Saturday, January 7, 2023

Market Data: Week Ending January 6, 2023

Market Index/Data12/30/20221/6/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,630.61483.361.46%
S&P 500 Index3,839.503,895.0855.581.45%
Fed Funds Rate4.33%4.33%0.00%0.00%
10 yr T-note Yld3.88%3.55%-0.33%-8.51%
5 yr T-note Yld3.99%3.69%-0.30%-7.52%
5 yr TIPS - 'Real' Yld1.66%1.51%-0.15%-9.04%
Implied 5 yr Inflation %2.33%2.18%-0.15%-6.44%
2 yr T-note Yld4.41%4.24%-0.17%-3.85%
2-10 Yr Slope-0.53%-0.69%-0.16%30.19%
90 day T-bill Yld4.42%4.67%0.25%5.66%
Gold ($/oz)$1,826.20$1,869.70$43.502.38%
WTI Oil ($/brl)$80.26$73.77-$6.49-8.09%
VIX "Worry Index"21.6721.13-0.54-2.49%
NYSE Bullish % Index40.87%44.11%3.24%7.93%





Credit Data12/30/2022   1/6/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.34%-0.17%-6.77%
SPDR High Yld Credit ETF Yield (JNK)6.49%5.90%-0.59%-9.09%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1210160160

Sunday, January 1, 2023

Market Data & Graphs: Week Ending December 30, 2022

Market Index/Data12/31/202112/30/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,147.25-56.68-8.78%
S&P 500 Index4,766.183,839.50-5.32-19.44%
Fed Funds Rate0.08%4.33%0.00%
10 yr T-note Yld1.50%3.88%0.13%158.67%
5 yr T-note Yld1.26%3.99%0.13%216.67%
5 yr TIPS - 'Real' Yld-1.61%1.66%0.09%
Implied 5 yr Inflation %2.87%2.33%0.04%-18.82%
2 yr T-note Yld0.73%4.41%0.10%504.11%
2-10 Yr Slope0.77%-0.53%0.03%-168.83%
90 day T-bill Yld0.06%4.42%0.08%
Gold ($/oz)$1,828.60$1,826.20$22.00-0.13%
WTI Oil ($/brl)$75.21$80.26$0.706.71%
VIX "Worry Index"17.2221.670.8025.84%
NYSE Bullish % Index54.76%40.87%0.12%-25.37%





Credit Data12/31/2021 12/30/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.51%0.02%37.16%
SPDR High Yld Credit ETF Yield (JNK)4.66%6.49%0.07%39.27%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-1370-110-1700

 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)

Saturday, December 24, 2022

Market Data: Week Ending December 23, 2022

Market Index/Data12/31/202112/23/2022Week ChangeSimple YTD
Dow Industrials Avg36,338.3033,203.93283.47-8.63%
S&P 500 Index4,766.183,844.82-7.54-19.33%
Fed Funds Rate0.08%4.33%0.00%
10 yr T-note Yld1.50%3.75%0.27%150.00%
5 yr T-note Yld1.26%3.86%0.25%206.35%
5 yr TIPS - 'Real' Yld-1.61%1.57%0.10%
Implied 5 yr Inflation %2.87%2.29%0.15%-20.21%
2 yr T-note Yld0.73%4.31%0.14%490.41%
2-10 Yr Slope0.77%-0.56%0.13%-172.73%
90 day T-bill Yld0.06%4.34%0.03%
Gold ($/oz)$1,828.60$1,804.20$4.00-1.33%
WTI Oil ($/brl)$75.21$79.56$5.105.78%
VIX "Worry Index"17.2220.87-1.7521.20%
NYSE Bullish % Index54.76%40.75%-3.43%-25.58%





Credit Data12/31/2021 12/23/2022Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)1.83%2.49%0.27%36.07%
SPDR High Yld Credit ETF Yield (JNK)4.66%6.42%0.68%37.77%
Invest. Gr. to 10 yr T-Note Spread (x 10)330-12600-1590