Sunday, August 28, 2022

Market Data: Week Ending August 26, 2022

Market Index/Data12/31/20218/26/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,283.40-1,423.34-11.16%
S&P 500 Index4,766.184,057.66-170.82-14.87%
Fed Funds Rate0.08%2.33%0.00%
10 yr T-note Yld1.50%3.04%0.06%102.67%
5 yr T-note Yld1.26%3.20%0.09%153.97%
5 yr TIPS - 'Real' Yld-1.61%0.47%0.08%
Implied 5 yr Inflation %2.87%2.73%0.01%-4.88%
2 yr T-note Yld0.73%3.37%0.12%361.64%
2-10 Yr Slope0.77%-0.33%-0.06%-142.86%
90 day T-bill Yld0.06%2.89%0.15%
Gold ($/oz)$1,828.60$1,749.80-$13.10-4.31%
WTI Oil ($/brl)$75.21$93.06$2.6223.73%
VIX "Worry Index"17.2225.564.9648.43%
NYSE Bullish % Index54.76%54.32%-4.70%-0.80%





Credit Data12/31/2021   8/26/2022Week 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%5.16%0.28%10.73%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1110-30-1440

Saturday, August 20, 2022

Market Data: Week Ending August 19, 2022

Market Index/Data12/31/20218/19/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,706.74-54.31-7.24%
S&P 500 Index4,766.184,228.48-51.67-11.28%
Fed Funds Rate0.08%2.33%0.00%
10 yr T-note Yld1.50%2.98%0.14%98.67%
5 yr T-note Yld1.26%3.11%0.14%146.83%
5 yr TIPS - 'Real' Yld-1.61%0.39%0.09%
Implied 5 yr Inflation %2.87%2.72%0.05%-5.23%
2 yr T-note Yld0.73%3.25%0.00%345.21%
2-10 Yr Slope0.77%-0.27%0.14%-135.06%
90 day T-bill Yld0.06%2.74%0.11%
Gold ($/oz)$1,828.60$1,762.90-$52.60-3.59%
WTI Oil ($/brl)$75.21$90.44-$1.6520.25%
VIX "Worry Index"17.2220.601.0719.63%
NYSE Bullish % Index54.76%59.02%-0.61%7.78%





Credit Data12/31/2021   8/19/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.90%0.00%3.83%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.88%0.00%4.72%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1080-140-1410

Saturday, August 13, 2022

Market Data: Week Ending August 12, 2022

Market Index/Data12/31/20218/12/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,761.05957.58-7.09%
S&P 500 Index4,766.184,280.15134.96-10.20%
Fed Funds Rate0.08%2.33%0.00%
10 yr T-note Yld1.50%2.84%0.01%89.33%
5 yr T-note Yld1.26%2.97%0.00%135.71%
5 yr TIPS - 'Real' Yld-1.61%0.30%-0.03%
Implied 5 yr Inflation %2.87%2.67%0.03%-6.97%
2 yr T-note Yld0.73%3.25%0.01%345.21%
2-10 Yr Slope0.77%-0.41%0.00%-153.25%
90 day T-bill Yld0.06%2.63%0.05%
Gold ($/oz)$1,828.60$1,815.50$24.30-0.72%
WTI Oil ($/brl)$75.21$92.09$3.0822.44%
VIX "Worry Index"17.2219.53-1.6213.41%
NYSE Bullish % Index54.76%59.63%5.69%8.89%





Credit Data12/31/2021   8/12/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.90%-0.01%3.83%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.88%-0.06%4.72%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-940-20-1270