Saturday, July 29, 2023

Market Data: Week Ending July 28, 2023

Market Index/Data12/30/20227/28/2023ChangeSimple YTD
Dow Industrials Avg33,147.2535,459.29231.606.98%
S&P 500 Index3,839.504,582.2345.8919.34%
Fed Funds Rate4.33%5.33%0.25%23.09%
10 yr T-note Yld3.88%3.96%0.12%2.06%
5 yr T-note Yld3.99%4.18%0.09%4.76%
5 yr TIPS - 'Real' Yld1.66%1.90%0.04%14.46%
Implied 5 yr Inflation %2.33%2.28%0.05%-2.15%
2 yr T-note Yld4.41%4.87%0.05%10.43%
2-10 Yr Slope-0.53%-0.91%0.07%71.70%
90 day T-bill Yld4.42%5.52%0.02%24.89%
Gold ($/oz)$1,826.20$1,999.90$33.309.51%
WTI Oil ($/brl)$80.26$80.58$3.510.40%
VIX "Worry Index"21.6713.33-0.27-38.49%
NYSE Bullish % Index40.87%65.27%0.22%59.70%





Credit Data12/30/20227/28/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.85%0.02%13.55%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.42%0.00%-1.08%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1110-100260