Friday, October 7, 2022

Market Data: Week Ending October 7, 2022

Market Index/Data12/31/202110/7/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3029,296.79571.28-19.38%
S&P 500 Index4,766.183,639.6654.04-23.64%
Fed Funds Rate0.08%3.08%0.00%
10 yr T-note Yld1.50%3.89%0.06%159.33%
5 yr T-note Yld1.26%4.14%0.08%228.57%
5 yr TIPS - 'Real' Yld-1.61%1.78%-0.14%
Implied 5 yr Inflation %2.87%2.36%0.22%-17.77%
2 yr T-note Yld0.73%4.30%0.08%489.04%
2-10 Yr Slope0.77%-0.41%-0.02%-153.25%
90 day T-bill Yld0.06%3.45%0.12%
Gold ($/oz)$1,828.60$1,709.30$37.30-6.52%
WTI Oil ($/brl)$75.21$92.64$13.1523.18%
VIX "Worry Index"17.2231.36-0.2682.11%
NYSE Bullish % Index54.76%26.49%7.84%-51.63%





Credit Data12/31/2021   10/7/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.20%0.04%20.22%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.69%0.05%22.10%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1690-20-2020