Saturday, May 27, 2023

Market Data: Week Ending May 26, 2023

Market Index/Data12/30/20225/26/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,093.34-333.29-0.16%
S&P 500 Index3,839.504,205.4513.479.53%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.80%0.10%-2.06%
5 yr T-note Yld3.99%3.92%0.16%-1.75%
5 yr TIPS - 'Real' Yld1.66%1.79%0.22%7.83%
Implied 5 yr Inflation %2.33%2.13%-0.06%-8.58%
2 yr T-note Yld4.41%4.54%0.26%2.95%
2-10 Yr Slope-0.53%-0.74%-0.16%39.62%
90 day T-bill Yld4.42%5.34%0.05%20.81%
Gold ($/oz)$1,826.20$1,944.30-$37.306.47%
WTI Oil ($/brl)$80.26$72.67$0.98-9.46%
VIX "Worry Index"21.6717.951.14-17.17%
NYSE Bullish % Index40.87%43.38%-1.85%6.14%





Credit Data12/30/2022   5/26/2023ChangeSimple 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)-1370-1100-90270