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