Sample Our Reports, Presentations, & Market Insights
November Total Return Review: Yield Curve, Convexity And Total Returns The attached tables update the total returns through November. Total returns on long-term Treasuries resumed moving higher after the yield curve renewed its flattening in June...
Commitments of Traders Update/Analysis Statistics cover the CoT report for November 14. Further charts and comments include 2-Year Note Futures: Large Speculators Get A Change Of Heart Nasdaq 100 E-Mini Futures: It’s Beginning To Look A Lot...
Inflation Watch Update The attached tables update inflation rates through October 2006. In this month’s update, we discuss how the significant drop in motor fuel prices and other components of the Transportation sub-index mask a continued push...
Single Commodity Impact On Financial Markets After May 2006 The post-May 2006 downturn in many commodity prices produced few clear and direct changes in the course of various financial markets. As the “hot” phase of the commodity bull...
Can The Fed Ease With Stocks And Core Inflation At Multi-Year Highs? While not the consensus yet, a growing number of economists and the deferred fed fund futures contracts are suggesting the Fed’s current “pause” is actually an...
Mutual Fund Flows Update Tables updated through August 31, 2006 with data released September 28, 2006. Comments on Stock Funds, Bond Funds and Hybrid Funds, and the public’s break-even level.
Conference Call Presentation/Charts of the Week Topics Covered This Week Include Low Stock And Bond Market Volatility Do Stocks Drive Yields? – 1 Do Stocks Drive Yields? – 2 Do Stocks Drive Yields? – 3 Are 10-Year Yields Really Low? The Bond Market Noticed The Tight Range! Bullishness From Speculators To Economists TIPS Inflation Breakeven… Continue reading
U.S. Treasury’s International Capital Statistics Update Tables and comments detailing foreign investment through July 31, 2006 with data released on September 18, 2006. This month we highlight All Foreigners’ net purchases of U.S....
Assessing Commodities’ Impact on Financial Markets Equity markets are not treating the recent commodity price downturn as a sign of impending global weakness. Patterns in sector credit default swap costs and industry group relative performance...
The Yen-Yuan Rate And U.S. Notes The strengthening of the Chinese yuan against the Japanese yen removes one incentive for the Bank of Japan to sell yen and buy dollars. The decline in U.S. long-term rates in the face of a narrower yen carry since the...
Bond Volatility Set To Rise An end to the Federal Reserve’s rate hike cycle and a subsequent steepening of the yield curve will increase interest rate volatility, especially at the short end of the market. An unintended consequence of higher...
Commitments of Traders Update/Analysis Statistics cover the CoT report for August 1. Further charts and comments include 2-Year Note Futures: Large Speculators Move To Net Short British Pound Futures: Large Speculators Add To Winning Longs Nasdaq...