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