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