Saturday, May 13, 2023

Market Data: Week Ending May 12, 2023

Market Index/Data12/30/20225/12/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,300.62-373.760.46%
S&P 500 Index3,839.504,124.08-12.177.41%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.46%0.02%-10.82%
5 yr T-note Yld3.99%3.45%0.04%-13.53%
5 yr TIPS - 'Real' Yld1.66%1.34%0.12%-19.28%
Implied 5 yr Inflation %2.33%2.11%-0.08%-9.44%
2 yr T-note Yld4.41%3.98%0.06%-9.75%
2-10 Yr Slope-0.53%-0.52%-0.04%-1.89%
90 day T-bill Yld4.42%5.25%-0.01%18.78%
Gold ($/oz)$1,826.20$2,019.80-$5.0010.60%
WTI Oil ($/brl)$80.26$70.04-$1.30-12.73%
VIX "Worry Index"21.6717.03-0.16-21.41%
NYSE Bullish % Index40.87%43.80%-0.03%7.17%





Credit Data12/30/2022   5/12/2023ChangeSimple 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)-1370-810-10560