Saturday, September 23, 2023

Market Data: Week Ending September 22, 2023

Market Index/Data12/30/20229/22/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,963.84-654.402.46%
S&P 500 Index3,839.504,320.06-130.2612.52%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.44%0.11%14.43%
5 yr T-note Yld3.99%4.57%0.12%14.54%
5 yr TIPS - 'Real' Yld1.66%2.28%0.10%37.35%
Implied 5 yr Inflation %2.33%2.29%0.02%-1.72%
2 yr T-note Yld4.41%5.10%0.08%15.65%
2-10 Yr Slope-0.53%-0.66%0.03%24.53%
90 day T-bill Yld4.42%5.56%0.00%25.79%
Gold ($/oz)$1,826.20$1,945.60-$0.606.54%
WTI Oil ($/brl)$80.26$90.03$0.0112.17%
VIX "Worry Index"21.6717.203.41-20.63%
NYSE Bullish % Index40.87%44.01%-3.90%7.68%





Credit Data12/30/20229/22/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.05%0.02%21.51%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.64%0.05%2.31%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1390-90-20

Saturday, September 16, 2023

Market Data: Week Ending September 15, 2023

Market Index/Data12/30/20229/15/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,618.2441.654.44%
S&P 500 Index3,839.504,450.32-7.1715.91%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.33%0.07%11.60%
5 yr T-note Yld3.99%4.45%0.06%11.53%
5 yr TIPS - 'Real' Yld1.66%2.18%0.05%31.33%
Implied 5 yr Inflation %2.33%2.27%0.01%-2.58%
2 yr T-note Yld4.41%5.02%0.04%13.83%
2-10 Yr Slope-0.53%-0.69%0.03%30.19%
90 day T-bill Yld4.42%5.56%0.01%25.79%
Gold ($/oz)$1,826.20$1,946.20$3.506.57%
WTI Oil ($/brl)$80.26$90.02$2.5112.16%
VIX "Worry Index"21.6713.79-0.05-36.36%
NYSE Bullish % Index40.87%47.91%-1.21%17.23%





Credit Data12/30/20229/15/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.03%0.01%20.72%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.59%0.00%1.54%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1300-6070

Saturday, September 9, 2023

Market Data: Week Ending September 8, 2023

Market Index/Data12/30/20229/8/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,576.59-260.724.31%
S&P 500 Index3,839.504,457.49-58.2816.10%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.26%0.08%9.79%
5 yr T-note Yld3.99%4.39%0.10%10.03%
5 yr TIPS - 'Real' Yld1.66%2.13%0.01%28.31%
Implied 5 yr Inflation %2.33%2.26%0.09%-3.00%
2 yr T-note Yld4.41%4.98%0.11%12.93%
2-10 Yr Slope-0.53%-0.72%-0.03%35.85%
90 day T-bill Yld4.42%5.55%0.02%25.57%
Gold ($/oz)$1,826.20$1,942.70-$24.406.38%
WTI Oil ($/brl)$80.26$87.51$1.969.03%
VIX "Worry Index"21.6713.840.75-36.13%
NYSE Bullish % Index40.87%49.12%-3.57%20.19%





Credit Data12/30/20229/8/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.02%0.06%20.32%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.59%0.05%1.54%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1240-20130