Interest rates, bond yields, and commodity and equity prices in context*

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From September 2013

Sterling job 5 of 6

Residents of the United States, please read this important information before proceeding

Please read this important information before proceeding.

Figure 1: Short-term interest rates (global)
Nominal Yield Level 3 Months (%)

Source: FactSet, Barclays


Figure 2: Government bond yields (global)
Nominal Yield Level (%)

Source: FactSet, Barclays


Figure 3: Inflation-linked real bond yields (global)
Real Yield Level (%)

Source: Bank of America Merrill Lynch, Datastream, FactSet, Barclays

Figure 4: Inflation-adjusted spot commodity prices
Real Prices (1991=100)

Source: Datastream, Barclays

Figure 5: Government bond yields: selected markets
Nominal Yield Level (%)

Source: FactSet, Barclays

Figure 6: Global credit and emerging market yields
Nominal Yield Level (%)

Source: FactSet, Barclays

Figure 7: Developed stock market, forward PE ratio

Source: MSCI, IBES, FactSet, Datastream, Barclays

Figure 8: Emerging stock market, forward PE ratio
PE (x)

Source: MSCI, IBES, FactSet, Datastream, Barclays

Figure 9: Developed world dividend and credit yields
Yield (%)

Source: MSCI, IBES, FactSet, Datastream, Barclays

Figure 10: Regional quoted-sector profitability
Return on Equity (%)

Source: MSCI, IBES, FactSet, Datastream, Barclays

Figure 11: Global stock markets: forward PE ratios
PE (x)

Source: MSCI, IBES, FactSet, Datastream, Barclays

Figure 12: Global stock markets: price/book value ratios
PB (x)

Source: MSCI, IBES, FactSet, Datastream, Barclays

*Monthly data with final data point as of COB 27 August 2013.