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