Saturday, June 24, 2023

Market Data: Week Ending June 23, 2023

Market Index/Data12/30/20226/23/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,727.43-571.691.75%
S&P 500 Index3,839.504,348.33-61.2613.25%
Fed Funds Rate4.33%5.07%0.00%17.09%
10 yr T-note Yld3.88%3.74%-0.03%-3.61%
5 yr T-note Yld3.99%3.99%0.00%0.00%
5 yr TIPS - 'Real' Yld1.66%1.83%0.01%10.24%
Implied 5 yr Inflation %2.33%2.16%-0.01%-7.30%
2 yr T-note Yld4.41%4.71%0.01%6.80%
2-10 Yr Slope-0.53%-0.97%-0.04%83.02%
90 day T-bill Yld4.42%5.41%0.07%22.40%
Gold ($/oz)$1,826.20$1,929.60-$41.605.66%
WTI Oil ($/brl)$80.26$69.16-$2.77-13.83%
VIX "Worry Index"21.6713.44-0.10-37.98%
NYSE Bullish % Index40.87%53.18%-2.44%30.12%





Credit Data12/30/2022   6/23/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.76%0.00%9.96%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.49%0.08%0.00%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-98030390

Monday, June 19, 2023

Market Data: Week Ending June 16, 2023

Market Index/Data12/30/20226/16/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,299.12422.343.48%
S&P 500 Index3,839.504,409.59110.7314.85%
Fed Funds Rate4.33%5.07%-0.01%17.09%
10 yr T-note Yld3.88%3.77%0.02%-2.84%
5 yr T-note Yld3.99%3.99%0.07%0.00%
5 yr TIPS - 'Real' Yld1.66%1.82%0.03%9.64%
Implied 5 yr Inflation %2.33%2.17%0.04%-6.87%
2 yr T-note Yld4.41%4.70%0.11%6.58%
2-10 Yr Slope-0.53%-0.93%-0.09%75.47%
90 day T-bill Yld4.42%5.34%-0.03%20.81%
Gold ($/oz)$1,826.20$1,971.20-$6.007.94%
WTI Oil ($/brl)$80.26$71.93$1.76-10.38%
VIX "Worry Index"21.6713.54-0.29-37.52%
NYSE Bullish % Index40.87%55.62%4.37%36.09%





Credit Data12/30/2022   6/16/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.76%0.00%9.96%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.41%-0.03%-1.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1010-20360

Saturday, June 10, 2023

Market Data: Week Ending June 9, 2023

Market Index/Data12/30/20226/9/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,876.78114.022.20%
S&P 500 Index3,839.504,298.8616.4911.96%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.75%0.06%-3.35%
5 yr T-note Yld3.99%3.92%0.08%-1.75%
5 yr TIPS - 'Real' Yld1.66%1.79%0.08%7.83%
Implied 5 yr Inflation %2.33%2.13%0.00%-8.58%
2 yr T-note Yld4.41%4.59%0.09%4.08%
2-10 Yr Slope-0.53%-0.84%-0.03%58.49%
90 day T-bill Yld4.42%5.37%-0.13%21.49%
Gold ($/oz)$1,826.20$1,977.20$7.608.27%
WTI Oil ($/brl)$80.26$70.17-$1.57-12.57%
VIX "Worry Index"21.6713.83-0.77-36.18%
NYSE Bullish % Index40.87%51.25%6.90%25.40%





Credit Data12/30/2022   6/9/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.76%0.00%9.96%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.44%-0.01%-0.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-990-60380