Intermarket Relationships

A summary of the relationships between the four major financial markets — currencies, commodities, bonds and stocks. From John Murphy’s Intermarket Analysis — Profiting from Global Market Relationships:

  • The U.S. dollar trends in the opposite direction of commodities.
  • A falling dollar is bullish for commodities; a rising dollar is bearish.
  • Commodities trend in the opposite direction of bond prices.
  • Therefore, commodities trend in the same direction as interest rates.
  • Rising commodities coincide with rising interest rates and falling bond prices.
  • Falling commodities coincide with falling interest rates and rising bond prices.
  • Bond prices normally trend in the same direction as stock prices.
  • Rising bond prices are normally good for stocks; falling bond prices are bad.
  • Therefore, falling interest rates are normally good for stocks; rising rates are bad.
  • The bond market, however, normally changes direction ahead of stocks.
  • A rising dollar is good for U.S. stocks and bonds; a falling dollar can be bad.
  • A falling dollar is bad for bonds and stocks when commodities are rising.
  • During a deflation (which is relatively rare), bond prices rise while stocks fall.

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