Market Index/Data | 12/30/2022 | 3/24/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 32,237.53 | 375.55 | -2.74% |
S&P 500 Index | 3,839.50 | 3,970.99 | 54.15 | 3.42% |
Fed Funds Rate | 4.33% | 4.83% | 0.25% | 11.55% |
10 yr T-note Yld | 3.88% | 3.38% | -0.01% | -12.89% |
5 yr T-note Yld | 3.99% | 3.41% | -0.03% | -14.54% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.20% | -0.14% | -27.71% |
Implied 5 yr Inflation % | 2.33% | 2.21% | 0.11% | -5.15% |
2 yr T-note Yld | 4.41% | 3.76% | -0.05% | -14.74% |
2-10 Yr Slope | -0.53% | -0.38% | 0.04% | -28.30% |
90 day T-bill Yld | 4.42% | 4.74% | 0.22% | 7.24% |
Gold ($/oz) | $1,826.20 | $1,983.80 | $10.30 | 8.63% |
WTI Oil ($/brl) | $80.26 | $69.26 | $2.33 | -13.71% |
VIX "Worry Index" | 21.67 | 21.74 | -3.77 | 0.32% |
NYSE Bullish % Index | 40.87% | 34.84% | 0.30% | -14.75% |
Credit Data | 12/30/2022 | 3/24/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.47% | -0.02% | -1.59% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.27% | -0.02% | -3.39% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -910 | -10 | 460 |
Saturday, March 25, 2023
Saturday, March 18, 2023
Market Data: Week Ending March 17, 2023
Market Index/Data | 12/30/2022 | 3/17/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 31,861.98 | -47.66 | -3.88% |
S&P 500 Index | 3,839.50 | 3,916.84 | 55.25 | 2.01% |
Fed Funds Rate | 4.33% | 4.58% | 0.01% | 5.77% |
10 yr T-note Yld | 3.88% | 3.39% | -0.31% | -12.63% |
5 yr T-note Yld | 3.99% | 3.44% | -0.52% | -13.78% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.34% | -0.28% | -19.28% |
Implied 5 yr Inflation % | 2.33% | 2.10% | -0.24% | -9.87% |
2 yr T-note Yld | 4.41% | 3.81% | -0.79% | -13.61% |
2-10 Yr Slope | -0.53% | -0.42% | 0.48% | -20.75% |
90 day T-bill Yld | 4.42% | 4.52% | -0.49% | 2.26% |
Gold ($/oz) | $1,826.20 | $1,973.50 | $106.30 | 8.07% |
WTI Oil ($/brl) | $80.26 | $66.93 | -$9.75 | -16.61% |
VIX "Worry Index" | 21.67 | 225.51 | 200.71 | 940.66% |
NYSE Bullish % Index | 40.87% | 34.54% | -9.33% | -15.49% |
Credit Data | 12/30/2022 | 3/17/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.49% | -0.03% | -0.80% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.29% | 0.01% | -3.08% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -900 | 280 | 470 |
Saturday, March 11, 2023
Market Data: Week Ending March 10, 2023
Market Index/Data | 12/30/2022 | 3/10/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 31,909.64 | -1,481.33 | -3.73% |
S&P 500 Index | 3,839.50 | 3,861.59 | -184.05 | 0.58% |
Fed Funds Rate | 4.33% | 4.57% | 0.00% | 5.54% |
10 yr T-note Yld | 3.88% | 3.70% | -0.27% | -4.64% |
5 yr T-note Yld | 3.99% | 3.96% | -0.30% | -0.75% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.62% | 0.07% | -2.41% |
Implied 5 yr Inflation % | 2.33% | 2.34% | -0.37% | 0.43% |
2 yr T-note Yld | 4.41% | 4.60% | -0.26% | 4.31% |
2-10 Yr Slope | -0.53% | -0.90% | -0.01% | 69.81% |
90 day T-bill Yld | 4.42% | 5.01% | 0.10% | 13.35% |
Gold ($/oz) | $1,826.20 | $1,867.20 | $12.60 | 2.25% |
WTI Oil ($/brl) | $80.26 | $76.68 | -$3.00 | -4.46% |
VIX "Worry Index" | 21.67 | 24.80 | 6.31 | 14.44% |
NYSE Bullish % Index | 40.87% | 43.87% | -13.37% | 7.34% |
Credit Data | 12/30/2022 | 3/10/2023 | Change | Simple 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 | -1180 | 240 | 190 |
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