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