Saturday, November 5, 2022

Market Data: Week Ending November 4, 2022

Market Index/Data12/31/202111/4/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,403.22-458.58-10.83%
S&P 500 Index4,766.183,770.55-130.51-20.89%
Fed Funds Rate0.08%3.83%0.75%
10 yr T-note Yld1.50%4.17%0.15%178.00%
5 yr T-note Yld1.26%4.33%0.14%243.65%
5 yr TIPS - 'Real' Yld-1.61%1.72%0.15%
Implied 5 yr Inflation %2.87%2.61%-0.01%-9.06%
2 yr T-note Yld0.73%4.66%0.25%538.36%
2-10 Yr Slope0.77%-0.49%-0.10%-163.64%
90 day T-bill Yld0.06%4.21%0.03%
Gold ($/oz)$1,828.60$1,676.60$31.80-8.31%
WTI Oil ($/brl)$75.21$92.61$4.7123.14%
VIX "Worry Index"17.2224.55-1.2042.57%
NYSE Bullish % Index54.76%46.57%-1.42%-14.96%





Credit Data12/31/2021   11/4/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.27%0.06%24.04%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.74%0.23%23.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1900-90-2230