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