Jul

22

Bonds and stocks are both near highs for the year and yet the traditional relationship of moving opposite on a daily basis seems to still hold. I looked at daily changes of stock and bond futures using a time of 1600. Here are the percent of times they move together in the same direction vs opposite along with number of observations. I exclude unchanged days.

2014    28%/72%   n= 35/89

2013    43%/57%   n=106/139

2012    26%/74%   n=63/179

2011    25%/75%   n=63/185

2010    36%/64%   n=87/155

2009    41%/59%   n=101/142


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