Saturday, October 28, 2023

Market Data: Week Ending October 27, 2023

Market Index/Data12/30/202210/27/2023ChangeSimple YTD
Dow Industrials Avg33,147.2532,417.59-709.69-2.20%
S&P 500 Index3,839.504,117.37-106.797.24%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.84%-0.09%24.74%
5 yr T-note Yld3.99%4.76%-0.10%19.30%
5 yr TIPS - 'Real' Yld1.66%2.37%-0.02%42.77%
Implied 5 yr Inflation %2.33%2.39%-0.08%2.58%
2 yr T-note Yld4.41%4.99%-0.08%13.15%
2-10 Yr Slope-0.53%-0.15%-0.01%-71.70%
90 day T-bill Yld4.42%5.59%0.01%26.47%
Gold ($/oz)$1,826.20$1,998.50$4.109.43%
WTI Oil ($/brl)$80.26$85.54-$2.546.58%
VIX "Worry Index"21.6721.27-0.44-1.85%
NYSE Bullish % Index40.87%29.42%-4.79%-28.02%





Credit Data12/30/202210/27/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.18%-0.02%26.69%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.85%-0.04%5.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-166070-290