Saturday, December 23, 2023

Market Data: Week Ending December 22, 2023

Market Index/Data12/30/202212/22/2023ChangeSimple YTD
Dow Industrials Avg33,147.2537,385.9780.8112.79%
S&P 500 Index3,839.504,754.6335.4423.83%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%3.90%-0.01%0.52%
5 yr T-note Yld3.99%3.87%-0.04%-3.01%
5 yr TIPS - 'Real' Yld1.66%1.71%-0.03%3.01%
Implied 5 yr Inflation %2.33%2.16%-0.01%-7.30%
2 yr T-note Yld4.41%4.31%-0.13%-2.27%
2-10 Yr Slope-0.53%-0.41%0.12%-22.64%
90 day T-bill Yld4.42%5.44%0.00%23.08%
Gold ($/oz)$1,826.20$2,069.10$33.4013.30%
WTI Oil ($/brl)$80.26$73.89$2.11-7.94%
VIX "Worry Index"21.6713.030.75-39.87%
NYSE Bullish % Index40.87%65.57%2.04%60.44%





Credit Data12/30/202212/22/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.37%-0.01%34.26%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.98%0.54%7.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-5300840