BondStats
BONDSTATS REFERENCE LIBRARY

Bond & Macro Market Signals Library

A structured reference for understanding market signals across fixed income, macro, market structure and financial infrastructure. Each entry explains what the concept means, why it matters and how to interpret it without presenting it as a guaranteed forecast or investment recommendation.

YIELD CURVE

Bull Steepening

Bull Steepening is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

YIELD CURVE

Bear Steepening

Bear Steepening is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

YIELD CURVE

Bull Flattening

Bull Flattening is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

YIELD CURVE

Bear Flattening

Bear Flattening is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

YIELD CURVE

2s10s Curve Inversion

2s10s Curve Inversion is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

YIELD CURVE

2s10s Re-Steepening

2s10s Re-Steepening is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

YIELD CURVE

3m10y Curve Inversion

3m10y Curve Inversion is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

RATES

Long-End Yield Breakout

Long-End Yield Breakout is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

RATES

Front-End Yield Surge

Front-End Yield Surge is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

REAL YIELDS

Falling Real Yields

Falling Real Yields is a real yields concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

REAL YIELDS

Rising Real Yields

Rising Real Yields is a real yields concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

INFLATION

Breakeven Inflation Rising

Breakeven Inflation Rising is a inflation concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

INFLATION

Breakeven Inflation Falling

Breakeven Inflation Falling is a inflation concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

RATES

Term Premium Rising

Term Premium Rising is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

RATES

Term Premium Falling

Term Premium Falling is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CREDIT

Credit Spread Widening

Credit Spread Widening is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CREDIT

Credit Spread Compression

Credit Spread Compression is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CREDIT

High-Yield Spread Spike

High-Yield Spread Spike is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CREDIT

Investment-Grade Spread Widening

Investment-Grade Spread Widening is a credit concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SOVEREIGN

Sovereign Spread Widening

Sovereign Spread Widening is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SOVEREIGN

Sovereign Spread Compression

Sovereign Spread Compression is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CROSS-ASSET

Risk-On Repricing

Risk-On Repricing is a cross-asset concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CROSS-ASSET

Risk-Off Repricing

Risk-Off Repricing is a cross-asset concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CROSS-ASSET

Bond-Equity Divergence

Bond-Equity Divergence is a cross-asset concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CROSS-ASSET

Bond-Equity Correlation Flip

Bond-Equity Correlation Flip is a cross-asset concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

FUNDING

Dollar Funding Stress

Dollar Funding Stress is a funding concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

FUNDING

Cross-Currency Basis Widening

Cross-Currency Basis Widening is a funding concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

REPO

Repo Specialness

Repo Specialness is a repo concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

REPO

Repo Rate Spike

Repo Rate Spike is a repo concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

FUNDING

SOFR Dislocation

SOFR Dislocation is a funding concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

FUNDING

Money-Market Stress

Money-Market Stress is a funding concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

LIQUIDITY

Liquidity Premium Rising

Liquidity Premium Rising is a liquidity concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

LIQUIDITY

Liquidity Premium Falling

Liquidity Premium Falling is a liquidity concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

VOLATILITY

MOVE Index Spike

MOVE Index Spike is a volatility concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

VOLATILITY

VIX-MOVE Divergence

VIX-MOVE Divergence is a volatility concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

VOLATILITY

Rate Volatility Compression

Rate Volatility Compression is a volatility concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

MACRO

Inflation Surprise Repricing

Inflation Surprise Repricing is a macro concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

MACRO

Growth Scare Signal

Growth Scare Signal is a macro concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

MACRO

Disinflation Repricing

Disinflation Repricing is a macro concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

MACRO

Reflation Signal

Reflation Signal is a macro concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CENTRAL BANKS

Policy-Easing Repricing

Policy-Easing Repricing is a central banks concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CENTRAL BANKS

Policy-Tightening Repricing

Policy-Tightening Repricing is a central banks concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CENTRAL BANKS

Dovish Curve Shift

Dovish Curve Shift is a central banks concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CENTRAL BANKS

Hawkish Curve Shift

Hawkish Curve Shift is a central banks concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CENTRAL BANKS

QT Liquidity Drain

QT Liquidity Drain is a central banks concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

CENTRAL BANKS

QE Liquidity Expansion

QE Liquidity Expansion is a central banks concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

LIQUIDITY

Reserve Scarcity Signal

Reserve Scarcity Signal is a liquidity concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

COLLATERAL

Collateral Scarcity Signal

Collateral Scarcity Signal is a collateral concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SOVEREIGN

Treasury Auction Weakness

Treasury Auction Weakness is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SOVEREIGN

Treasury Auction Strength

Treasury Auction Strength is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SOVEREIGN

Bid-to-Cover Deterioration

Bid-to-Cover Deterioration is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SOVEREIGN

Tail at Auction

Tail at Auction is a sovereign concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SWAPS

Swap Spread Compression

Swap Spread Compression is a swaps concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SWAPS

Swap Spread Widening

Swap Spread Widening is a swaps concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

SWAPS

OIS Spread Stress

OIS Spread Stress is a swaps concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

RATES

Forward Rate Repricing

Forward Rate Repricing is a rates concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

YIELD CURVE

Curve Butterfly Distortion

Curve Butterfly Distortion is a yield curve concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

BONDS

Duration Demand Surge

Duration Demand Surge is a bonds concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.

BONDS

Convexity Hedging Pressure

Convexity Hedging Pressure is a bonds concept used to read a specific change in market pricing, economic conditions, institutional behavior or financial-system risk.