Sample Our Reports, Presentations, & Market Insights
Commitments of Traders Update/Analysis Statistics cover the CoT report for February 20, 2007. Further charts and comments include Eurodollar Futures: Hedgers Liquidating Net Long Positions Yen Futures: Large Speculators Covered Some Shorts Natural...
Is OER Set To Turn Lower? A sharp decline in apartment REIT returns relative to all REIT returns indicates a shift back from tenancy to homeownership at the housing market’s margin. Owners’ Equivalent Rent data will start to look softer...
Low Volatility Everywhere, Some Causes Audio Link of Conference Call February Conference Call Presentation Package.
Currencies and Trade Weights A review of 26 currencies with as many as 34 years of data accounting for 100% of the Federal Reserve’s trade weights confirms income elasticities, trade agreements, economic integration and the terms in which goods...
Assessing Foreign Auction Participation While foreign auction participation and indirect bid percentages are valuable tools in determining foreign demand for U.S. bonds, their importance on a micro level may be overstated. Like the net purchases of...
Revisiting the Original Conundrum: The Interest Rate-to-Stock Relationship Nearly 10 years ago the relationship between stocks and interest rates changed. We attribute this change to a paradigm shift when the stock market’s capitalization first...
Mutual Fund Flows Update Tables updated through December 31, 2006 with data released January 30, 2007. Comments on Stock Funds, Bond Funds and Hybrid Funds, and the public’s break-even level.
Charts of the Week Topics Covered This Week Include: Mutual Fund Flows – All Stocks vs. Bonds World vs. Domestic Mutual Fund Flows Measuring The Public’s Unrealized Profits How Big Is The Stock Market? Corporate Yield Curves’ Warnings Corporate Yield Curve And OAS Comparing The Stock Market To The Bond Market How Big Are Commodity… Continue reading Untitled
How Big Are Commodity Index Funds? The commodities’ bull market this decade has been nothing short of remarkable. As prices continued to soar, money managers looked to the new concept of commodities as an asset class and used commodity index...
Liquidity In The Stock Market It is important to recognize the rally both for what it is, a reduction of supply, and what it is not, an increase in demand. Too many commentators are trying to force a demand story of petrodollar money being recycled...
Inflation Watch Update In this month’s update, we take a look at rental prices in relation to Owners’ Equivalent Rent and Core CPI.
Revisiting Commodities’ Impact on Financial Markets The recent abrupt declines in various commodity prices have had only a scattered impact on sector credit and equity markets, expected effects on equity industry groups and what appear to be...