06%6.44%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-79090-1120

 

US Treasury Yields, 90 day, 2, 5, 10 & 30 Yr, Weekly

Chart

 

Investment Grade Credit & Junk Grade Credit, Weekly Price

Chart

 

Inflation Expectations, Weekly

Chart

 

NYSE Internal Sentiment, Weekly

Chart

 

Weekly Worry Indexes

Chart

 

US Dollar Index, Weekly 

Chart

 

Gold Spot Price, Weekly (not bullion or coins)

Chart

Friday, July 22, 2022

Market Data: Week Ending July 22, 2022

Market Index/Data12/31/20217/22/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,899.29611.03-12.22%
S&P 500 Index4,766.183,961.6398.47-16.88%
Fed Funds Rate0.08%1.58%0.00%
10 yr T-note Yld1.50%2.77%-0.16%84.67%
5 yr T-note Yld1.26%2.87%-0.18%127.78%
5 yr TIPS - 'Real' Yld-1.61%0.31%-0.15%
Implied 5 yr Inflation %2.87%2.56%-0.03%-10.80%
2 yr T-note Yld0.73%2.98%-0.15%308.22%
2-10 Yr Slope0.77%-0.21%-0.01%-127.27%
90 day T-bill Yld0.06%2.49%0.12%
Gold ($/oz)$1,828.60$1,727.40$23.80-5.53%
WTI Oil ($/brl)$75.21$94.70-$2.8925.91%
VIX "Worry Index"17.2223.03-1.2033.74%
NYSE Bullish % Index54.76%42.06%15.79%-23.19%





Credit Data12/31/2021   7/22/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.89%-0.02%3.28%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.02%-0.04%7.73%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-880140-1210

Saturday, July 16, 2022

Market Data: Week Ending July 15, 2022

Market Index/Data12/31/20217/15/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,288.26-49.89-13.90%
S&P 500 Index4,766.183,863.16-36.22-18.95%
Fed Funds Rate0.08%1.58%0.00%
10 yr T-note Yld1.50%2.93%-0.16%95.33%
5 yr T-note Yld1.26%3.05%-0.08%142.06%
5 yr TIPS - 'Real' Yld-1.61%0.46%-0.05%
Implied 5 yr Inflation %2.87%2.59%-0.03%-9.76%
2 yr T-note Yld0.73%3.13%0.01%328.77%
2-10 Yr Slope0.77%-0.20%-0.17%-125.97%
90 day T-bill Yld0.06%2.37%0.39%
Gold ($/oz)$1,828.60$1,703.60-$38.70-6.84%
WTI Oil ($/brl)$75.21$97.59-$7.2029.76%
VIX "Worry Index"17.2224.23-0.4140.71%
NYSE Bullish % Index54.76%26.27%-3.28%-52.03%





Credit Data12/31/2021   7/15/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.91%-0.02%4.37%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.06%-0.03%8.58%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1020140-1350