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