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