Saturday, February 25, 2023

Market Data: Week Ending February 24, 2023

Market Index/Data12/30/20222/24/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2532,816.92-1009.77-.02%
S&P 500 Index3,839.503,970.04-109.053.40%
Fed Funds Rate4.33%4.58%0.00%5.77%
10 yr T-note Yld3.88%3.95%0.13%1.80%
5 yr T-note Yld3.99%4.19%0.16%5.01%
5 yr TIPS - 'Real' Yld1.66%1.72%0.19%3.61%
Implied 5 yr Inflation %2.33%2.47%-0.03%6.01%
2 yr T-note Yld4.41%4.78%0.18%8.39%
2-10 Yr Slope-0.53%-0.83%-0.05%56.60%
90 day T-bill Yld4.42%4.86%0.02%9.95%
Gold ($/oz)$1,826.20$1,817.10-$33.10-0.50%
WTI Oil ($/brl)$80.26$76.32-$0.23-4.91%
VIX "Worry Index"21.6721.671.650.00%
NYSE Bullish % Index40.87%57.45%-5.76%40.57%





Credit Data12/30/2022   2/24/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.47%0.02%-1.59%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.09%0.02%-6.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1480-110-110

Saturday, February 18, 2023

Market Data: Week Ending February 17, 2023

Market Index/Data12/30/20222/17/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,826.69-42.582.05%
S&P 500 Index3,839.504,079.09-11.376.24%
Fed Funds Rate4.33%4.58%0.01%5.77%
10 yr T-note Yld3.88%3.82%0.08%-1.55%
5 yr T-note Yld3.99%4.03%0.10%1.00%
5 yr TIPS - 'Real' Yld1.66%1.53%0.07%-7.83%
Implied 5 yr Inflation %2.33%2.50%0.03%7.30%
2 yr T-note Yld4.41%4.60%0.10%4.31%
2-10 Yr Slope-0.53%-0.78%-0.02%47.17%
90 day T-bill Yld4.42%4.84%0.05%9.50%
Gold ($/oz)$1,826.20$1,850.20-$24.301.31%
WTI Oil ($/brl)$80.26$76.55-$3.17-4.62%
VIX "Worry Index"21.6720.02-0.51-7.61%
NYSE Bullish % Index40.87%63.21%-1.04%54.66%





Credit Data12/30/2022  2/17/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.45%0.01%-2.39%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.07%0.03%-6.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1370-700

Saturday, February 11, 2023

Market Data: Week Ending February 10, 2023

Market Index/Data12/30/20222/10/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,869.27-56.742.18%
S&P 500 Index3,839.504,090.46-45.926.54%
Fed Funds Rate4.33%4.57%-0.01%5.54%
10 yr T-note Yld3.88%3.74%0.21%-3.61%
5 yr T-note Yld3.99%3.93%0.36%-1.50%
5 yr TIPS - 'Real' Yld1.66%1.46%0.06%-12.05%
Implied 5 yr Inflation %2.33%2.47%0.30%6.01%
2 yr T-note Yld4.41%4.50%0.20%2.04%
2-10 Yr Slope-0.53%-0.76%0.01%43.40%
90 day T-bill Yld4.42%4.79%0.09%8.37%
Gold ($/oz)$1,826.20$1,874.50-$2.102.64%
WTI Oil ($/brl)$80.26$79.72$6.33-0.67%
VIX "Worry Index"21.6720.532.20-5.26%
NYSE Bullish % Index40.87%64.25%-3.54%57.21%





Credit Data12/30/2022  2/10/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.44%0.03%-2.79%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.04%0.12%-6.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1300-18070