Saturday, December 24, 2022

Market Data: Week Ending December 23, 2022

Market Index/Data12/31/202112/23/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,203.93283.47-8.63%
S&P 500 Index4,766.183,844.82-7.54-19.33%
Fed Funds Rate0.08%4.33%0.00%
10 yr T-note Yld1.50%3.75%0.27%150.00%
5 yr T-note Yld1.26%3.86%0.25%206.35%
5 yr TIPS - 'Real' Yld-1.61%1.57%0.10%
Implied 5 yr Inflation %2.87%2.29%0.15%-20.21%
2 yr T-note Yld0.73%4.31%0.14%490.41%
2-10 Yr Slope0.77%-0.56%0.13%-172.73%
90 day T-bill Yld0.06%4.34%0.03%
Gold ($/oz)$1,828.60$1,804.20$4.00-1.33%
WTI Oil ($/brl)$75.21$79.56$5.105.78%
VIX "Worry Index"17.2220.87-1.7521.20%
NYSE Bullish % Index54.76%40.75%-3.43%-25.58%





Credit Data12/31/2021 12/23/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.49%0.27%36.07%
SPDR High Yld Credit ETF Yield (JNK)4.66%6.42%0.68%37.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-12600-1590

Saturday, December 17, 2022

Market Data: Week Ending December 16, 2022

Market Index/Data12/31/202112/16/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,920.46-556.00-9.41%
S&P 500 Index4,766.183,852.36-82.00-19.17%
Fed Funds Rate0.08%4.33%0.50%
10 yr T-note Yld1.50%3.48%-0.09%132.00%
5 yr T-note Yld1.26%3.61%-0.14%186.51%
5 yr TIPS - 'Real' Yld-1.61%1.47%0.02%
Implied 5 yr Inflation %2.87%2.14%-0.16%-25.44%
2 yr T-note Yld0.73%4.17%-0.16%471.23%
2-10 Yr Slope0.77%-0.69%0.07%-189.61%
90 day T-bill Yld0.06%4.31%0.00%
Gold ($/oz)$1,828.60$1,800.20-$10.50-1.55%
WTI Oil ($/brl)$75.21$74.46$3.44-1.00%
VIX "Worry Index"17.2222.62-0.2131.36%
NYSE Bullish % Index54.76%44.18%-7.50%-19.32%





Credit Data12/31/2021 12/16/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.22%-0.02%21.31%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.74%0.01%23.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-126070-1590

Saturday, December 10, 2022

Market Data: Week Ending December 9, 2022

Market Index/Data12/31/202112/9/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,476.46-953.42-7.88%
S&P 500 Index4,766.183,934.36-137.34-17.45%
Fed Funds Rate0.08%3.83%0.00%
10 yr T-note Yld1.50%3.57%0.06%138.00%
5 yr T-note Yld1.26%3.75%0.08%197.62%
5 yr TIPS - 'Real' Yld-1.61%1.45%0.29%
Implied 5 yr Inflation %2.87%2.30%-0.21%-19.86%
2 yr T-note Yld0.73%4.33%0.05%493.15%
2-10 Yr Slope0.77%-0.76%0.01%-198.70%
90 day T-bill Yld0.06%4.31%-0.03%
Gold ($/oz)$1,828.60$1,810.70$1.10-0.98%
WTI Oil ($/brl)$75.21$71.02-$8.96-5.57%
VIX "Worry Index"17.2222.833.7732.58%
NYSE Bullish % Index54.76%51.68%-6.47%-5.62%





Credit Data12/31/2021   12/9/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.24%0.03%22.40%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.73%0.04%22.96%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1330-30-1660