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