Average Movements in 2s10s Slope Around U.S. Recessions

Average Movements in 2s10s Slope Around U.S. Recessions Historically, when the U.S. 2s10s yield curve has been inverted by more than -100bps, a U.S. recession is currently happening or will happen within 8 months. Is it different this time? Image: Deutsche Bank

MOVE Index vs. S&P 500 Equal-Weighted

MOVE Index vs. S&P 500 Equal-Weighted It is important for investors to monitor the level of volatility in U.S. rates, which can have a major impact on U.S. equities. Image: Deutsche Bank Asset Allocation

Treasury Volatility – MOVE Index

Treasury Volatility – MOVE Index U.S. rates volatility has cooled significantly in recent months. Image: BofA Global Investment Strategy

Volatility – MOVE Index

Volatility – MOVE Index U.S. Treasury bond market volatility is still elevated, despite some improvement. Image: Morgan Stanley Research

S&P 500 vs. MOVE Index

S&P 500 vs. MOVE Index Does the S&P 500 rally have further to go if bond volatility continues to fall? Image: Deutsche Bank Asset Allocation

Median S&P 500 Index Move Around Last Fed Hike

Median S&P 500 Index Move Around Last Fed Hike Historically, the S&P 500 Index’s median return exceeds 5% about 22 weeks after the final Fed hike. Image: Morgan Stanley Wealth Management

Bond Volatility – MOVE Index

Bond Volatility – MOVE Index U.S. Treasury bond market volatility is soaring, as the risk of a U.S. recession is rising. Image: The Daily Shot