Gold and U.S. Treasuries

Gold and U.S. Treasuries Chart suggesting that gold and U.S. Treasuries remain the safe haven of choice. Image: Gavekal, Macrobond

U.S. Treasuries Volatility Curve

U.S. Treasuries Volatility Curve Short-term periods of inversion have been followed by higher U.S. Treasuries yields and tighter credit spreads. Image: Arbor Research & Trading LLC

Volatility – Bond Proxies and Long-End Treasuries

Volatility – Bond Proxies and Long-End Treasuries Bond proxies are less attached to Fed policy. This chart shows that the implied volatility of bond proxies is disconnected from long-end Treasuries. Image: Arbor Research & Trading LLC

S&P 500 vs. U.S. Treasuries

S&P 500 vs. U.S. Treasuries Despite its all-time high, the S&P 500 is below the Bloomberg Barclays U.S. Treasury Index. Picture Source: Bloomberg

Correlation Between S&P 500 and U.S. Treasuries

Correlation Between S&P 500 and U.S. Treasuries This chart shows the correlation between stocks and bonds, which could affect a balanced 60/40 portfolio. Image: Arbor Research & Trading LLC