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oil prices • Poor liquidity in a crowded trade (Volcker Mc and other structural changes) The Japanese ha
2017 ATM LQD vol is around 7.5% so a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly 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 ag
e correlation between bonds and equities turns higher • High yield keeps climbing despite falling oil prices • Poor liquidity in a crowded trade (Volcker rule and other structural changes) The Japanese had been huge incremental buyers of US corporate credit this year but last week's data shows this fe
2017 ATM LQD vol is around 7.5% so a 100% Put costs —12% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly 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 ag
he correlation between bonds and equities tums higher • High yield keeps climbing despite falling oil prices • Poor liquidity in a crowded trade (Volcker rule and other structural changes) The Japanese had been huge Incremental buyers of US corporate credit this year but last week's data shows this fe
2017 ATM LQD vol is around 7.5% so a 100% Put costs —12% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly 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 ag
he correlation b=tween bonds and equities turns higher High yield keeps climbing despite falling oil prices</=> Poor liquidity in a crowded trade (Volcker rule and other structural=changes) The Japanese had been huge in=remental buyers of US corporate credit this year but last week's d=ta shows this
017 ATM LQD vol is around 7.5% s= a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly data of IEF (7-1=y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, =orrelation has moved from around -80% a month a
e correlation between bonds and equities turns higher • High yield keeps climbing despite falling oi= prices • Poor liquidity in a crowded trade (Volcker r=Ie and other structural changes) The Ja=anese had been huge incremental buyers of US corporate credit this year bu= last week's data shows this fe
017 ATM LQD vol is around 7.5% s= a 100% Put costs —3.2% which given the long term chart below and all time=high in shares outstanding looks cheap. Chart One shows hourly data of IEF (7-1=y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, =orrelation has moved from around -80% a month a
the correlation b=tween bonds and equities turns higher High yield keeps climbing despite falling oil prices4=> Poor liquidity in a crowded trade (Volcker rule and other structural=changes) The Japanese had been huge in=remental buyers of US corporate credit this year but last week's d=ta shows this
017 ATM LQD vol is around 7.5% s= a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly data of IEF (7-1=y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, =orrelation has moved from around -80%a month ag
correlation between bonds and equities turns higher • High yield keeps climbing despite falling oil prices • Poor liquidity in a crowded trade (Volcker rule and other structural changes) The Japanese had been huge incremental buyers of US corporate credit this year but last week's data shows this f
017 ATM LQD vol is around 7.5% so a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly 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 a
if the correlation between bonds and equities turns higher High yield keeps climbing despite falling oil prices Poor liquidity in a crowded trade (Volcker rule and other structural changes) The Japanese had been huge incremental buyers of US corporate credit this year but last week's data shows this fe
017 ATM LQD vol is around 7.5% so a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly 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 a
if the correlation between bonds and equities turns higher High yield keeps climbing despite falling oil prices Poor liquidity in a crowded trade (Volcker rule and other structural changes) 9 EFTA_R1_01555897 EFTA02454269 The Japanese had been huge incremental buyers of US corporate credit this yea
17 ATM LQD vol is around 7.5% so a 100% Put costs - 3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly 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 a
uities turns higher High yield keeps climbing despite falling oil prices</=> 9 EFTA_R1_01556377 EFTA02454568 Poor liquidity in a crowded trade (Volcker rule and other structural=changes) =C2 The Japanese had been huge in=remental buyers of US corporate credit this year but last week's d=ta shows th
017 ATM LQD vol is around 7.5% s= a 100% Put costs -3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly data of IEF (7-1=y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, =orrelation has moved from around -80% a month a
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