Saturday, November 25, 2023

Market Data: Week Ending November 24, 2023

Market Index/Data12/30/202211/24/2023ChangeSimple YTD
Dow Industrials Avg33,147.2535,390.15442.876.77%
S&P 500 Index3,839.504,559.3445.3218.75%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.47%0.03%15.21%
5 yr T-note Yld3.99%4.49%0.04%12.53%
5 yr TIPS - 'Real' Yld1.66%2.28%0.06%37.35%
Implied 5 yr Inflation %2.33%2.21%-0.02%-5.15%
2 yr T-note Yld4.41%4.92%0.04%11.56%
2-10 Yr Slope-0.53%-0.45%-0.01%-15.09%
90 day T-bill Yld4.42%5.54%0.04%25.34%
Gold ($/oz)$1,826.20$2,003.00$18.309.68%
WTI Oil ($/brl)$80.26$75.54-$0.50-5.88%
VIX "Worry Index"21.6712.46-1.34-42.50%
NYSE Bullish % Index40.87%50.19%1.98%22.80%





Credit Data12/30/202211/24/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.16%0.01%25.90%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.65%-0.02%2.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1310-2060

Saturday, November 18, 2023

Market Data: Week Ending November 17, 2023

Market Index/Data12/30/202211/17/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,947.28664.185.43%
S&P 500 Index3,839.504,514.0298.7817.57%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.44%-0.17%14.43%
5 yr T-note Yld3.99%4.45%-0.20%11.53%
5 yr TIPS - 'Real' Yld1.66%2.22%-0.15%33.73%
Implied 5 yr Inflation %2.33%2.23%-0.05%-4.29%
2 yr T-note Yld4.41%4.88%-0.16%10.66%
2-10 Yr Slope-0.53%-0.44%-0.01%-16.98%
90 day T-bill Yld4.42%5.50%-0.03%24.43%
Gold ($/oz)$1,826.20$1,984.70$47.008.68%
WTI Oil ($/brl)$80.26$76.04-$1.13-5.26%
VIX "Worry Index"21.6713.80-0.37-36.32%
NYSE Bullish % Index40.87%48.21%8.40%17.96%





Credit Data12/30/202211/17/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.15%-0.05%25.50%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.67%-0.06%2.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-129012080

Saturday, November 11, 2023

Market Data: Week Ending November 10, 2023

Market Index/Data12/30/202211/10/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,283.10221.783.43%
S&P 500 Index3,839.504,415.2456.9015.00%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.61%0.04%18.81%
5 yr T-note Yld3.99%4.65%0.16%16.54%
5 yr TIPS - 'Real' Yld1.66%2.37%0.20%42.77%
Implied 5 yr Inflation %2.33%2.28%-0.04%-2.15%
2 yr T-note Yld4.41%5.04%0.21%14.29%
2-10 Yr Slope-0.53%-0.43%-0.17%-18.87%
90 day T-bill Yld4.42%5.53%0.00%25.11%
Gold ($/oz)$1,826.20$1,937.70-$61.506.11%
WTI Oil ($/brl)$80.26$77.17-$3.34-3.85%
VIX "Worry Index"21.6714.17-0.74-34.61%
NYSE Bullish % Index40.87%39.81%0.43%-2.59%





Credit Data12/30/202211/10/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.20%0.01%27.49%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.73%0.04%3.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1410-30-40