Inside the Markets
Market Signals:
Debt Markets
Bond market signals track duration risk, credit spread dynamics, real yield regimes, flight-to-safety flows, and central bank QE/QT impact across 44 bond instruments.
Universal Signals
Apply to all instruments in the Debt Markets class.
macro
Central Bank QE/QT — Bond Demand Regime
Central bank asset purchase programs directly suppress bond yields by creating a captive buyer at scale — the shift from QE to QT removes the largest marginal buyer, reversing the yield suppression.
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macro
Credit Spread Compression/Widening
Credit spread changes signal shifts in risk appetite — spread widening is a risk-off warning for equities and all risk assets.
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inflation-hedge
Real Yield Regime — Nominal vs Inflation Breakeven
Real yield (nominal rate minus inflation breakeven) determines the opportunity cost of holding bonds — negative real yields favour inflation-sensitive assets and reduce bond attractiveness.
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macro
Rate Sensitivity — Duration Risk in Tech
Rising long-term interest rates compress P/E multiples for high-duration tech stocks, creating valuation headwinds for the underlying equity.
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macro
Duration Risk — Rate Sensitivity Warning
Long-duration bonds are highly sensitive to interest rate changes — rising rates create capital losses proportional to duration, requiring active management.
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sentiment
Flight to Safety — Risk-Off Sovereign Bond Demand
During risk-off episodes, capital rotates systematically into high-quality sovereign bonds, compressing yields and supporting bond prices as investors pay a premium for capital preservation.
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Instrument-Specific Signals
Top 10 high-severity signals specific to individual Debt Markets instruments.