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The Disconnect Between Bond Market And Central Banks

Published 03/12/2015, 04:38
US10YT=X
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CH2YT=RR
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Nicole Elliott, Private Investor & Technical Analyst, uses technical charts to explain the state of the Switzerland and US bond market, and joined by Zak Mir, Technical Analyst at Zak’s Traders Café, and Mike Ingram, Strategist for BGC Partners.

Elliott starts by warning that the reaction by the markets to the key risk events ahead could be nasty, with thin liquidity conditions in December.

2-Year Swiss Government Bonds: Uneasy status quo

Elliott highlights the chart of the 2-year Swiss government bond yields, noting that the yields turned from negative to massively negative in January, and the uneasy status quo remains. The nominal yields stand at -120 basis point. With Draghi expected to act further on easing, and Switzerland CPI running at -1.4%, the outlook remains dim.

US bond market: Yields dropping, but there’s a disconnect

Elliott looks that the US 10-yr yield charts and notes that we are currently around 2.17%, with yields dropping consecutively for the 4th week in a row.

If the markets remain 100% convinced that the rates are going to go up, why is there still buying in the US bonds?, questions Elliott. On this, she mentions that the 10-yr US bond market is facing a liquidity issue, but some people have to hold the bond whatever the yield is.

The flattening yield curve

Elliott takes a look at the yield curve – the yield differential between the 10-yr and 2-yr bonds, and notes that we are back to lowest levels seen post the financial crisis. She adds that this tells there’s a disconnect between what people and the bond market is thinking.

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