Search Results for: bond

Global Debt Levels vs. Global Bond Yields Global debt is at all-time high, while global bond yields are at all-time low. Image: J.P. Morgan

Flows for the Broad U.S. Asset Classes: Bonds and Stocks Inflows into bonds and outflows out of stocks this week (U.S. domiciled funds only). Image: BofA Global Research

Corporate Bonds – Share of Market Value in Bloomberg Barclays USD IG (AAA, AA, A, BBB) Credit quality is deteriorating, as the amount of BBB-rated bonds, one step away from junk bonds, has doubled since 1990. Image: Deutsche Bank Global Research

Global Macro Hedge Funds’ Exposure and U.S. 10-Year Treasury Bond Global macro hedge funds are long U.S. bonds. Image: Nomura

Corporate Bond Defaults Corporate bond defaults are on the rise this year: US$70bn in Q2 2020, the largest on record. Image: Institute of International Finance

Correlation of U.S. Bonds to S&P 500 The diversification benefit of bonds could be reduced, as the correlation of U.S. bonds to equities has become less negative. Image: Morgan Stanley Research

60/40 Equity/Bond Portfolio Performance Across Regions This chart shows the dominance of the U.S., as U.S. assets have grown bigger than those of Europe and Japan. Image: Goldman Sachs Global Investment Research

Cyclical to Defensives Stock Ratio and U.S. 10-Year Bond Yield The cyclical to defensives stock ratio suggests higher bond yields. Image: Morgan Stanley Research

Bond Yields, U.S. Dollar and Stock Market According to BofA, the biggest summer pain trade would be a rise in bond yields, a falling U.S. dollar and a sideways stock market. Image: BofA Global Investment Strategy

Copper to Gold Ratio and U.S. 10-Year Bond Yield The copper to gold ratio suggests higher bond yields. Image: Pictet Asset Management