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)

Saturday, October 28, 2023

Market Data: Week Ending October 27, 2023

Market Index/Data12/30/202210/27/2023ChangeSimple YTD
Dow Industrials Avg33,147.2532,417.59-709.69-2.20%
S&P 500 Index3,839.504,117.37-106.797.24%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.84%-0.09%24.74%
5 yr T-note Yld3.99%4.76%-0.10%19.30%
5 yr TIPS - 'Real' Yld1.66%2.37%-0.02%42.77%
Implied 5 yr Inflation %2.33%2.39%-0.08%2.58%
2 yr T-note Yld4.41%4.99%-0.08%13.15%
2-10 Yr Slope-0.53%-0.15%-0.01%-71.70%
90 day T-bill Yld4.42%5.59%0.01%26.47%
Gold ($/oz)$1,826.20$1,998.50$4.109.43%
WTI Oil ($/brl)$80.26$85.54-$2.546.58%
VIX "Worry Index"21.6721.27-0.44-1.85%
NYSE Bullish % Index40.87%29.42%-4.79%-28.02%





Credit Data12/30/202210/27/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.18%-0.02%26.69%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.85%-0.04%5.55%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-166070-290

Sunday, October 22, 2023

Market Data: Week Ending October 20, 2023

Market Index/Data12/30/202210/20/2023ChangeSimple YTD
Dow Industrials Avg33,147.2533,127.28-543.01-0.06%
S&P 500 Index3,839.504,224.16-103.6210.02%
Fed Funds Rate4.33%5.33%0.00%23.09%
10 yr T-note Yld3.88%4.93%0.30%27.06%
5 yr T-note Yld3.99%4.86%0.21%21.80%
5 yr TIPS - 'Real' Yld1.66%2.39%0.00%43.98%
Implied 5 yr Inflation %2.33%2.47%0.21%6.01%
2 yr T-note Yld4.41%5.07%0.03%14.97%
2-10 Yr Slope-0.53%-0.14%0.27%-73.58%
90 day T-bill Yld4.42%5.58%-0.04%26.24%
Gold ($/oz)$1,826.20$1,994.40$52.909.21%
WTI Oil ($/brl)$80.26$88.08$0.399.74%
VIX "Worry Index"21.6721.712.390.18%
NYSE Bullish % Index40.87%34.21%-2.44%-16.30%





Credit Data12/30/202210/20/2023ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.51%3.20%0.06%27.49%
SPDR High Yld Credit ETF Yield (JNK)6.49%6.89%0.09%6.16%
Invest. Gr. to 10 yr T-Note Spread (x 10)-1370-1730-240-360