Search Results for: 10-year yield

U.S. 10-Year Yields U.S. 10-year yields are currently 140 bps above developed peers and highest since 1984. Picture source: Arbor Research & Trading

U.S. Economy and U.S. 10-Year Yield This chart suggests that the U.S. economy’s percentile relative to developed countries explains the U.S. 10-year yield. Picture source: Arbor Research & Trading LLC

U.S. 10-Year Yield Leads Global PMI This interesting chart suggests that the U.S. 10-year yield (2-year change) leads global PMI by 18 months. Source: Macrobond and Brandywine Global

Japan – Explaining 10-Year Yields Great chart suggesting that demographics explain Japan’s 10-year yields. An R² of 0.87 is quite high and significant. Picture source: Arbor Research & Trading LLC

China Industrial Activity and U.S. Treasury 10-Year Yield This chart shows the quite good correlation between China industrial activity and the U.S. treasury 10-year yield. Picture source: Oxford Economics, Macrobond

MSCI All Country World Index (ACWI) Dividend Yield Less U.S. 10-Year Yield When the spread has been greater than 1%, it has been a good support for the MSCI All Country World Index. Picture source: Exane BNP Paribas

USA – Explaining 10-Year Yields This great chart suggests that demographics and globalization explain U.S. 10-year yields. Picture source: Arbor Research & Trading LLC

U.S. 10-Year Yields vs. Copper To Gold Ratio Great chart showing a strong correlation between U.S. 10-year yields and the copper to gold ratio. Picture source: Nordea and Macrobond

Yield Comparison – S&P 500 Didivend Aristocrats and 10-Year U.S. Treasury S&P 500 dividend aristocrats are once again higher than 10-year U.S. Treasuries. Picture source: Legg Mason

Cyclical/Defensive Equities Ratio and 10-Year Treasury Yield The chart shows the correlation between the cyclical/defensive equities ratio and the 10-year treasury yield, signaling an economic slowdown. Picture source: Morgan Stanley Research