Relationship between the 2/10 & SPX

210-vs-spx

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A Portfolio Manager in Chile urges:

Take a look at the 2-10 slope on the treasury curve plotted along with the SP500. The negative correlation is very high, and the last weeks rise in slope has not been followed by a fall in stock prices… yet. I don’t think combination of higher rates and prices are sustainable.

Thanks, Felipe !

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