Saturday, August 26, 2023

Market Data: Week Ending August 25, 2023

Market Index/Data12/30/20228/25/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,346.90-153.763.62%
S&P 500 Index3,839.504,405.7136.0014.75%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.25%-0.01%9.54%
5 yr T-note Yld3.99%4.44%0.06%11.28%
5 yr TIPS - 'Real' Yld1.66%2.19%0.03%31.93%
Implied 5 yr Inflation %2.33%2.25%0.03%-3.43%
2 yr T-note Yld4.41%5.03%0.11%14.06%
2-10 Yr Slope-0.53%-0.78%-0.12%47.17%
90 day T-bill Yld4.42%5.61%0.06%26.92%
Gold ($/oz)$1,826.20$1,939.90$23.406.23%
WTI Oil ($/brl)$80.26$79.93-$0.73-0.41%
VIX "Worry Index"21.6715.68-1.62-27.64%
NYSE Bullish % Index40.87%49.26%-2.02%20.53%





Credit Data12/30/20228/25/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.96%-0.01%17.93%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.58%-0.05%1.39%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1290080

Saturday, August 19, 2023

Market Data: Week Ending August 18, 2023

Market Index/Data12/30/20228/18/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,500.66-780.744.08%
S&P 500 Index3,839.504,369.71-94.3413.81%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.26%0.10%9.79%
5 yr T-note Yld3.99%4.38%0.07%9.77%
5 yr TIPS - 'Real' Yld1.66%2.16%0.15%30.12%
Implied 5 yr Inflation %2.33%2.22%-0.08%-4.72%
2 yr T-note Yld4.41%4.92%0.08%11.56%
2-10 Yr Slope-0.53%-0.66%0.02%24.53%
90 day T-bill Yld4.42%5.55%0.01%25.57%
Gold ($/oz)$1,826.20$1,916.50-$30.104.94%
WTI Oil ($/brl)$80.26$80.66-$2.530.50%
VIX "Worry Index"21.6717.302.46-20.17%
NYSE Bullish % Index40.87%51.28%-8.32%25.47%





Credit Data12/30/20228/18/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.97%0.01%18.33%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.63%0.07%2.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1290-9080

Saturday, August 12, 2023

Market Data: Week Ending August 11, 2023

Market Index/Data12/30/20228/11/2023ChangeSimple YTD
Dow Industrials Avg33,147.2535,281.40215.786.44%
S&P 500 Index3,839.504,464.05-13.9816.27%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.16%0.11%7.22%
5 yr T-note Yld3.99%4.31%0.16%8.02%
5 yr TIPS - 'Real' Yld1.66%2.01%0.12%21.08%
Implied 5 yr Inflation %2.33%2.30%0.04%-1.29%
2 yr T-note Yld4.41%4.84%0.06%9.75%
2-10 Yr Slope-0.53%-0.68%0.05%28.30%
90 day T-bill Yld4.42%5.54%0.00%25.34%
Gold ($/oz)$1,826.20$1,946.60-$29.506.59%
WTI Oil ($/brl)$80.26$83.19$0.373.65%
VIX "Worry Index"21.6714.84-2.26-31.52%
NYSE Bullish % Index40.87%59.60%-3.28%45.83%





Credit Data12/30/20228/11/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.96%0.02%17.93%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.56%-0.01%1.08%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1200-90170