Skip to content

Citi Economic Surprise Index

Nov 07 2017

… Yet Another Bond BUY Signal?

  • Nov 7, 2017

The implication from VLT Momentum is that bonds are sufficiently oversold (or, equivalently, that yields are sufficiently overbought) to trigger some degree of mean reversion over the next several months.

Apr 07 2017

Two Charts For Bond Bulls

  • Apr 7, 2017

With U.S. real GDP growing about 2% year-over-year and the rest of the Developed world growing even slower, it’s hard to imagine that economic momentum may be peaking.

Sep 10 2013

Data Dependency—September Taper Still Likely

  • Sep 10, 2013

More upside surprises are still likely and, despite the disappointing jobs report, the overall economic picture still supports a September taper. The improving economic picture is not just happening within the U.S., but in other major countries. We still believe the upside for the U.S. 10-year is limited.