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