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