Rate volatility returns in a big way, joining stocks
Short rates saw their largest jump in more than year. Our chart focuses on elevated rate volatility this year as equity markets also remain choppy.
Investment grade bonds vulnerable as rates rise
As rising rates have wreaked havoc across markets this year, our chart focuses on the widening duration gap between IG and HY bonds.
As equities rallied in 2021, core fixed income fell
Core fixed income is on pace for its first negative year since 2013. Our chart looks at the Agg’s annual returns, why this year may be different.
Equities, and expected rate volatility, bounce together
Expected equity volatility quickly settled though it continued to climb in the rates market. Our chart revisits the divergence.
As short-term rates spike, long-term rates fall further
Benchmark rates have fallen as inflation jumps, highlighting an unexpected relationship. Our chart looks at the changing yield curve this year.
As inflation rises, real yields fall further
October’s inflation report continues to rattle markets, as real rates have plummeted. Our chart looks at the wide gap between nominal and real rates.