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	<title>Search Results for &#8220;bond&#8221; &#8211; ISABELNET</title>
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	<description>Advanced Stock Market Forecast for Professional and Individual</description>
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	<title>Search Results for &#8220;bond&#8221; &#8211; ISABELNET</title>
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	<item>
		<title>Cross Asset Flows as a % of Assets</title>
		<link>https://www.isabelnet.com/cross-asset-flows-as-a-of-assets/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Tue, 25 Aug 2026 08:30:45 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
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					<description><![CDATA[Cross Asset Flows as a % of Assets Government bonds continue to draw strong investor demand, offering relatively attractive yields while interest rates stay high. Image: Deutsche Bank Asset Allocation]]></description>
		
		
		
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		<title>G7 Budget Deficits, Share of GDP</title>
		<link>https://www.isabelnet.com/u-s-twin-deficits-budget-trade/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Fri, 21 Aug 2026 08:30:43 +0000</pubDate>
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					<description><![CDATA[G7 Budget Deficits, Share of GDP The U.S. is running by far the largest budget deficit among G7 economies when measured relative to GDP, and projections show little improvement over the next few years. Image: Gavekal, Macrobond]]></description>
		
		
		
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		<title>U.S. 10s30s and 20Y to 30Y Buybacks</title>
		<link>https://www.isabelnet.com/treasury-bond-future-10y-and-30y-futures-positions/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Fri, 21 Aug 2026 08:30:11 +0000</pubDate>
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					<description><![CDATA[U.S. 10s30s and 20Y to 30Y Buybacks Buybacks are starting to look like fiscal QE, with the Treasury flooding the system with short‑term debt to fund the deficit. The problem is that rising yields are draining that liquidity almost as fast as it arrives. Image: Bloomberg]]></description>
		
		
		
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		<item>
		<title>Global Market Implied Equity Risk Premiums</title>
		<link>https://www.isabelnet.com/global-market-implied-equity-risk-premiums/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Tue, 18 Aug 2026 08:30:31 +0000</pubDate>
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		<guid isPermaLink="false">https://www.isabelnet.com/?p=41357</guid>

					<description><![CDATA[Global Market Implied Equity Risk Premiums In the U.S. and Japan, the equity risk premium has shrunk so much that stocks barely pay investors for taking extra risk over bonds. That makes the case for equities tougher to sell and heightens the chance investors end up frustrated. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
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		<title>Valuation Percentile &#8211; Shiller P/E and U.S. 10-Year Yield</title>
		<link>https://www.isabelnet.com/average-valuation-percentile-equity-bond-credit/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Fri, 31 Jul 2026 08:31:35 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=19655</guid>

					<description><![CDATA[Valuation Percentile &#8211; Shiller P/E and U.S. 10-Year Yield U.S. equities are trading at stretched valuation percentiles on the Shiller P/E, while the 10‑year Treasury yield sits close to its long‑term average. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
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		<title>10-Year Rolling Annualized Equity vs. Bond Performance (Ex Post Equity Risk Premia)</title>
		<link>https://www.isabelnet.com/u-s-equity-risk-premium-long-term-view/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 30 Jul 2026 08:30:15 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=27592</guid>

					<description><![CDATA[10-Year Rolling Annualized Equity vs. Bond Performance (Ex Post Equity Risk Premia) On a 10-year rolling annualized basis, U.S. equities have outperformed bonds by one of the widest margins since the 1920s and 1950s. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
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		<title>Gold / T-Bills Total Return vs. T-Bill Real Yield</title>
		<link>https://www.isabelnet.com/u-s-1-month-t-bill-yield/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 23 Jul 2026 08:30:43 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=82287</guid>

					<description><![CDATA[Gold / T-Bills Total Return vs. T-Bill Real Yield Under the new Fed chair, gold faces near‑term headwinds and choppier price action, but the longer‑term picture still looks constructive if inflation remains sticky and real rates stay contained. Image: Gavekal, Macrobond]]></description>
		
		
		
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		<title>U.S. 30-Year Treasury Yield</title>
		<link>https://www.isabelnet.com/u-s-30-year-treasury-yield-and-asset-allocation/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 23 Jul 2026 08:30:02 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=38201</guid>

					<description><![CDATA[U.S. 30-Year Treasury Yield Are U.S. long-bond yields on the verge of breaking above their post-2007 ceiling? The level around 5% could give way if inflation stays sticky, demand for long-duration remains weak, or the Fed keeps policy tight. Image: Gavekal, Macrobond]]></description>
		
		
		
			</item>
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		<title>U.S. High Yield Index OAS</title>
		<link>https://www.isabelnet.com/u-s-corporate-high-yield-bond-spreads/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Wed, 22 Jul 2026 08:33:28 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=36064</guid>

					<description><![CDATA[U.S. High Yield Index OAS The credit cycle usually rolls over before equities do. For now, credit is not buying the equity stress story. U.S. high-yield OAS sits near 270 bps, still a long way from the 800 bps that typically signals recession risk. Image: Real Investment Advice]]></description>
		
		
		
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		<title>MSCI Equity Indexes, Total Return in US$</title>
		<link>https://www.isabelnet.com/price-return-indexes-msci-world-ex-us-and-us-valueline-composite-index/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Tue, 21 Jul 2026 08:30:10 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=33582</guid>

					<description><![CDATA[MSCI Equity Indexes, Total Return in US$ Since Trump&#8217;s inauguration, U.S. equities have lagged their global peers, with Europe ahead by 12%, Japan by 17%, and emerging markets by 27%. Image: Gavekal, Macrobond]]></description>
		
		
		
