Saturday, March 11, 2023

Market Data: Week Ending March 10, 2023

Market Index/Data12/30/20223/10/2023ChangeSimple YTD
Dow Industrials Avg33,147.2531,909.64-1,481.33-3.73%
S&P 500 Index3,839.503,861.59-184.050.58%
Fed Funds Rate4.33%4.57%0.00%5.54%
10 yr T-note Yld3.88%3.70%-0.27%-4.64%
5 yr T-note Yld3.99%3.96%-0.30%-0.75%
5 yr TIPS - 'Real' Yld1.66%1.62%0.07%-2.41%
Implied 5 yr Inflation %2.33%2.34%-0.37%0.43%
2 yr T-note Yld4.41%4.60%-0.26%4.31%
2-10 Yr Slope-0.53%-0.90%-0.01%69.81%
90 day T-bill Yld4.42%5.01%0.10%13.35%
Gold ($/oz)$1,826.20$1,867.20$12.602.25%
WTI Oil ($/brl)$80.26$76.68-$3.00-4.46%
VIX "Worry Index"21.6724.806.3114.44%
NYSE Bullish % Index40.87%43.87%-13.37%7.34%





Credit Data12/30/2022   3/10/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.52%-0.03%0.40%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.28%0.11%-3.24%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1180240190

Saturday, March 4, 2023

Market Data: Period from February 2023 EOM

Market Index/Data12/30/20223/3/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,390.97734.270.74%
S&P 500 Index3,839.504,045.6475.495.37%
Fed Funds Rate4.33%4.57%0.00%5.54%
10 yr T-note Yld3.88%3.97%0.05%2.32%
5 yr T-note Yld3.99%4.26%0.08%6.77%
5 yr TIPS - 'Real' Yld1.66%1.55%-0.05%-6.63%
Implied 5 yr Inflation %2.33%2.71%0.13%16.31%
2 yr T-note Yld4.41%4.86%0.05%10.20%
2-10 Yr Slope-0.53%-0.89%0.00%67.92%
90 day T-bill Yld4.42%4.91%0.03%11.09%
Gold ($/oz)$1,826.20$1,854.60$17.901.56%
WTI Oil ($/brl)$80.26$79.68$2.63-0.72%
VIX "Worry Index"21.6718.49-2.21-14.67%
NYSE Bullish % Index40.87%57.24%-0.37%40.05%





Credit Data12/30/2022    3/3/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.55%0.06%1.59%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.17%0.05%-4.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-142010-50

Wednesday, March 1, 2023

Market Data & Graphs: Month Ending February 28, 2023

Market Index/Data12/30/20222/28/2023Week TD ChangeSimple YTD
Dow Industrials Avg33,147.2532,656.70-160.22-1.48%
S&P 500 Index3,839.503,970.150.113.40%
Fed Funds Rate4.33%4.57%-0.01%5.54%
10 yr T-note Yld3.88%3.92%-0.03%1.03%
5 yr T-note Yld3.99%4.18%-0.01%4.76%
5 yr TIPS - 'Real' Yld1.66%1.60%-0.12%-3.61%
Implied 5 yr Inflation %2.33%2.58%0.11%10.73%
2 yr T-note Yld4.41%4.81%0.03%9.07%
2-10 Yr Slope-0.53%-0.89%-0.06%67.92%
90 day T-bill Yld4.42%4.88%0.02%10.41%
Gold ($/oz)$1,826.20$1,836.70$19.600.57%
WTI Oil ($/brl)$80.26$77.05$0.73-4.00%
VIX "Worry Index"21.6720.70-0.97-4.48%
NYSE Bullish % Index40.87%57.61%0.16%40.96%





Credit Data12/30/2022   2/28/2023Week TD ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.49%0.02%-0.80%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.12%0.03%-5.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-143050-60


US Treasury Yields, 90 day, 2, 5, 10 & 30 Yr, Weekly


Investment Grade Credit & Junk Grade Credit, Weekly Price


Inflation Expectations, Weekly


NYSE Internal Sentiment, Weekly


Weekly Worry Indexes


US Dollar Index, Weekly 


Gold Spot Price, Weekly (not bullion or coins)