Saturday, February 4, 2023

Market Data & Graphs: Week Ending February 3, 2023

Market Index/Data12/30/20222/3/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,926.01-52.072.35%
S&P 500 Index3,839.504,136.3865.827.73%
Fed Funds Rate4.33%4.58%0.25%5.77%
10 yr T-note Yld3.88%3.53%0.01%-9.02%
5 yr T-note Yld3.99%3.57%-0.05%-10.53%
5 yr TIPS - 'Real' Yld1.66%1.40%0.11%-15.66%
Implied 5 yr Inflation %2.33%2.17%-0.16%-6.87%
2 yr T-note Yld4.41%4.30%0.11%-2.49%
2-10 Yr Slope-0.53%-0.77%-0.10%45.28%
90 day T-bill Yld4.42%4.70%-0.03%6.33%
Gold ($/oz)$1,826.20$1,876.60-$52.802.76%
WTI Oil ($/brl)$80.26$73.39-$6.29-8.56%
VIX "Worry Index"21.6718.33-0.18-15.41%
NYSE Bullish % Index40.87%67.79%6.14%65.87%





Credit Data12/30/2022   2/3/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.41%0.09%-3.98%
SPDR High Yld Credit ETF Yield (JNK)6.49%5.92%0.08%-8.78%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-112080250

 

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, January 28, 2023

Market Data: Week Ending January 27, 2023

Market Index/Data12/30/20221/27/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,978.08602.592.51%
S&P 500 Index3,839.504,070.5697.956.02%
Fed Funds Rate4.33%4.33%0.00%0.00%
10 yr T-note Yld3.88%3.52%0.04%-9.28%
5 yr T-note Yld3.99%3.62%0.06%-9.27%
5 yr TIPS - 'Real' Yld1.66%1.29%-0.04%-22.29%
Implied 5 yr Inflation %2.33%2.33%0.10%0.00%
2 yr T-note Yld4.41%4.19%0.05%-4.99%
2-10 Yr Slope-0.53%-0.67%-0.01%26.42%
90 day T-bill Yld4.42%4.73%0.01%7.01%
Gold ($/oz)$1,826.20$1,929.40$1.205.65%
WTI Oil ($/brl)$80.26$79.68-$1.96-0.72%
VIX "Worry Index"21.6718.51-1.34-14.58%
NYSE Bullish % Index40.87%61.65%4.79%50.84%





Credit Data12/30/2022  1/27/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.32%0.00%-7.57%
SPDR High Yld Credit ETF Yield (JNK)6.49%5.84%0.00%-10.02%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1200-40170

Saturday, January 21, 2023

Market Data: Week Ending January 20, 2023

Market Index/Data12/30/20221/20/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2533,375.49-927.120.69%
S&P 500 Index3,839.503,972.61-26.483.47%
Fed Funds Rate4.33%4.33%0.00%0.00%
10 yr T-note Yld3.88%3.48%-0.01%-10.31%
5 yr T-note Yld3.99%3.56%-0.04%-10.78%
5 yr TIPS - 'Real' Yld1.66%1.33%-0.07%-19.88%
Implied 5 yr Inflation %2.33%2.23%0.03%-4.29%
2 yr T-note Yld4.41%4.14%-0.08%-6.12%
2-10 Yr Slope-0.53%-0.66%0.07%24.53%
90 day T-bill Yld4.42%4.72%0.05%6.79%
Gold ($/oz)$1,826.20$1,928.20$6.505.59%
WTI Oil ($/brl)$80.26$81.64$1.781.72%
VIX "Worry Index"21.6719.851.50-8.40%
NYSE Bullish % Index40.87%56.86%1.19%39.12%





Credit Data12/30/2022  1/20/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.32%0.00%-7.57%
SPDR High Yld Credit ETF Yield (JNK)6.49%5.84%0.03%-10.02%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-116010210