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