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