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