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