Saturday, October 7, 2023

Market Data: Week Ending October 6, 2023

Market Index/Data12/30/202210/6/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,407.58-97.920.79%
S&P 500 Index3,839.504,308.5020.4512.22%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.78%0.19%23.20%
5 yr T-note Yld3.99%4.75%0.15%19.05%
5 yr TIPS - 'Real' Yld1.66%2.58%0.04%55.42%
Implied 5 yr Inflation %2.33%2.17%0.11%-6.87%
2 yr T-note Yld4.41%5.08%0.05%15.19%
2-10 Yr Slope-0.53%-0.30%0.14%-43.40%
90 day T-bill Yld4.42%5.63%0.08%27.38%
Gold ($/oz)$1,826.20$1,845.20-$20.901.04%
WTI Oil ($/brl)$80.26$82.79-$8.003.15%
VIX "Worry Index"21.6717.45-0.07-19.47%
NYSE Bullish % Index40.87%34.45%-5.98%-15.71%





Credit Data12/30/202210/6/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.17%0.06%26.29%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.81%0.02%4.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1610-130-240