Saturday, February 19, 2022

Market Data: Week Ending February 18, 2022

Market Index/Data12/31/20212/18/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,079.18-658.88-6.22%
S&P 500 Index4,766.184,348.87-69.77-8.76%
Fed Funds Rate0.08%0.08%0.00%0.00%
10 yr T-note Yld1.50%1.92%0.00%28.00%
5 yr T-note Yld1.26%1.82%-0.02%44.44%
5 yr TIPS - 'Real' Yld-1.61%-1.04%-0.06%
Implied 5 yr Inflation %2.87%2.86%0.04%-0.35%
2 yr T-note Yld0.73%1.47%-0.03%101.37%
2-10 Yr Slope0.77%0.45%0.03%-41.56%
90 day T-bill Yld0.06%0.35%-0.01%483.33%
Gold ($/oz)$1,828.60$1,899.80$57.703.89%
WTI Oil ($/brl)$75.21$90.21-$2.8919.94%
VIX "Worry Index"17.2227.750.3961.15%
NYSE Bullish % Index54.76%47.84%-3.98%-12.64%





Credit Data12/31/2021   2/18/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.81%0.00%-1.09%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.48%-0.01%-3.86%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1100-440

Saturday, February 12, 2022

Market Data: Week Ending February 11, 2022

Market Index/Data12/31/20212/11/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3034,738.06-351.68-4.40%
S&P 500 Index4,766.184,418.64-81.89-7.29%
Fed Funds Rate0.08%0.08%0.00%0.00%
10 yr T-note Yld1.50%1.92%-0.01%28.00%
5 yr T-note Yld1.26%1.84%0.06%46.03%
5 yr TIPS - 'Real' Yld-1.61%-0.98%0.02%
Implied 5 yr Inflation %2.87%2.82%0.04%-1.74%
2 yr T-note Yld0.73%1.50%0.19%105.48%
2-10 Yr Slope0.77%0.42%-0.20%-45.45%
90 day T-bill Yld0.06%0.36%0.13%500.00%
Gold ($/oz)$1,828.60$1,842.10$34.300.74%
WTI Oil ($/brl)$75.21$93.10$0.7923.79%
VIX "Worry Index"17.2227.364.1458.89%
NYSE Bullish % Index54.76%51.82%6.37%-5.37%





Credit Data12/31/2021   2/11/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.81%0.01%-1.09%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.49%0.06%-3.65%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-11020-440

Saturday, February 5, 2022

Market Data: Week Ending February 4, 2022

Market Index/Data12/31/20212/4/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3035,089.74364.27-3.44%
S&P 500 Index4,766.184,500.5368.68-5.57%
Fed Funds Rate0.08%0.08%0.00%0.00%
10 yr T-note Yld1.50%1.93%0.15%28.67%
5 yr T-note Yld1.26%1.78%0.17%41.27%
5 yr TIPS - 'Real' Yld-1.61%-1.00%0.19%
Implied 5 yr Inflation %2.87%2.78%-0.02%-3.14%
2 yr T-note Yld0.73%1.31%0.16%79.45%
2-10 Yr Slope0.77%0.62%-0.01%-19.48%
90 day T-bill Yld0.06%0.23%0.04%283.33%
Gold ($/oz)$1,828.60$1,807.80$21.20-1.14%
WTI Oil ($/brl)$75.21$92.31$5.4922.74%
VIX "Worry Index"17.2223.22-4.4434.84%
NYSE Bullish % Index54.76%45.45%10.35%-17.00%





Credit Data12/31/2021   2/4/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.80%-0.01%-1.64%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.43%0.04%-4.94%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-130-160-460