Saturday, January 28, 2023

Market Data: Week Ending January 27, 2023

Market Index/Data12/30/20221/27/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,978.08602.592.51%
S&P 500 Index3,839.504,070.5697.956.02%
Fed Funds Rate4.33%4.33%0.00%0.00%
10 yr T-note Yld3.88%3.52%0.04%-9.28%
5 yr T-note Yld3.99%3.62%0.06%-9.27%
5 yr TIPS - 'Real' Yld1.66%1.29%-0.04%-22.29%
Implied 5 yr Inflation %2.33%2.33%0.10%0.00%
2 yr T-note Yld4.41%4.19%0.05%-4.99%
2-10 Yr Slope-0.53%-0.67%-0.01%26.42%
90 day T-bill Yld4.42%4.73%0.01%7.01%
Gold ($/oz)$1,826.20$1,929.40$1.205.65%
WTI Oil ($/brl)$80.26$79.68-$1.96-0.72%
VIX "Worry Index"21.6718.51-1.34-14.58%
NYSE Bullish % Index40.87%61.65%4.79%50.84%





Credit Data12/30/2022  1/27/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.32%0.00%-7.57%
SPDR High Yld Credit ETF Yield (JNK)6.49%5.84%0.00%-10.02%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1200-40170

Saturday, January 21, 2023

Market Data: Week Ending January 20, 2023

Market Index/Data12/30/20221/20/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,375.49-927.120.69%
S&P 500 Index3,839.503,972.61-26.483.47%
Fed Funds Rate4.33%4.33%0.00%0.00%
10 yr T-note Yld3.88%3.48%-0.01%-10.31%
5 yr T-note Yld3.99%3.56%-0.04%-10.78%
5 yr TIPS - 'Real' Yld1.66%1.33%-0.07%-19.88%
Implied 5 yr Inflation %2.33%2.23%0.03%-4.29%
2 yr T-note Yld4.41%4.14%-0.08%-6.12%
2-10 Yr Slope-0.53%-0.66%0.07%24.53%
90 day T-bill Yld4.42%4.72%0.05%6.79%
Gold ($/oz)$1,826.20$1,928.20$6.505.59%
WTI Oil ($/brl)$80.26$81.64$1.781.72%
VIX "Worry Index"21.6719.851.50-8.40%
NYSE Bullish % Index40.87%56.86%1.19%39.12%





Credit Data12/30/2022  1/20/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.32%0.00%-7.57%
SPDR High Yld Credit ETF Yield (JNK)6.49%5.84%0.03%-10.02%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-116010210

Saturday, January 14, 2023

Market Data: Week Ending January 13, 2023

Market Index/Data12/30/20221/13/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2534,302.61672.003.49%
S&P 500 Index3,839.503,999.09104.014.16%
Fed Funds Rate4.33%4.33%0.00%0.00%
10 yr T-note Yld3.88%3.49%-0.06%-10.05%
5 yr T-note Yld3.99%3.60%-0.09%-9.77%
5 yr TIPS - 'Real' Yld1.66%1.40%-0.11%-15.66%
Implied 5 yr Inflation %2.33%2.20%0.02%-5.58%
2 yr T-note Yld4.41%4.22%-0.02%-4.31%
2-10 Yr Slope-0.53%-0.73%-0.04%37.74%
90 day T-bill Yld4.42%4.67%0.00%5.66%
Gold ($/oz)$1,826.20$1,921.70$52.005.23%
WTI Oil ($/brl)$80.26$79.86$6.09-0.50%
VIX "Worry Index"21.6718.35-2.78-15.32%
NYSE Bullish % Index40.87%55.67%11.56%36.21%





Credit Data12/30/2022   1/13/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.32%-0.02%-7.57%
SPDR High Yld Credit ETF Yield (JNK)6.49%5.81%-0.09%-10.48%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-117040200