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