Market Index/Data | 12/30/2022 | 6/23/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 33,727.43 | -571.69 | 1.75% |
S&P 500 Index | 3,839.50 | 4,348.33 | -61.26 | 13.25% |
Fed Funds Rate | 4.33% | 5.07% | 0.00% | 17.09% |
10 yr T-note Yld | 3.88% | 3.74% | -0.03% | -3.61% |
5 yr T-note Yld | 3.99% | 3.99% | 0.00% | 0.00% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.83% | 0.01% | 10.24% |
Implied 5 yr Inflation % | 2.33% | 2.16% | -0.01% | -7.30% |
2 yr T-note Yld | 4.41% | 4.71% | 0.01% | 6.80% |
2-10 Yr Slope | -0.53% | -0.97% | -0.04% | 83.02% |
90 day T-bill Yld | 4.42% | 5.41% | 0.07% | 22.40% |
Gold ($/oz) | $1,826.20 | $1,929.60 | -$41.60 | 5.66% |
WTI Oil ($/brl) | $80.26 | $69.16 | -$2.77 | -13.83% |
VIX "Worry Index" | 21.67 | 13.44 | -0.10 | -37.98% |
NYSE Bullish % Index | 40.87% | 53.18% | -2.44% | 30.12% |
Credit Data | 12/30/2022 | 6/23/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.76% | 0.00% | 9.96% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.49% | 0.08% | 0.00% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -980 | 30 | 390 |
Saturday, June 24, 2023
Monday, June 19, 2023
Market Data: Week Ending June 16, 2023
Market Index/Data | 12/30/2022 | 6/16/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 34,299.12 | 422.34 | 3.48% |
S&P 500 Index | 3,839.50 | 4,409.59 | 110.73 | 14.85% |
Fed Funds Rate | 4.33% | 5.07% | -0.01% | 17.09% |
10 yr T-note Yld | 3.88% | 3.77% | 0.02% | -2.84% |
5 yr T-note Yld | 3.99% | 3.99% | 0.07% | 0.00% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.82% | 0.03% | 9.64% |
Implied 5 yr Inflation % | 2.33% | 2.17% | 0.04% | -6.87% |
2 yr T-note Yld | 4.41% | 4.70% | 0.11% | 6.58% |
2-10 Yr Slope | -0.53% | -0.93% | -0.09% | 75.47% |
90 day T-bill Yld | 4.42% | 5.34% | -0.03% | 20.81% |
Gold ($/oz) | $1,826.20 | $1,971.20 | -$6.00 | 7.94% |
WTI Oil ($/brl) | $80.26 | $71.93 | $1.76 | -10.38% |
VIX "Worry Index" | 21.67 | 13.54 | -0.29 | -37.52% |
NYSE Bullish % Index | 40.87% | 55.62% | 4.37% | 36.09% |
Credit Data | 12/30/2022 | 6/16/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.76% | 0.00% | 9.96% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.41% | -0.03% | -1.23% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -1010 | -20 | 360 |
Saturday, June 10, 2023
Market Data: Week Ending June 9, 2023
Market Index/Data | 12/30/2022 | 6/9/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 33,876.78 | 114.02 | 2.20% |
S&P 500 Index | 3,839.50 | 4,298.86 | 16.49 | 11.96% |
Fed Funds Rate | 4.33% | 5.08% | 0.00% | 17.32% |
10 yr T-note Yld | 3.88% | 3.75% | 0.06% | -3.35% |
5 yr T-note Yld | 3.99% | 3.92% | 0.08% | -1.75% |
5 yr TIPS - 'Real' Yld | 1.66% | 1.79% | 0.08% | 7.83% |
Implied 5 yr Inflation % | 2.33% | 2.13% | 0.00% | -8.58% |
2 yr T-note Yld | 4.41% | 4.59% | 0.09% | 4.08% |
2-10 Yr Slope | -0.53% | -0.84% | -0.03% | 58.49% |
90 day T-bill Yld | 4.42% | 5.37% | -0.13% | 21.49% |
Gold ($/oz) | $1,826.20 | $1,977.20 | $7.60 | 8.27% |
WTI Oil ($/brl) | $80.26 | $70.17 | -$1.57 | -12.57% |
VIX "Worry Index" | 21.67 | 13.83 | -0.77 | -36.18% |
NYSE Bullish % Index | 40.87% | 51.25% | 6.90% | 25.40% |
Credit Data | 12/30/2022 | 6/9/2023 | Change | Simple 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 | -60 | 380 |
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