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