Stocks & Bonds 'Pounded' After Biggest Risk-Parity Plunge In Over 6 Months
Well that was a week...
Post-Payrolls, Crude was the biggest loser as stocks, bonds, and gold ended unch...
(Click on image to enlarge)
Stocks had their first down week in a month...
(Click on image to enlarge)
Futures show the real craziness in this week's market...
(Click on image to enlarge)
Crazy day in VIX complex and stocks...
(Click on image to enlarge)
Notice the standard BTFD ramp on a payrolls day lifted stocks to VWAP...
(Click on image to enlarge)
Stocks & Bonds tumbled this week as risk-parity funds suffered their biggest loss in over 6 months
(Click on image to enlarge)
And bond-stock correlation remains near record highs...
(Click on image to enlarge)
Treasury yields rose all week with some mixed performance today post-payrolls... (bonds closed Monday remember)
(Click on image to enlarge)
UK 10Y Gilt yields spiked back above 1.00% for the first time since June 27th (immediate reaction post-Brexit)
(Click on image to enlarge)
FX markets turmoiled this week with the USD ending up over 1% (despite giving some back post-payrolls)...
(Click on image to enlarge)
Obviously the week belonged to Cable... On the week, the pound fell more than it did overall during Brexit week...
(Click on image to enlarge)
PMs pummelled this week as Crude rallied until today...Silver slammed right on time every day this week...
(Click on image to enlarge)
Disclosure: None.
thanks Tyler