Saturday, August 5, 2023

Market Data: Week Ending August 4, 2023

Market Index/Data12/30/20228/4/2023ChangeSimple YTD
Dow Industrials Avg33,147.2535,065.62-393.675.79%
S&P 500 Index3,839.504,478.03-104.2016.63%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.05%0.09%4.38%
5 yr T-note Yld3.99%4.15%-0.03%4.01%
5 yr TIPS - 'Real' Yld1.66%1.89%-0.01%13.86%
Implied 5 yr Inflation %2.33%2.26%-0.02%-3.00%
2 yr T-note Yld4.41%4.78%-0.09%8.39%
2-10 Yr Slope-0.53%-0.73%0.18%37.74%
90 day T-bill Yld4.42%5.54%0.02%25.34%
Gold ($/oz)$1,826.20$1,976.10-$23.808.21%
WTI Oil ($/brl)$80.26$82.82$2.243.19%
VIX "Worry Index"21.6717.103.77-21.09%
NYSE Bullish % Index40.87%62.88%-2.39%53.85%





Credit Data12/30/20228/4/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.94%0.09%17.13%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.57%0.15%1.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-11100260