Saturday, July 15, 2023

Market Data: Week Ending July 14, 2023

Market Index/Data12/30/20227/14/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,509.03774.154.11%
S&P 500 Index3,839.504,505.42106.4717.34%
Fed Funds Rate4.33%5.08%0.00%17.32%
10 yr T-note Yld3.88%3.83%-0.23%-1.29%
5 yr T-note Yld3.99%4.04%-0.31%1.25%
5 yr TIPS - 'Real' Yld1.66%1.89%-0.24%13.86%
Implied 5 yr Inflation %2.33%2.15%-0.07%-7.73%
2 yr T-note Yld4.41%4.74%-0.20%7.48%
2-10 Yr Slope-0.53%-0.91%-0.03%71.70%
90 day T-bill Yld4.42%5.49%0.03%24.21%
Gold ($/oz)$1,826.20$1,964.40$31.907.57%
WTI Oil ($/brl)$80.26$75.42$1.56-6.03%
VIX "Worry Index"21.6713.43-1.40-38.02%
NYSE Bullish % Index40.87%62.43%6.27%52.75%





Credit Data12/30/2022   7/14/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.83%-0.05%12.75%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.44%-0.11%-0.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1000180370

Saturday, July 8, 2023

Market Data: Week Ending July 7, 2023

Market Index/Data12/30/20227/7/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,734.88-672.721.77%
S&P 500 Index3,839.504,398.95-51.4314.57%
Fed Funds Rate4.33%5.08%0.01%17.32%
10 yr T-note Yld3.88%4.06%0.25%4.64%
5 yr T-note Yld3.99%4.35%0.22%9.02%
5 yr TIPS - 'Real' Yld1.66%2.13%0.18%28.31%
Implied 5 yr Inflation %2.33%2.22%0.04%-4.72%
2 yr T-note Yld4.41%4.94%0.07%12.02%
2-10 Yr Slope-0.53%-0.88%0.18%66.04%
90 day T-bill Yld4.42%5.46%0.03%23.53%
Gold ($/oz)$1,826.20$1,932.50$3.105.82%
WTI Oil ($/brl)$80.26$73.86$3.22-7.97%
VIX "Worry Index"21.6714.831.24-31.56%
NYSE Bullish % Index40.87%56.16%0.47%37.41%





Credit Data12/30/2022   7/7/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.88%0.12%14.74%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.55%0.14%0.92%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1180-130190

Saturday, July 1, 2023

Market Data & Graphs: Week Ending June 30, 2023

Market Index/Data12/30/20226/30/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,407.60680.173.80%
S&P 500 Index3,839.504,450.38102.0515.91%
Fed Funds Rate4.33%5.07%0.00%17.09%
10 yr T-note Yld3.88%3.81%0.07%-1.80%
5 yr T-note Yld3.99%4.13%0.14%3.51%
5 yr TIPS - 'Real' Yld1.66%1.95%0.12%17.47%
Implied 5 yr Inflation %2.33%2.18%0.02%-6.44%
2 yr T-note Yld4.41%4.87%0.16%10.43%
2-10 Yr Slope-0.53%-1.06%-0.09%100.00%
90 day T-bill Yld4.42%5.43%0.02%22.85%
Gold ($/oz)$1,826.20$1,929.40-$0.205.65%
WTI Oil ($/brl)$80.26$70.64$1.48-11.99%
VIX "Worry Index"21.6713.590.15-37.29%
NYSE Bullish % Index40.87%55.69%2.51%36.26%





Credit Data12/30/2022   6/30/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.76%0.00%9.96%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.41%-0.08%-1.23%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1050-70320


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



Inflation Expectations, Weekly


NYSE Internal Sentiment, Weekly


Weekly Worry Indexes


US Dollar Index, Weekly 


Gold Spot Price, Weekly (not bullion or coins)