Saturday, October 1, 2022

Market Data & Graphs: Week Ending September 30, 2022

Market Index/Data12/31/20219/30/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3028,725.51-864.90-20.95%
S&P 500 Index4,766.183,585.62-107.61-24.77%
Fed Funds Rate0.08%3.08%0.00%
10 yr T-note Yld1.50%3.83%0.14%155.33%
5 yr T-note Yld1.26%4.06%0.10%222.22%
5 yr TIPS - 'Real' Yld-1.61%1.92%0.34%
Implied 5 yr Inflation %2.87%2.14%-0.24%-25.44%
2 yr T-note Yld0.73%4.22%0.02%478.08%
2-10 Yr Slope0.77%-0.39%0.12%-150.65%
90 day T-bill Yld0.06%3.33%0.09%
Gold ($/oz)$1,828.60$1,672.00$16.40-8.56%
WTI Oil ($/brl)$75.21$79.49$0.755.69%
VIX "Worry Index"17.2231.621.7083.62%
NYSE Bullish % Index54.76%18.65%-2.81%-65.94%





Credit Data12/31/2021   9/30/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.16%0.02%18.03%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.64%0.06%21.03%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1670-120-2000


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)