Saturday, September 24, 2022

Market Data: Week Ending September 23, 2022

Market Index/Data12/31/20219/23/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3029,590.41-1,232.01-18.57%
S&P 500 Index4,766.183,693.23-180.10-22.51%
Fed Funds Rate0.08%3.08%0.75%
10 yr T-note Yld1.50%3.69%0.24%146.00%
5 yr T-note Yld1.26%3.96%0.34%214.29%
5 yr TIPS - 'Real' Yld-1.61%1.58%0.45%
Implied 5 yr Inflation %2.87%2.38%-0.11%-17.07%
2 yr T-note Yld0.73%4.20%0.35%475.34%
2-10 Yr Slope0.77%-0.51%-0.11%-166.23%
90 day T-bill Yld0.06%3.24%0.04%
Gold ($/oz)$1,828.60$1,655.60-$27.90-9.46%
WTI Oil ($/brl)$75.21$78.74-$6.024.69%
VIX "Worry Index"17.2229.923.6273.75%
NYSE Bullish % Index54.76%21.46%-16.24%-60.81%





Credit Data12/31/2021   9/23/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.14%0.04%16.94%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.58%0.15%19.74%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1550-200-1880

Saturday, September 17, 2022

Market Data: Week Ending September 16, 2022

Market Index/Data12/31/20219/16/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3030,822.42-1,329.29-15.18%
S&P 500 Index4,766.183,873.33-194.03-18.73%
Fed Funds Rate0.08%2.33%0.00%
10 yr T-note Yld1.50%3.45%0.12%130.00%
5 yr T-note Yld1.26%3.62%0.17%187.30%
5 yr TIPS - 'Real' Yld-1.61%1.13%0.19%
Implied 5 yr Inflation %2.87%2.49%-0.02%-13.24%
2 yr T-note Yld0.73%3.85%0.29%427.40%
2-10 Yr Slope0.77%-0.40%-0.17%-151.95%
90 day T-bill Yld0.06%3.20%0.12%
Gold ($/oz)$1,828.60$1,683.50-$45.10-7.94%
WTI Oil ($/brl)$75.21$84.76-$2.0312.70%
VIX "Worry Index"17.2226.303.5152.73%
NYSE Bullish % Index54.76%37.70%-6.95%-31.15%





Credit Data12/31/2021   9/16/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.10%0.02%14.75%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.43%0.12%16.52%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1350-100-1680

Saturday, September 10, 2022

Market Data: Week Ending September 9, 2022

Market Index/Data12/31/20219/9/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,151.71833.27-11.52%
S&P 500 Index4,766.184,067.36143.10-14.66%
Fed Funds Rate0.08%2.33%0.00%
10 yr T-note Yld1.50%3.33%0.13%122.00%
5 yr T-note Yld1.26%3.45%0.15%173.81%
5 yr TIPS - 'Real' Yld-1.61%0.94%0.19%
Implied 5 yr Inflation %2.87%2.51%-0.04%-12.54%
2 yr T-note Yld0.73%3.56%0.16%387.67%
2-10 Yr Slope0.77%-0.23%-0.03%-129.87%
90 day T-bill Yld0.06%3.08%0.14%
Gold ($/oz)$1,828.60$1,728.60$6.00-5.47%
WTI Oil ($/brl)$75.21$86.79-$0.0815.40%
VIX "Worry Index"17.2222.79-2.6832.35%
NYSE Bullish % Index54.76%44.65%21.54%-18.46%





Credit Data12/31/2021    9/9/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.08%0.01%13.66%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.31%-0.10%13.95%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1250-120-1580