Saturday, June 3, 2023

Market Data: Week Ending June 2, 2023

Market Index/Data12/30/20226/2/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,762.76669.421.86%
S&P 500 Index3,839.504,282.3776.9211.53%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.69%-0.11%-4.90%
5 yr T-note Yld3.99%3.84%-0.08%-3.76%
5 yr TIPS - 'Real' Yld1.66%1.71%-0.08%3.01%
Implied 5 yr Inflation %2.33%2.13%0.00%-8.58%
2 yr T-note Yld4.41%4.50%-0.04%2.04%
2-10 Yr Slope-0.53%-0.81%-0.07%52.83%
90 day T-bill Yld4.42%5.50%0.16%24.43%
Gold ($/oz)$1,826.20$1,969.60$25.307.85%
WTI Oil ($/brl)$80.26$71.74-$0.93-10.62%
VIX "Worry Index"21.6714.60-3.35-32.63%
NYSE Bullish % Index40.87%44.35%0.97%8.51%





Credit Data12/30/2022   6/2/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.76%0.06%9.96%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.45%0.06%-0.62%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-930170440