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% |
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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 |