Saturday, March 4, 2023

Market Data: Period from February 2023 EOM

Market Index/Data12/30/20223/3/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,390.97734.270.74%
S&P 500 Index3,839.504,045.6475.495.37%
Fed Funds Rate4.33%4.57%0.00%5.54%
10 yr T-note Yld3.88%3.97%0.05%2.32%
5 yr T-note Yld3.99%4.26%0.08%6.77%
5 yr TIPS - 'Real' Yld1.66%1.55%-0.05%-6.63%
Implied 5 yr Inflation %2.33%2.71%0.13%16.31%
2 yr T-note Yld4.41%4.86%0.05%10.20%
2-10 Yr Slope-0.53%-0.89%0.00%67.92%
90 day T-bill Yld4.42%4.91%0.03%11.09%
Gold ($/oz)$1,826.20$1,854.60$17.901.56%
WTI Oil ($/brl)$80.26$79.68$2.63-0.72%
VIX "Worry Index"21.6718.49-2.21-14.67%
NYSE Bullish % Index40.87%57.24%-0.37%40.05%





Credit Data12/30/2022    3/3/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.55%0.06%1.59%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.17%0.05%-4.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-142010-50