Saturday, March 25, 2023

Market Data: Week Ending March 24, 2023

Market Index/Data12/30/20223/24/2023ChangeSimple YTD
Dow Industrials Avg33,147.2532,237.53375.55-2.74%
S&P 500 Index3,839.503,970.9954.153.42%
Fed Funds Rate4.33%4.83%0.25%11.55%
10 yr T-note Yld3.88%3.38%-0.01%-12.89%
5 yr T-note Yld3.99%3.41%-0.03%-14.54%
5 yr TIPS - 'Real' Yld1.66%1.20%-0.14%-27.71%
Implied 5 yr Inflation %2.33%2.21%0.11%-5.15%
2 yr T-note Yld4.41%3.76%-0.05%-14.74%
2-10 Yr Slope-0.53%-0.38%0.04%-28.30%
90 day T-bill Yld4.42%4.74%0.22%7.24%
Gold ($/oz)$1,826.20$1,983.80$10.308.63%
WTI Oil ($/brl)$80.26$69.26$2.33-13.71%
VIX "Worry Index"21.6721.74-3.770.32%
NYSE Bullish % Index40.87%34.84%0.30%-14.75%





Credit Data12/30/2022   3/24/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.47%-0.02%-1.59%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.27%-0.02%-3.39%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-910-10460

Saturday, March 18, 2023

Market Data: Week Ending March 17, 2023

Market Index/Data12/30/20223/17/2023ChangeSimple YTD
Dow Industrials Avg33,147.2531,861.98-47.66-3.88%
S&P 500 Index3,839.503,916.8455.252.01%
Fed Funds Rate4.33%4.58%0.01%5.77%
10 yr T-note Yld3.88%3.39%-0.31%-12.63%
5 yr T-note Yld3.99%3.44%-0.52%-13.78%
5 yr TIPS - 'Real' Yld1.66%1.34%-0.28%-19.28%
Implied 5 yr Inflation %2.33%2.10%-0.24%-9.87%
2 yr T-note Yld4.41%3.81%-0.79%-13.61%
2-10 Yr Slope-0.53%-0.42%0.48%-20.75%
90 day T-bill Yld4.42%4.52%-0.49%2.26%
Gold ($/oz)$1,826.20$1,973.50$106.308.07%
WTI Oil ($/brl)$80.26$66.93-$9.75-16.61%
VIX "Worry Index"21.67225.51200.71940.66%
NYSE Bullish % Index40.87%34.54%-9.33%-15.49%





Credit Data12/30/2022   3/17/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.49%-0.03%-0.80%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.29%0.01%-3.08%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-900280470

Saturday, March 11, 2023

Market Data: Week Ending March 10, 2023

Market Index/Data12/30/20223/10/2023ChangeSimple YTD
Dow Industrials Avg33,147.2531,909.64-1,481.33-3.73%
S&P 500 Index3,839.503,861.59-184.050.58%
Fed Funds Rate4.33%4.57%0.00%5.54%
10 yr T-note Yld3.88%3.70%-0.27%-4.64%
5 yr T-note Yld3.99%3.96%-0.30%-0.75%
5 yr TIPS - 'Real' Yld1.66%1.62%0.07%-2.41%
Implied 5 yr Inflation %2.33%2.34%-0.37%0.43%
2 yr T-note Yld4.41%4.60%-0.26%4.31%
2-10 Yr Slope-0.53%-0.90%-0.01%69.81%
90 day T-bill Yld4.42%5.01%0.10%13.35%
Gold ($/oz)$1,826.20$1,867.20$12.602.25%
WTI Oil ($/brl)$80.26$76.68-$3.00-4.46%
VIX "Worry Index"21.6724.806.3114.44%
NYSE Bullish % Index40.87%43.87%-13.37%7.34%





Credit Data12/30/2022   3/10/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.52%-0.03%0.40%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.28%0.11%-3.24%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1180240190