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