Saturday, December 9, 2023

Market Data: Week Ending December 8, 2023

Market Index/Data12/30/202212/8/2023ChangeSimple YTD
Dow Industrials Avg33,147.2536,247.872.379.35%
S&P 500 Index3,839.504,604.379.7419.92%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.23%0.01%9.02%
5 yr T-note Yld3.99%4.24%0.10%6.27%
5 yr TIPS - 'Real' Yld1.66%2.13%0.11%28.31%
Implied 5 yr Inflation %2.33%2.11%-0.01%-9.44%
2 yr T-note Yld4.41%4.71%0.15%6.80%
2-10 Yr Slope-0.53%-0.48%-0.14%-9.43%
90 day T-bill Yld4.42%5.44%0.01%23.08%
Gold ($/oz)$1,826.20$2,014.50-$75.2010.31%
WTI Oil ($/brl)$80.26$71.23-$2.84-11.25%
VIX "Worry Index"21.6712.35-0.28-43.01%
NYSE Bullish % Index40.87%56.26%2.39%37.66%





Credit Data12/30/202212/8/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.15%0.05%25.50%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.57%0.00%1.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-108040290