3
Shared Docs
3
Same-Page
3 / 3
Mentions
t - $ 2 bill ion=/u> Chart Two shows Investment Grade ETF, L=D, is at the top of a long term range with shares outstanding around an all time high. Hans Mikkelsen noted on Friday in "Credit Market Strategist <http://rsch.baml.com/r?q=OaYw89Yo1IRsHX6GX=POlw&e=amanda.ens%40baml.com&h=QasuWw> " with Japanese inf
NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&PS00 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th
et — $ 2 billion=/u> Chart Two shows Investment Grade ETF, L=D, is at the top of a long term range with shares outstanding around an all time high. Hans Mikkelsen noted on Friday in "Credit Market Strategist <http://rsch.baml.com/r?q=OaYw89Yo11RsHX6GX=P0lw&e=amanda.ens%40baml.com&h=QasuWw> " with Japanese inf
NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th
t — $ 2 bill ion=/u> Chart Two shows Investment Grade ETF, L=D, is at the top of a long term range with shares outstanding around an all time high. Hans Mikkelsen noted on Friday in "Credit Market Strategist chttp://rsch.baml.com/r?q=OaYw89Yo11RsHX6GX=P0lw&e=amanda.ens%40baml.com&h=QasuWw> " with Japanese inf
NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th
Entities connected to both Hans Mikkelsen and ho=rly data

Marc Rich
PERSON
Jeffrey Epstein
PERSON
Paul Volcker
PERSON
Richard Kahn
PERSON
Bloomberg L.P.
ORGANIZATIONFrontier Communications
ORGANIZATIONTeva Pharma
ORGANIZATIONChart One
ORGANIZATIONUS Treasury ETF
ORGANIZATIONS&P500 ETF
ORGANIZATIONInvestment Grade Supply
ORGANIZATIONInvestment Grade ETF
ORGANIZATIONFrontier Comm
ORGANIZATIONSpec Pharma
ORGANIZATIONAllergan
LOCATIONPfd Return
PERSONAmanda
PERSON
Bank of America
ORGANIZATIONNon-Farm Pay
ORGANIZATIONBloomberg: Junk Debt Keeps Climbing Desp
ORGANIZATION