2022’s Bear Goes From Bond Collapse To Risk-Off

2022’s Bear Goes From Bond Collapse To Risk-Off

The worst rout in global government bonds since 1949 rolled on Monday, as US yields surged again amid chaos in UK assets. Another sizable selloff found 10-year Treasury yields cheaper by some 20bps into the afternoon. "A nearly 20bps move in 10-year rates is always a noteworthy development, although in the current market backdrop such outsized volatility is becoming increasingly commonplace," BMO's Ben Jeffery and Ian Lyngen remarked. "The most eye-catching aspect of Monday’s repricing was th
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4 thoughts on “2022’s Bear Goes From Bond Collapse To Risk-Off

  1. H-Man, you know there is a silver lining in the rising interest rates. The 3 and 6 month T-bills are yielding 3,25 to 3.45 which is not chump change. Yes, a negative return with inflation factored but nothing like we are seeing in equities. Oh, I forgot and guaranteed.

  2. Whilst Principal Component Analysis can be useful I would treat the results with some caution. So much of the results from this analysis depends on the factors/data series you pick and the results are very sensitive to these inputs. That said, it can be illuminating.

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