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