Saturday, July 15, 2023

Market Data: Week Ending July 14, 2023

Market Index/Data12/30/20227/14/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,509.03774.154.11%
S&P 500 Index3,839.504,505.42106.4717.34%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.83%-0.23%-1.29%
5 yr T-note Yld3.99%4.04%-0.31%1.25%
5 yr TIPS - 'Real' Yld1.66%1.89%-0.24%13.86%
Implied 5 yr Inflation %2.33%2.15%-0.07%-7.73%
2 yr T-note Yld4.41%4.74%-0.20%7.48%
2-10 Yr Slope-0.53%-0.91%-0.03%71.70%
90 day T-bill Yld4.42%5.49%0.03%24.21%
Gold ($/oz)$1,826.20$1,964.40$31.907.57%
WTI Oil ($/brl)$80.26$75.42$1.56-6.03%
VIX "Worry Index"21.6713.43-1.40-38.02%
NYSE Bullish % Index40.87%62.43%6.27%52.75%





Credit Data12/30/2022   7/14/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.83%-0.05%12.75%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.44%-0.11%-0.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1000180370