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