Market Index/Data | 12/30/2022 | 5/26/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 33,093.34 | -333.29 | -0.16% |
S&P 500 Index | 3,839.50 | 4,205.45 | 13.47 | 9.53% |
Fed Funds Rate | 4.33% | 5.08% | 0.00% | 17.32% |
10 yr T-note Yld | 3.88% | 3.80% | 0.10% | -2.06% |
5 yr T-note Yld | 3.99% | 3.92% | 0.16% | -1.75% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.79% | 0.22% | 7.83% |
Implied 5 yr Inflation % | 2.33% | 2.13% | -0.06% | -8.58% |
2 yr T-note Yld | 4.41% | 4.54% | 0.26% | 2.95% |
2-10 Yr Slope | -0.53% | -0.74% | -0.16% | 39.62% |
90 day T-bill Yld | 4.42% | 5.34% | 0.05% | 20.81% |
Gold ($/oz) | $1,826.20 | $1,944.30 | -$37.30 | 6.47% |
WTI Oil ($/brl) | $80.26 | $72.67 | $0.98 | -9.46% |
VIX "Worry Index" | 21.67 | 17.95 | 1.14 | -17.17% |
NYSE Bullish % Index | 40.87% | 43.38% | -1.85% | 6.14% |
Credit Data | 12/30/2022 | 5/26/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.70% | 0.01% | 7.57% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.39% | 0.02% | -1.54% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -1100 | -90 | 270 |
Saturday, May 27, 2023
Saturday, May 20, 2023
Market Data: Week Ending May 19, 2023
Market Index/Data | 12/30/2022 | 5/19/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 33,426.63 | 126.01 | 0.84% |
S&P 500 Index | 3,839.50 | 4,191.98 | 67.90 | 9.18% |
Fed Funds Rate | 4.33% | 5.08% | 0.00% | 17.32% |
10 yr T-note Yld | 3.88% | 3.70% | 0.24% | -4.64% |
5 yr T-note Yld | 3.99% | 3.76% | 0.31% | -5.76% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.57% | 0.23% | -5.42% |
Implied 5 yr Inflation % | 2.33% | 2.19% | 0.08% | -6.01% |
2 yr T-note Yld | 4.41% | 4.28% | 0.30% | -2.95% |
2-10 Yr Slope | -0.53% | -0.58% | -0.06% | 9.43% |
90 day T-bill Yld | 4.42% | 5.29% | 0.04% | 19.68% |
Gold ($/oz) | $1,826.20 | $1,981.60 | -$38.20 | 8.51% |
WTI Oil ($/brl) | $80.26 | $71.69 | $1.65 | -10.68% |
VIX "Worry Index" | 21.67 | 16.81 | -0.22 | -22.43% |
NYSE Bullish % Index | 40.87% | 45.23% | 1.43% | 10.67% |
Credit Data | 12/30/2022 | 5/19/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.69% | 0.04% | 7.17% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.37% | 0.02% | -1.85% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -1010 | -200 | 360 |
Saturday, May 13, 2023
Market Data: Week Ending May 12, 2023
Market Index/Data | 12/30/2022 | 5/12/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 33,300.62 | -373.76 | 0.46% |
S&P 500 Index | 3,839.50 | 4,124.08 | -12.17 | 7.41% |
Fed Funds Rate | 4.33% | 5.08% | 0.00% | 17.32% |
10 yr T-note Yld | 3.88% | 3.46% | 0.02% | -10.82% |
5 yr T-note Yld | 3.99% | 3.45% | 0.04% | -13.53% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.34% | 0.12% | -19.28% |
Implied 5 yr Inflation % | 2.33% | 2.11% | -0.08% | -9.44% |
2 yr T-note Yld | 4.41% | 3.98% | 0.06% | -9.75% |
2-10 Yr Slope | -0.53% | -0.52% | -0.04% | -1.89% |
90 day T-bill Yld | 4.42% | 5.25% | -0.01% | 18.78% |
Gold ($/oz) | $1,826.20 | $2,019.80 | -$5.00 | 10.60% |
WTI Oil ($/brl) | $80.26 | $70.04 | -$1.30 | -12.73% |
VIX "Worry Index" | 21.67 | 17.03 | -0.16 | -21.41% |
NYSE Bullish % Index | 40.87% | 43.80% | -0.03% | 7.17% |
Credit Data | 12/30/2022 | 5/12/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.65% | 0.01% | 5.58% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.35% | 0.02% | -2.16% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -810 | -10 | 560 |
Subscribe to:
Posts (Atom)