Saturday, March 4, 2023

Market Data: Period from February 2023 EOM

Market Index/Data12/30/20223/3/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,390.97734.270.74%
S&P 500 Index3,839.504,045.6475.495.37%
Fed Funds Rate4.33%4.57%0.00%5.54%
10 yr T-note Yld3.88%3.97%0.05%2.32%
5 yr T-note Yld3.99%4.26%0.08%6.77%
5 yr TIPS - 'Real' Yld1.66%1.55%-0.05%-6.63%
Implied 5 yr Inflation %2.33%2.71%0.13%16.31%
2 yr T-note Yld4.41%4.86%0.05%10.20%
2-10 Yr Slope-0.53%-0.89%0.00%67.92%
90 day T-bill Yld4.42%4.91%0.03%11.09%
Gold ($/oz)$1,826.20$1,854.60$17.901.56%
WTI Oil ($/brl)$80.26$79.68$2.63-0.72%
VIX "Worry Index"21.6718.49-2.21-14.67%
NYSE Bullish % Index40.87%57.24%-0.37%40.05%





Credit Data12/30/2022    3/3/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.55%0.06%1.59%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.17%0.05%-4.93%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-142010-50

Wednesday, March 1, 2023

Market Data & Graphs: Month Ending February 28, 2023

Market Index/Data12/30/20222/28/2023Week TD ChangeSimple YTD
Dow Industrials Avg33,147.2532,656.70-160.22-1.48%
S&P 500 Index3,839.503,970.150.113.40%
Fed Funds Rate4.33%4.57%-0.01%5.54%
10 yr T-note Yld3.88%3.92%-0.03%1.03%
5 yr T-note Yld3.99%4.18%-0.01%4.76%
5 yr TIPS - 'Real' Yld1.66%1.60%-0.12%-3.61%
Implied 5 yr Inflation %2.33%2.58%0.11%10.73%
2 yr T-note Yld4.41%4.81%0.03%9.07%
2-10 Yr Slope-0.53%-0.89%-0.06%67.92%
90 day T-bill Yld4.42%4.88%0.02%10.41%
Gold ($/oz)$1,826.20$1,836.70$19.600.57%
WTI Oil ($/brl)$80.26$77.05$0.73-4.00%
VIX "Worry Index"21.6720.70-0.97-4.48%
NYSE Bullish % Index40.87%57.61%0.16%40.96%





Credit Data12/30/2022   2/28/2023Week TD ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.49%0.02%-0.80%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.12%0.03%-5.70%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-143050-60


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, February 25, 2023

Market Data: Week Ending February 24, 2023

Market Index/Data12/30/20222/24/2023Week ChangeSimple YTD
Dow Industrials Avg33,147.2532,816.92-1009.77-.02%
S&P 500 Index3,839.503,970.04-109.053.40%
Fed Funds Rate4.33%4.58%0.00%5.77%
10 yr T-note Yld3.88%3.95%0.13%1.80%
5 yr T-note Yld3.99%4.19%0.16%5.01%
5 yr TIPS - 'Real' Yld1.66%1.72%0.19%3.61%
Implied 5 yr Inflation %2.33%2.47%-0.03%6.01%
2 yr T-note Yld4.41%4.78%0.18%8.39%
2-10 Yr Slope-0.53%-0.83%-0.05%56.60%
90 day T-bill Yld4.42%4.86%0.02%9.95%
Gold ($/oz)$1,826.20$1,817.10-$33.10-0.50%
WTI Oil ($/brl)$80.26$76.32-$0.23-4.91%
VIX "Worry Index"21.6721.671.650.00%
NYSE Bullish % Index40.87%57.45%-5.76%40.57%





Credit Data12/30/2022   2/24/2023Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.47%0.02%-1.59%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.09%0.02%-6.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1480-110-110