Saturday, July 22, 2023

Market Data: Week Ending July 21, 2023

Market Index/Data12/30/20227/21/2023ChangeSimple YTD
Dow Industrials Avg33,147.2535,227.69718.666.28%
S&P 500 Index3,839.504,536.3430.9218.15%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.84%0.01%-1.03%
5 yr T-note Yld3.99%4.09%0.05%2.51%
5 yr TIPS - 'Real' Yld1.66%1.86%-0.03%12.05%
Implied 5 yr Inflation %2.33%2.23%0.08%-4.29%
2 yr T-note Yld4.41%4.82%0.08%9.30%
2-10 Yr Slope-0.53%-0.98%-0.07%84.91%
90 day T-bill Yld4.42%5.50%0.01%24.43%
Gold ($/oz)$1,826.20$1,966.60$2.207.69%
WTI Oil ($/brl)$80.26$77.07$1.65-3.97%
VIX "Worry Index"21.6713.600.17-37.24%
NYSE Bullish % Index40.87%65.05%2.62%59.16%





Credit Data12/30/20227/21/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.83%0.00%12.75%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.42%-0.02%-1.08%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1010-10360