			</item>
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		<title>U.S. Broad Money (M2)</title>
		<link>https://www.isabelnet.com/sp-500-and-money-supply-m2-leading-indicator/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 16 Jul 2026 08:30:17 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
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					<description><![CDATA[U.S. Broad Money (M2) After shrinking in 2022 and 2023, U.S. M2 growth has continued to expand. That&#8217;s good news for nominal spending and asset prices, but it also brings the familiar inflation question back into focus if money growth and velocity both stay hot. Image: Gavekal, Macrobond]]></description>
		
		
		
			</item>
		<item>
		<title>S&#038;P 500 vs. U.S. 10-Year Bond Correlation</title>
		<link>https://www.isabelnet.com/u-s-markets-sp-500-vs-u-s-10-year-bond-correlation/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Tue, 23 Jun 2026 08:30:45 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=64137</guid>

					<description><![CDATA[S&#38;P 500 vs. U.S. 10-Year Bond Correlation Since the COVID-19 pandemic, equities and bonds have increasingly moved in tandem, especially during inflation spikes and rate hikes, weakening bonds&#8217; traditional role as a diversifier. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
			</item>
		<item>
		<title>2-Month U.S. Equity/U.S. 10-Year Bond Yield Correlation</title>
		<link>https://www.isabelnet.com/u-s-equity-and-bond-correlation/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Fri, 22 May 2026 08:30:44 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=15986</guid>

					<description><![CDATA[2-Month U.S. Equity/U.S. 10-Year Bond Yield Correlation The two-month correlation between U.S. equities and 10-year yields has broken down to late-1990s extremes, typically a recipe for higher volatility and greater pressure on duration-sensitive sectors, especially growth stocks. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
			</item>
		<item>
		<title>U.S. ETF and Mutual Fund Flows</title>
		<link>https://www.isabelnet.com/u-s-etf-and-mutual-fund-flows/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 21 May 2026 08:30:58 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=68110</guid>

					<description><![CDATA[U.S. ETF and Mutual Fund Flows Over the past year, U.S. investors have favored bonds and money market funds over riskier equities, with geopolitical tensions hanging over markets and interest rates staying elevated. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
			</item>
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		<title>Average Global Equities Returns Depending on Absolute Moves in U.S. 10-Year Yields</title>
		<link>https://www.isabelnet.com/median-sp-500-1-month-return-vs-z-score-of-1-month-change-in-10-year-treasury-yields/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 21 May 2026 08:30:26 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=41518</guid>

					<description><![CDATA[Average Global Equities Returns Depending on Absolute Moves in U.S. 10-Year Yieldss Big moves in bond yields rarely go unnoticed by equities. A rapid rise in yields can act as a red flag for stocks, as investors push for greater compensation to stay exposed. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
			</item>
		<item>
		<title>1-Month Rolling Correlation of 10-Year UST Yield Change and S&#038;P 500 Returns</title>
		<link>https://www.isabelnet.com/sp-500-correlation-with-bond-yields/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 21 May 2026 08:30:04 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=45570</guid>

					<description><![CDATA[1-Month Rolling Correlation of 10-Year UST Yield Change and S&#38;P 500 Returns Since the start of the Middle East conflict, U.S. Treasuries have struggled to play their traditional diversification role. The one-month rolling correlation between 10-year yields and equitie returns has sunk to a multi-decade low. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
			</item>
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		<title>Median Annual S&#038;P 500 Total Return Based on Nominal 10-Year U.S. Treasury Yield</title>
		<link>https://www.isabelnet.com/sp-500-total-return-vs-u-s-high-yield-high-grade-total-return-relative/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Wed, 20 May 2026 08:30:52 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=47148</guid>

					<description><![CDATA[Median Annual S&#38;P 500 Total Return Based on Nominal 10-Year U.S. Treasury Yield There is no fixed relationship between bond yields and equity returns. Their correlation changes over time, driven by inflation dynamics, rate expectations, and shifts in credit risk. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
			</item>
		<item>
		<title>CTAs Exposure to Bonds</title>
		<link>https://www.isabelnet.com/ctas-exposure-to-bonds/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Wed, 20 May 2026 08:30:47 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=70908</guid>

					<description><![CDATA[CTAs Exposure to Bonds CTAs&#8217; overall allocation to bonds sits in the 8th percentile, indicating little appetite for rates risk. Fixed income is simply not where they want exposure right now. Image: Deutsche Bank Asset Allocation]]></description>
		
		
		
			</item>
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		<title>U.S. Fund Flows</title>
		<link>https://www.isabelnet.com/u-s-fund-flows/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Thu, 09 Apr 2026 08:30:44 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=16448</guid>

					<description><![CDATA[U.S. Fund Flows Since 2019, both cash and bonds have drawn substantial inflows, as investors have shifted toward perceived safety and income‑generating assets amid heightened macro uncertainty and evolving central‑bank policy. Image: Goldman Sachs Global Investment Research]]></description>
		
		
		
			</item>
		<item>
		<title>AAII Asset Allocation</title>
		<link>https://www.isabelnet.com/aaii-survey-investor-asset-allocations-equities/</link>
		
		<dc:creator><![CDATA[isabelnet]]></dc:creator>
		<pubDate>Tue, 07 Apr 2026 08:30:42 +0000</pubDate>
				<category><![CDATA[Blog]]></category>
		<guid isPermaLink="false">https://www.isabelnet.com/?p=54577</guid>

					<description><![CDATA[AAII Asset Allocation Signs of caution are surfacing among U.S. retail investors, who cut their stock holdings for a fourth straight month in March while trimming bond positions and parking more money in cash. Many are waiting for clearer signals. Image: Daily Chartbook]]></description>
		
		
		
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