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Expertise // 03

Fixed Income, Bonds & Interest Rates

Fixed income is the foundation of the global financial system. Bond prices and yields encode the market's expectations of monetary policy, growth and inflation — and those expectations drive every other asset class.

Bonds & Yields

A bond price moves inversely to its yield. The yield is the compensation an investor demands for lending, reflecting the risk-free rate, the term, credit risk and inflation expectations. Understanding what a yield is pricing in is the foundation of fixed-income analysis.

The Yield Curve

The yield curve plots yields across maturities. A steepening curve often reflects expectations of stronger growth or higher inflation; an inverted curve has historically been associated with recession expectations. The shape and shifts of the curve are among the most informative signals in markets.

Duration Concepts

Duration measures a bond's price sensitivity to a change in yield. Longer-duration bonds move more for a given yield change. Understanding duration is essential for managing fixed-income risk — and for understanding why long-dated bonds and long-duration equities often move together.

Monetary-Policy Expectations & Central Banks

The market prices bonds based on what it expects the central bank to do, not just what the bank does today. Shifts in expected policy paths — driven by data, speeches and guidance — move yields and, through them, every asset class linked to rates.

OIS & SOFR

Overnight Index Swap (OIS) rates and the Secured Overnight Financing Rate (SOFR) are benchmarks for the very front end of the rate curve. They encode the market's expectation of the policy rate over the coming days and months and are closely watched for shifts in near-term policy expectations.

Relationship to FX & Equities

Higher yields attract capital and tend to support a currency; they also discount future earnings and can weigh on equity valuations. The bond market is, in many respects, the anchor for both FX and equities — which is why cross-asset confirmation runs through fixed income.

Frequently Asked Questions

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