Market Index/Data | 12/30/2022 | 10/13/2023 | Change | Simple YTD |
Dow Industrials Avg | 33,147.25 | 33,670.29 | 262.71 | 1.58% |
S&P 500 Index | 3,839.50 | 4,327.78 | 19.28 | 12.72% |
Fed Funds Rate | 4.33% | 5.33% | 0.00% | 23.09% |
10 yr T-note Yld | 3.88% | 4.63% | -0.15% | 19.33% |
5 yr T-note Yld | 3.99% | 4.65% | -0.10% | 16.54% |
5 yr TIPS - 'Real' Yld | 1.66% | 2.39% | -0.19% | 43.98% |
Implied 5 yr Inflation % | 2.33% | 2.26% | 0.09% | -3.00% |
2 yr T-note Yld | 4.41% | 5.04% | -0.04% | 14.29% |
2-10 Yr Slope | -0.53% | -0.41% | -0.11% | -22.64% |
90 day T-bill Yld | 4.42% | 5.62% | -0.01% | 27.15% |
Gold ($/oz) | $1,826.20 | $1,941.50 | $96.30 | 6.31% |
WTI Oil ($/brl) | $80.26 | $87.69 | $4.90 | 9.26% |
VIX "Worry Index" | 21.67 | 19.32 | 1.87 | -10.84% |
NYSE Bullish % Index | 40.87% | 36.65% | 2.20% | -10.33% |
Credit Data | 12/30/2022 | 10/13/2023 | Change | Simple 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 | -1490 | 120 | -120 |