Saturday, May 20, 2023

Market Data: Week Ending May 19, 2023

Market Index/Data12/30/20225/19/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,426.63126.010.84%
S&P 500 Index3,839.504,191.9867.909.18%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.70%0.24%-4.64%
5 yr T-note Yld3.99%3.76%0.31%-5.76%
5 yr TIPS - 'Real' Yld1.66%1.57%0.23%-5.42%
Implied 5 yr Inflation %2.33%2.19%0.08%-6.01%
2 yr T-note Yld4.41%4.28%0.30%-2.95%
2-10 Yr Slope-0.53%-0.58%-0.06%9.43%
90 day T-bill Yld4.42%5.29%0.04%19.68%
Gold ($/oz)$1,826.20$1,981.60-$38.208.51%
WTI Oil ($/brl)$80.26$71.69$1.65-10.68%
VIX "Worry Index"21.6716.81-0.22-22.43%
NYSE Bullish % Index40.87%45.23%1.43%10.67%





Credit Data12/30/2022   5/19/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.69%0.04%7.17%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.37%0.02%-1.85%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1010-200360

Saturday, May 13, 2023

Market Data: Week Ending May 12, 2023

Market Index/Data12/30/20225/12/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,300.62-373.760.46%
S&P 500 Index3,839.504,124.08-12.177.41%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.46%0.02%-10.82%
5 yr T-note Yld3.99%3.45%0.04%-13.53%
5 yr TIPS - 'Real' Yld1.66%1.34%0.12%-19.28%
Implied 5 yr Inflation %2.33%2.11%-0.08%-9.44%
2 yr T-note Yld4.41%3.98%0.06%-9.75%
2-10 Yr Slope-0.53%-0.52%-0.04%-1.89%
90 day T-bill Yld4.42%5.25%-0.01%18.78%
Gold ($/oz)$1,826.20$2,019.80-$5.0010.60%
WTI Oil ($/brl)$80.26$70.04-$1.30-12.73%
VIX "Worry Index"21.6717.03-0.16-21.41%
NYSE Bullish % Index40.87%43.80%-0.03%7.17%





Credit Data12/30/2022   5/12/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.65%0.01%5.58%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.35%0.02%-2.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-810-10560

Saturday, May 6, 2023

Market Data: Week Ending May 5, 2023

Market Index/Data12/30/20225/5/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,674.38-423.781.59%
S&P 500 Index3,839.504,136.25-33.237.73%
Fed Funds Rate4.33%5.08%0.25%17.32%
10 yr T-note Yld3.88%3.44%0.00%-11.34%
5 yr T-note Yld3.99%3.41%-0.10%-14.54%
5 yr TIPS - 'Real' Yld1.66%1.22%-0.09%-26.51%
Implied 5 yr Inflation %2.33%2.19%-0.01%-6.01%
2 yr T-note Yld4.41%3.92%-0.12%-11.11%
2-10 Yr Slope-0.53%-0.48%0.12%-9.43%
90 day T-bill Yld4.42%5.26%0.16%19.00%
Gold ($/oz)$1,826.20$2,024.80$25.7010.88%
WTI Oil ($/brl)$80.26$71.34-$5.44-11.11%
VIX "Worry Index"21.6717.191.41-20.67%
NYSE Bullish % Index40.87%43.83%-3.14%7.24%





Credit Data12/30/2022   5/5/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.64%0.07%5.18%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.33%0.15%-2.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-80070570