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