10-Year T-Note Futures price from Jan through Feb 28, 2025, with price at 111.06 (+0.03% or +2.09% from a different reference point) and DXY at 106.965 (+0.103%). Throughout much of January and early February, when the T-Note price was declining, the dollar index was generally strengthening. This illustrates the classical inverse relationship between bond prices and dollar strength
But Since mid-February [around the 19th-21st], both the T-Note price and dollar index appear to be rising simultaneously? WHY
[This represents a temporary deviation from the typical inverse correlation]
Answer to this would be the reason , for current meltdown in Financial markets.