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