Saturday, November 18, 2023

Market Data: Week Ending November 17, 2023

Market Index/Data12/30/202211/17/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,947.28664.185.43%
S&P 500 Index3,839.504,514.0298.7817.57%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.44%-0.17%14.43%
5 yr T-note Yld3.99%4.45%-0.20%11.53%
5 yr TIPS - 'Real' Yld1.66%2.22%-0.15%33.73%
Implied 5 yr Inflation %2.33%2.23%-0.05%-4.29%
2 yr T-note Yld4.41%4.88%-0.16%10.66%
2-10 Yr Slope-0.53%-0.44%-0.01%-16.98%
90 day T-bill Yld4.42%5.50%-0.03%24.43%
Gold ($/oz)$1,826.20$1,984.70$47.008.68%
WTI Oil ($/brl)$80.26$76.04-$1.13-5.26%
VIX "Worry Index"21.6713.80-0.37-36.32%
NYSE Bullish % Index40.87%48.21%8.40%17.96%





Credit Data12/30/202211/17/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.15%-0.05%25.50%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.67%-0.06%2.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-129012080

Saturday, November 11, 2023

Market Data: Week Ending November 10, 2023

Market Index/Data12/30/202211/10/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,283.10221.783.43%
S&P 500 Index3,839.504,415.2456.9015.00%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.61%0.04%18.81%
5 yr T-note Yld3.99%4.65%0.16%16.54%
5 yr TIPS - 'Real' Yld1.66%2.37%0.20%42.77%
Implied 5 yr Inflation %2.33%2.28%-0.04%-2.15%
2 yr T-note Yld4.41%5.04%0.21%14.29%
2-10 Yr Slope-0.53%-0.43%-0.17%-18.87%
90 day T-bill Yld4.42%5.53%0.00%25.11%
Gold ($/oz)$1,826.20$1,937.70-$61.506.11%
WTI Oil ($/brl)$80.26$77.17-$3.34-3.85%
VIX "Worry Index"21.6714.17-0.74-34.61%
NYSE Bullish % Index40.87%39.81%0.43%-2.59%





Credit Data12/30/202211/10/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.20%0.01%27.49%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.73%0.04%3.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1410-30-40

Saturday, November 4, 2023

Market Data & Graphs: Week Ending November 3, 2023

Market Index/Data12/30/202211/3/2023ChangeSimple YTD
Dow Industrials Avg33,147.2534,061.321,643.732.76%
S&P 500 Index3,839.504,358.34240.9713.51%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.57%-0.27%17.78%
5 yr T-note Yld3.99%4.49%-0.27%12.53%
5 yr TIPS - 'Real' Yld1.66%2.17%-0.20%30.72%
Implied 5 yr Inflation %2.33%2.32%-0.07%-0.43%
2 yr T-note Yld4.41%4.83%-0.16%9.52%
2-10 Yr Slope-0.53%-0.26%-0.11%-50.94%
90 day T-bill Yld4.42%5.53%-0.06%25.11%
Gold ($/oz)$1,826.20$1,999.20$0.709.47%
WTI Oil ($/brl)$80.26$80.51-$5.030.31%
VIX "Worry Index"21.6714.91-6.36-31.20%
NYSE Bullish % Index40.87%39.38%9.96%-3.65%





Credit Data12/30/202211/3/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.19%0.01%27.09%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.69%-0.16%3.08%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1380280-10

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)