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