Financial Data Summary of the week ending November 18, 2022

 SOURCE:

Credit Bubble Bulletin : Weekly Commentary: SBF, FTX and QE

For the Week Ending November 18, 2022:

S&P500 dipped 0.7% (down 16.8% y-t-d)

Dow Industrials unchanged (down 7.1%)

Utilities increased 0.7% (down 5.6%)

Banks dropped 3.7% (down 19.9%)

Broker/Dealers fell 2.7% (down 3.7%)

Transports lost 2.1% (down 13.5%)

S&P 400 Midcaps declined 0.8% (down 11.7%)

Small cap Russell 2000 fell 1.8% (down 17.6%)

Nasdaq100 declined 1.2% (down 28.4%)

Semiconductors dipped 1.1% (down 31.0%)

Biotechs slipped 0.8% (down 6.0%). 

With bullion down $21, the HUI gold equities index 

    fell 3.2% (down 15.9%)

U.K.'s FTSE rallied 0.9% (unchanged y-t-d).
Japan's Nikkei declined 1.3% (down 3.1% y-t-d)

German DAX rose 1.5% (down 9.1%). 

Spain's IBEX 35 increased 0.4% (down 6.7%). 

Italy's FTSE MIB gained 0.9% (down 9.8%)

Brazil's Bovespa dropped 3.0% (up 3.9%)

Mexico's Bolsa slipped 0.7% (down 3.2%). 

South Korea's Kospi fell 1.6% (down 17.9%). 

India's Sensex slipped 0.2% (up 5.9%). 

China's Shanghai Exchange increased 0.3% (down 14.9%). 

Turkey's Borsa Istanbul National 100 gained 1.6% (up 144%). 

Russia's MICEX dipped 0.5% (down 41.7%).

Three-month Treasury bill rates ended the week at 4.1325%. 

Two-year government yields jumped 20 bps to 4.54% (up 380bps y-t-d). 

Five-year T-note yields rose seven bps to 4.01% (up 275bps). 

Ten-year Treasury yields added two bps to 3.83% (up 232bps). 

Long bond yields fell nine bps to 3.93% (up 203bps).

Benchmark Fannie Mae MBS yields increased three bps to 5.32% 
(up 325bps).

Federal Reserve Credit declined $13.5bn last week to $8.629 TN. Fed Credit was down $272bn from the June 22nd peak. Over the past 166 weeks, Fed Credit expanded $4.902 TN, or 132%. 

Freddie Mac 30-year fixed mortgage rates sank 52 bps to 6.56% 
  (up 346bps y-o-y). 

Fifteen-year rates fell 40 bps to 5.98% (up 359bps). 

Five-year hybrid ARM rates collapsed 53 bps to 5.53% 
(up 304bps).

jumbo mortgage 30-year fixed rates up a basis point to 6.85% 
  (up 365bps).

For the week, the U.S. Dollar Index added 0.6% to 106.93 
(up 11.8% y-t-d). 

The Chinese (onshore) renminbi declined 0.32% versus the dollar (down 10.73% y-t-d).

Bloomberg Commodities Index fell 1.8% (up 15.8% y-t-d). 

Spot Gold declined 1.2% to $1,751 (down 4.3%). 

Silver dropped 3.5% to $20.942 (down 10.2%). 

WTI crude slid $8.88 to $80.08 (up 7%).

Gasoline sank 7.2% (up 9%)

Natural Gas jumped 7.2% to $6.30 (up 69%). 

Copper dropped 7.0% (down 18%). 

Wheat gained 1.0% (up 7%)

Corn rallied 1.1% (up 13%). 

Bitcoin declined $180 this week, or 1.1%, to $16,630 
  (down 64%).