Saturday, May 21, 2022

Market Data: Week Ending May 20, 2022

Market Index/Data12/31/20215/20/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,261.90-934.76-13.97%
S&P 500 Index4,766.183,901.36-122.53-18.14%
Fed Funds Rate0.08%0.83%0.00%937.50%
10 yr T-note Yld1.50%2.78%-0.15%85.33%
5 yr T-note Yld1.26%2.80%-0.09%122.22%
5 yr TIPS - 'Real' Yld-1.61%-0.08%0.06%
Implied 5 yr Inflation %2.87%2.88%-0.15%0.35%
2 yr T-note Yld0.73%2.60%-0.01%256.16%
2-10 Yr Slope0.77%0.18%-0.14%-76.62%
90 day T-bill Yld0.06%1.08%0.05%1700.00%
Gold ($/oz)$1,828.60$1,842.10$33.900.74%
WTI Oil ($/brl)$75.21$110.28-$0.2146.63%
VIX "Worry Index"17.2229.430.5670.91%
NYSE Bullish % Index54.76%29.21%1.05%-46.66%





Credit Data12/31/2021   5/20/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.90%-0.01%3.83%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.89%0.03%4.94%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-880140-1210

Saturday, May 14, 2022

Market Data: Week Ending May 13, 2022

Market Index/Data12/31/20215/13/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,196.66-702.71-11.40%
S&P 500 Index4,766.184,023.89-99.45-15.57%
Fed Funds Rate0.08%0.83%0.00%937.50%
10 yr T-note Yld1.50%2.93%-0.19%95.33%
5 yr T-note Yld1.26%2.89%-0.17%129.37%
5 yr TIPS - 'Real' Yld-1.61%-0.14%0.02%
Implied 5 yr Inflation %2.87%3.03%-0.19%5.57%
2 yr T-note Yld0.73%2.61%-0.11%257.53%
2-10 Yr Slope0.77%0.32%-0.08%-58.44%
90 day T-bill Yld0.06%1.03%0.18%1616.67%
Gold ($/oz)$1,828.60$1,808.20-$74.60-1.12%
WTI Oil ($/brl)$75.21$110.49$0.7246.91%
VIX "Worry Index"17.2228.87-1.3267.65%
NYSE Bullish % Index54.76%28.16%-9.41%-48.58%





Credit Data12/31/2021   5/13/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.91%-0.02%4.37%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.86%0.06%4.29%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1020170-1350


Saturday, May 7, 2022

Market Data: Week Ending May 6, 2022

Market Index/Data12/31/20215/6/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3032,899.37-77.84-9.46%
S&P 500 Index4,766.184,123.34-8.59-13.49%
Fed Funds Rate0.08%0.83%0.50%937.50%
10 yr T-note Yld1.50%3.12%0.23%108.00%
5 yr T-note Yld1.26%3.06%0.14%142.86%
5 yr TIPS - 'Real' Yld-1.61%-0.16%0.22%
Implied 5 yr Inflation %2.87%3.22%-0.08%12.20%
2 yr T-note Yld0.73%2.72%0.02%272.60%
2-10 Yr Slope0.77%0.40%0.21%-48.05%
90 day T-bill Yld0.06%0.85%-0.04%1316.67%
Gold ($/oz)$1,828.60$1,882.80-$28.902.96%
WTI Oil ($/brl)$75.21$109.77$5.0845.95%
VIX "Worry Index"17.2230.19-3.2175.32%
NYSE Bullish % Index54.76%37.57%-0.75%-31.39%





Credit Data12/31/2021    5/6/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.93%0.04%5.46%
SPDR High Yld Credit ETF Yield (JNK)4.66%4.80%0.06%3.00%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1190-190-1520