Search Results for: treasuries

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 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 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 This chart shows the correlation between stocks and bonds, which could affect a balanced 60/40 portfolio. Image: Arbor Research & Trading LLC

Gold, U.S. Dollar, 10-Year Treasuries Bonds around 10% S&P 500 Declines The chart shows the average performances of gold, U.S. dollar, 10-year Treasury bonds, around S&P 500 corrections of -10% or more since 1976. Image: Wells Fargo Investment Institute

U.S. vs. China Trade Balance and Treasury Holdings China’s Treasuries holdings drop, while the U.S.-China trade balance shrinks very slightly amid the trade war. Image: BofA Merrill Lynch Global Research

Fed and Flow of Funds Annual U.S. Treasury Purchases by Sector In 2020, the Fed is expected to buy more than $510 billion in U.S. Treasuries. Image: Goldman Sachs Global Investment Research

Size of Treasury Markets The U.S. Treasuries market is the largest in the world. Image: Deutsche Bank Global Research

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. Image: Legg Mason

Foreign Holdings of U.S. Treasury Securities by Selected Countries Japan and China are the two major foreign holders of U.S. Treasury securities. Currently, Japan surpasses China as largest foreign holder of U.S. Treasuries. Image: Goldman Sachs Global Investment Research