Market Index/Data | 12/30/2022 | 8/25/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 34,346.90 | -153.76 | 3.62% |
S&P 500 Index | 3,839.50 | 4,405.71 | 36.00 | 14.75% |
Fed Funds Rate | 4.33% | 5.33% | 0.00% | 23.09% |
10 yr T-note Yld | 3.88% | 4.25% | -0.01% | 9.54% |
5 yr T-note Yld | 3.99% | 4.44% | 0.06% | 11.28% |
5 yr TIPS - 'Real' Yld | 1.66% | 2.19% | 0.03% | 31.93% |
Implied 5 yr Inflation % | 2.33% | 2.25% | 0.03% | -3.43% |
2 yr T-note Yld | 4.41% | 5.03% | 0.11% | 14.06% |
2-10 Yr Slope | -0.53% | -0.78% | -0.12% | 47.17% |
90 day T-bill Yld | 4.42% | 5.61% | 0.06% | 26.92% |
Gold ($/oz) | $1,826.20 | $1,939.90 | $23.40 | 6.23% |
WTI Oil ($/brl) | $80.26 | $79.93 | -$0.73 | -0.41% |
VIX "Worry Index" | 21.67 | 15.68 | -1.62 | -27.64% |
NYSE Bullish % Index | 40.87% | 49.26% | -2.02% | 20.53% |
Credit Data | 12/30/2022 | 8/25/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.96% | -0.01% | 17.93% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.58% | -0.05% | 1.39% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -1290 | 0 | 80 |
Saturday, August 26, 2023
Saturday, August 19, 2023
Market Data: Week Ending August 18, 2023
Market Index/Data | 12/30/2022 | 8/18/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 34,500.66 | -780.74 | 4.08% |
S&P 500 Index | 3,839.50 | 4,369.71 | -94.34 | 13.81% |
Fed Funds Rate | 4.33% | 5.33% | 0.00% | 23.09% |
10 yr T-note Yld | 3.88% | 4.26% | 0.10% | 9.79% |
5 yr T-note Yld | 3.99% | 4.38% | 0.07% | 9.77% |
5 yr TIPS - 'Real' Yld | 1.66% | 2.16% | 0.15% | 30.12% |
Implied 5 yr Inflation % | 2.33% | 2.22% | -0.08% | -4.72% |
2 yr T-note Yld | 4.41% | 4.92% | 0.08% | 11.56% |
2-10 Yr Slope | -0.53% | -0.66% | 0.02% | 24.53% |
90 day T-bill Yld | 4.42% | 5.55% | 0.01% | 25.57% |
Gold ($/oz) | $1,826.20 | $1,916.50 | -$30.10 | 4.94% |
WTI Oil ($/brl) | $80.26 | $80.66 | -$2.53 | 0.50% |
VIX "Worry Index" | 21.67 | 17.30 | 2.46 | -20.17% |
NYSE Bullish % Index | 40.87% | 51.28% | -8.32% | 25.47% |
Credit Data | 12/30/2022 | 8/18/2023 | Change | Simple YTD |
iShares Agg. Bond ETF Yield (AGG) | 2.51% | 2.97% | 0.01% | 18.33% |
SPDR High Yld Credit ETF Yield (JNK) | 6.49% | 6.63% | 0.07% | 2.16% |
Invest. Gr. to 10 yr T-Note Spread (x 10) | -1370 | -1290 | -90 | 80 |
Saturday, August 12, 2023
Market Data: Week Ending August 11, 2023
Market Index/Data | 12/30/2022 | 8/11/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 35,281.40 | 215.78 | 6.44% |
S&P 500 Index | 3,839.50 | 4,464.05 | -13.98 | 16.27% |
Fed Funds Rate | 4.33% | 5.33% | 0.00% | 23.09% |
10 yr T-note Yld | 3.88% | 4.16% | 0.11% | 7.22% |
5 yr T-note Yld | 3.99% | 4.31% | 0.16% | 8.02% |
5 yr TIPS - 'Real' Yld | 1.66% | 2.01% | 0.12% | 21.08% |
Implied 5 yr Inflation % | 2.33% | 2.30% | 0.04% | -1.29% |
2 yr T-note Yld | 4.41% | 4.84% | 0.06% | 9.75% |
2-10 Yr Slope | -0.53% | -0.68% | 0.05% | 28.30% |
90 day T-bill Yld | 4.42% | 5.54% | 0.00% | 25.34% |
Gold ($/oz) | $1,826.20 | $1,946.60 | -$29.50 | 6.59% |
WTI Oil ($/brl) | $80.26 | $83.19 | $0.37 | 3.65% |
VIX "Worry Index" | 21.67 | 14.84 | -2.26 | -31.52% |
NYSE Bullish % Index | 40.87% | 59.60% | -3.28% | 45.83% |
Credit Data | 12/30/2022 | 8/11/2023 | Change | Simple 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 | -90 | 170 |
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