Saturday, July 16, 2022

Market Data: Week Ending July 15, 2022

Market Index/Data12/31/20217/15/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,288.26-49.89-13.90%
S&P 500 Index4,766.183,863.16-36.22-18.95%
Fed Funds Rate0.08%1.58%0.00%
10 yr T-note Yld1.50%2.93%-0.16%95.33%
5 yr T-note Yld1.26%3.05%-0.08%142.06%
5 yr TIPS - 'Real' Yld-1.61%0.46%-0.05%
Implied 5 yr Inflation %2.87%2.59%-0.03%-9.76%
2 yr T-note Yld0.73%3.13%0.01%328.77%
2-10 Yr Slope0.77%-0.20%-0.17%-125.97%
90 day T-bill Yld0.06%2.37%0.39%
Gold ($/oz)$1,828.60$1,703.60-$38.70-6.84%
WTI Oil ($/brl)$75.21$97.59-$7.2029.76%
VIX "Worry Index"17.2224.23-0.4140.71%
NYSE Bullish % Index54.76%26.27%-3.28%-52.03%





Credit Data12/31/2021   7/15/2022Week 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%5.06%-0.03%8.58%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1020140-1350

Saturday, July 9, 2022

Market Data: Week Ending July 8, 2022

Market Index/Data12/31/20217/1/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,338.15240.89-13.76%
S&P 500 Index4,766.183,899.3874.05-18.19%
Fed Funds Rate0.08%1.58%0.00%
10 yr T-note Yld1.50%3.09%0.21%106.00%
5 yr T-note Yld1.26%3.13%0.25%148.41%
5 yr TIPS - 'Real' Yld-1.61%0.51%0.23%
Implied 5 yr Inflation %2.87%2.62%0.02%-8.71%
2 yr T-note Yld0.73%3.12%0.28%327.40%
2-10 Yr Slope0.77%-0.03%-0.07%-103.90%
90 day T-bill Yld0.06%1.98%0.25%
Gold ($/oz)$1,828.60$1,742.30-$59.20-4.72%
WTI Oil ($/brl)$75.21$104.79-$3.6439.33%
VIX "Worry Index"17.2224.64-2.0643.09%
NYSE Bullish % Index54.76%29.55%1.22%-46.04%





Credit Data12/31/2021   7/1/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.93%0.02%5.46%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.09%-0.07%9.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1160-190-1490

Saturday, July 2, 2022

Market Data & Graphs: Week Ending July 1, 2022

Market Index/Data12/31/20217/1/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3031,097.26-403.42-14.42%
S&P 500 Index4,766.183,825.33-86.41-19.74%
Fed Funds Rate0.08%1.58%0.00%
10 yr T-note Yld1.50%2.88%-0.25%92.00%
5 yr T-note Yld1.26%2.88%-0.30%128.57%
5 yr TIPS - 'Real' Yld-1.61%0.28%-0.08%
Implied 5 yr Inflation %2.87%2.60%-0.22%-9.41%
2 yr T-note Yld0.73%2.84%-0.20%289.04%
2-10 Yr Slope0.77%0.04%-0.05%-94.81%
90 day T-bill Yld0.06%1.73%0.00%
Gold ($/oz)$1,828.60$1,801.50-$28.80-1.48%
WTI Oil ($/brl)$75.21$108.43$0.8144.17%
VIX "Worry Index"17.2226.70-0.5355.05%
NYSE Bullish % Index54.76%28.33%1.12%-48.27%





Credit Data12/31/2021   7/1/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%1.91%-0.03%4.37%
SPDR High Yld Credit ETF Yield (JNK)4.66%5.16%0.09%10.73%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-970220-1300

 

US Treasury Yields, 90 day, 2, 5, 10 & 30 Yr, Weekly

 

Investment Grade Credit & Junk Grade Credit, Weekly Price

 

Inflation Expectations, Weekly

 

NYSE Internal Sentiment, Weekly

 

Weekly Worry Indexes

 

US Dollar Index, Weekly 

 

Gold Spot Price, Weekly (not bullion or coins)