Saturday, December 16, 2023

Market Data: Week Ending December 15, 2023

Market Index/Data12/30/202212/15/2023ChangeSimple YTD
Dow Industrials Avg33,147.2537,305.161,057.2912.54%
S&P 500 Index3,839.504,719.19114.8222.91%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%3.91%-0.32%0.77%
5 yr T-note Yld3.99%3.91%-0.33%-2.01%
5 yr TIPS - 'Real' Yld1.66%1.74%-0.39%4.82%
Implied 5 yr Inflation %2.33%2.17%0.06%-6.87%
2 yr T-note Yld4.41%4.44%-0.27%0.68%
2-10 Yr Slope-0.53%-0.53%-0.05%0.00%
90 day T-bill Yld4.42%5.44%0.00%23.08%
Gold ($/oz)$1,826.20$2,035.70$21.2011.47%
WTI Oil ($/brl)$80.26$71.78$0.55-10.57%
VIX "Worry Index"21.6712.28-0.07-43.33%
NYSE Bullish % Index40.87%63.53%7.27%55.44%





Credit Data12/30/202212/15/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.38%0.23%34.66%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.44%-0.13%-0.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-530550840