Saturday, October 29, 2022

Market Data & Graphs: Week Ending October 28, 2022

Market Index/Data12/31/202110/28/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,861.801,779.24-9.57%
S&P 500 Index4,766.183,901.06148.31-18.15%
Fed Funds Rate0.08%3.08%0.00%
10 yr T-note Yld1.50%4.02%-0.19%168.00%
5 yr T-note Yld1.26%4.19%-0.15%232.54%
5 yr TIPS - 'Real' Yld-1.61%1.57%-0.08%
Implied 5 yr Inflation %2.87%2.62%-0.07%-8.71%
2 yr T-note Yld0.73%4.41%-0.08%504.11%
2-10 Yr Slope0.77%-0.39%-0.11%-150.65%
90 day T-bill Yld0.06%4.18%0.09%
Gold ($/oz)$1,828.60$1,644.80-$11.50-10.05%
WTI Oil ($/brl)$75.21$87.90$2.8516.87%
VIX "Worry Index"17.2225.75-3.9449.54%
NYSE Bullish % Index54.76%47.99%16.42%-12.36%





Credit Data12/31/202110/28/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.21%-0.04%20.77%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.51%-0.17%18.24%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1810150-2140

 

US Treasury Yields, 90 day, 2, 5, 10 & 30 Yr, Weekly

 

Investment Grade Credit & Junk Grade Credit, Weekly Price

 

Inflation Expectations, Weekly

 

NYSE Internal Sentiment, Weekly

 

Weekly Worry Indexes

 

US Dollar Index, Weekly 

 

Gold Spot Price, Weekly (not bullion or coins)

 

Saturday, October 22, 2022

Market Data: Week Ending October 21, 2022

Market Index/Data12/31/202110/21/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,082.561,447.73-14.46%
S&P 500 Index4,766.183,752.75169.68-21.26%
Fed Funds Rate0.08%3.08%0.00%
10 yr T-note Yld1.50%4.21%0.21%180.67%
5 yr T-note Yld1.26%4.34%0.09%244.44%
5 yr TIPS - 'Real' Yld-1.61%1.65%-0.16%
Implied 5 yr Inflation %2.87%2.69%0.25%-6.27%
2 yr T-note Yld0.73%4.49%0.01%515.07%
2-10 Yr Slope0.77%-0.28%0.20%-136.36%
90 day T-bill Yld0.06%4.09%0.28%
Gold ($/oz)$1,828.60$1,656.30$7.40-9.42%
WTI Oil ($/brl)$75.21$85.05-$0.5613.08%
VIX "Worry Index"17.2229.69-2.3372.42%
NYSE Bullish % Index54.76%31.57%6.01%-42.35%





Credit Data12/31/2021 10/21/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.25%0.02%22.95%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.68%-0.07%21.89%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1960-190-2290

Saturday, October 15, 2022

Market Data: Week Ending October 14, 2022

Market Index/Data12/31/202110/14/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3029,634.83338.04-18.45%
S&P 500 Index4,766.183,583.07-56.59-24.82%
Fed Funds Rate0.08%3.08%0.00%
10 yr T-note Yld1.50%4.00%0.11%166.67%
5 yr T-note Yld1.26%4.25%0.11%237.30%
5 yr TIPS - 'Real' Yld-1.61%1.81%0.03%
Implied 5 yr Inflation %2.87%2.44%0.08%-14.98%
2 yr T-note Yld0.73%4.48%0.18%513.70%
2-10 Yr Slope0.77%-0.48%-0.07%-162.34%
90 day T-bill Yld0.06%3.81%0.36%
Gold ($/oz)$1,828.60$1,648.90-$60.40-9.83%
WTI Oil ($/brl)$75.21$85.61-$7.0313.83%
VIX "Worry Index"17.2232.020.6685.95%
NYSE Bullish % Index54.76%25.56%-0.93%-53.32%





Credit Data12/31/2021 10/14/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.23%0.03%21.86%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.75%0.06%23.39%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1770-80-2100