Saturday, November 26, 2022

Market Data: Week Ending November 25, 2022

Market Index/Data12/31/202111/25/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,347.03601.34-5.48%
S&P 500 Index4,766.184,026.1260.78-15.53%
Fed Funds Rate0.08%3.83%0.00%
10 yr T-note Yld1.50%3.68%-0.14%145.33%
5 yr T-note Yld1.26%3.85%-0.14%205.56%
5 yr TIPS - 'Real' Yld-1.61%1.51%-0.20%
Implied 5 yr Inflation %2.87%2.34%0.06%-18.47%
2 yr T-note Yld0.73%4.42%-0.09%505.48%
2-10 Yr Slope0.77%-0.74%-0.05%-196.10%
90 day T-bill Yld0.06%4.41%0.07%
Gold ($/oz)$1,828.60$1,754.00-$0.40-4.08%
WTI Oil ($/brl)$75.21$76.28-$3.831.42%
VIX "Worry Index"17.2220.50-2.6219.05%
NYSE Bullish % Index54.76%56.07%0.95%2.39%





Credit Data12/31/2021  11/25/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.19%-0.02%19.67%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.57%-0.06%19.53%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1490120-1820

Saturday, November 19, 2022

Market Data: Week Ending November 18, 2022

Market Index/Data12/31/202111/18/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,745.69-2.17-7.13%
S&P 500 Index4,766.183,965.34-27.59-16.80%
Fed Funds Rate0.08%3.83%0.00%
10 yr T-note Yld1.50%3.82%0.00%154.67%
5 yr T-note Yld1.26%3.99%0.04%216.67%
5 yr TIPS - 'Real' Yld-1.61%1.71%0.23%
Implied 5 yr Inflation %2.87%2.28%-0.19%-20.56%
2 yr T-note Yld0.73%4.51%0.17%517.81%
2-10 Yr Slope0.77%-0.69%-0.17%-189.61%
90 day T-bill Yld0.06%4.34%0.06%
Gold ($/oz)$1,828.60$1,754.40-$15.00-4.06%
WTI Oil ($/brl)$75.21$80.11-$8.856.52%
VIX "Worry Index"17.2223.120.6034.26%
NYSE Bullish % Index54.76%55.12%-1.05%0.66%





Credit Data12/31/2021  11/18/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.21%-0.01%20.77%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.63%0.01%20.82%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1610-10-1940

Saturday, November 12, 2022

Market Data: Week Ending November 11, 2022

Market Index/Data12/31/202111/11/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,747.861,344.64-7.13%
S&P 500 Index4,766.183,992.93222.38-16.22%
Fed Funds Rate0.08%3.83%0.00%
10 yr T-note Yld1.50%3.82%-0.35%154.67%
5 yr T-note Yld1.26%3.95%-0.38%213.49%
5 yr TIPS - 'Real' Yld-1.61%1.48%-0.24%
Implied 5 yr Inflation %2.87%2.47%-0.14%-13.94%
2 yr T-note Yld0.73%4.34%-0.32%494.52%
2-10 Yr Slope0.77%-0.52%-0.03%-167.53%
90 day T-bill Yld0.06%4.28%0.07%
Gold ($/oz)$1,828.60$1,769.40$92.80-3.24%
WTI Oil ($/brl)$75.21$88.96-$3.6518.28%
VIX "Worry Index"17.2222.52-2.0330.78%
NYSE Bullish % Index54.76%56.17%9.60%2.57%





Credit Data12/31/2021  11/11/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.22%-0.05%21.31%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.62%-0.12%20.60%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1600300-1930