Friday, April 21, 2023

Market Data: Week Ending: April 21, 2023

Market Index/Data12/30/20224/21/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,808.96-77.512.00%
S&P 500 Index3,839.504,133.52-4.127.66%
Fed Funds Rate4.33%4.83%0.00%11.55%
10 yr T-note Yld3.88%3.57%0.05%-7.99%
5 yr T-note Yld3.99%3.66%0.06%-8.27%
5 yr TIPS - 'Real' Yld1.66%1.36%0.07%-18.07%
Implied 5 yr Inflation %2.33%2.30%-0.01%-1.29%
2 yr T-note Yld4.41%4.17%0.09%-5.44%
2-10 Yr Slope-0.53%-0.60%-0.04%13.21%
90 day T-bill Yld4.42%5.14%0.00%16.29%
Gold ($/oz)$1,826.20$1,990.50-$25.309.00%
WTI Oil ($/brl)$80.26$77.87-$4.65-2.98%
VIX "Worry Index"21.6716.77-0.30-22.61%
NYSE Bullish % Index40.87%50.19%0.49%22.80%





Credit Data12/30/2022   4/21/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.59%0.01%3.19%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.20%0.02%-4.47%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-980-40390

Saturday, April 15, 2023

Market Data: Week Ending April 14, 2023

Market Index/Data12/30/20224/14/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,886.47401.182.23%
S&P 500 Index3,839.504,137.6432.627.77%
Fed Funds Rate4.33%4.83%0.00%11.55%
10 yr T-note Yld3.88%3.52%0.22%-9.28%
5 yr T-note Yld3.99%3.60%0.23%-9.77%
5 yr TIPS - 'Real' Yld1.66%1.29%0.23%-22.29%
Implied 5 yr Inflation %2.33%2.31%0.00%-0.86%
2 yr T-note Yld4.41%4.08%0.26%-7.48%
2-10 Yr Slope-0.53%-0.56%-0.04%5.66%
90 day T-bill Yld4.42%5.14%0.23%16.29%
Gold ($/oz)$1,826.20$2,015.80-$10.6010.38%
WTI Oil ($/brl)$80.26$82.52$1.822.82%
VIX "Worry Index"21.6717.07-1.33-21.23%
NYSE Bullish % Index40.87%49.70%3.50%21.61%





Credit Data12/30/2022   4/14/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.58%0.02%2.79%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.18%-0.04%-4.78%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-940-200430

Saturday, April 8, 2023

Market Data: Week Ending April 6, 2023

Market Index/Data12/30/20224/6/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,485.29211.141.02%
S&P 500 Index3,839.504,105.02-4.296.92%
Fed Funds Rate4.33%4.83%0.00%11.55%
10 yr T-note Yld3.88%3.30%-0.18%-14.95%
5 yr T-note Yld3.99%3.37%-0.23%-15.54%
5 yr TIPS - 'Real' Yld1.66%1.06%-0.14%-36.14%
Implied 5 yr Inflation %2.33%2.31%-0.09%-0.86%
2 yr T-note Yld4.41%3.82%-0.24%-13.38%
2-10 Yr Slope-0.53%-0.52%0.06%-1.89%
90 day T-bill Yld4.42%4.91%0.06%11.09%
Gold ($/oz)$1,826.20$2,026.40$40.2010.96%
WTI Oil ($/brl)$80.26$80.70$5.030.55%
VIX "Worry Index"21.6718.40-0.30-15.09%
NYSE Bullish % Index40.87%46.20%1.13%13.04%





Credit Data12/30/2022   4/6/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%2.56%0.08%1.99%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.22%0.13%-4.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-740260630