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