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