Saturday, October 14, 2023

Market Data: Week Ending October 13, 2023

Market Index/Data12/30/202210/13/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,670.29262.711.58%
S&P 500 Index3,839.504,327.7819.2812.72%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.63%-0.15%19.33%
5 yr T-note Yld3.99%4.65%-0.10%16.54%
5 yr TIPS - 'Real' Yld1.66%2.39%-0.19%43.98%
Implied 5 yr Inflation %2.33%2.26%0.09%-3.00%
2 yr T-note Yld4.41%5.04%-0.04%14.29%
2-10 Yr Slope-0.53%-0.41%-0.11%-22.64%
90 day T-bill Yld4.42%5.62%-0.01%27.15%
Gold ($/oz)$1,826.20$1,941.50$96.306.31%
WTI Oil ($/brl)$80.26$87.69$4.909.26%
VIX "Worry Index"21.6719.321.87-10.84%
NYSE Bullish % Index40.87%36.65%2.20%-10.33%





Credit Data12/30/202210/13/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.14%-0.03%25.10%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.80%-0.01%4.78%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1490120-120