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% |
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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 |