Saturday, August 6, 2022

Market Data: Week Ending August 5, 2022

Market Index/Data12/31/20218/5/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,803.47-41.66-9.73%
S&P 500 Index4,766.184,145.1914.90-13.03%
Fed Funds Rate0.08%2.33%0.00%
10 yr T-note Yld1.50%2.83%0.16%88.67%
5 yr T-note Yld1.26%2.97%0.27%135.71%
5 yr TIPS - 'Real' Yld-1.61%0.33%0.36%
Implied 5 yr Inflation %2.87%2.64%-0.09%-8.01%
2 yr T-note Yld0.73%3.24%0.35%343.84%
2-10 Yr Slope0.77%-0.41%-0.19%-153.25%
90 day T-bill Yld0.06%2.58%0.17%
Gold ($/oz)$1,828.60$1,791.20$9.40-2.05%
WTI Oil ($/brl)$75.21$89.01-$9.6118.35%
VIX "Worry Index"17.2221.15-0.1822.82%
NYSE Bullish % Index54.76%53.94%4.28%-1.50%





Credit Data12/31/2021    8/5/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.91%0.03%4.37%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.94%-0.02%6.01%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-920-130-1250