Convexity in the Bloomberg U.S. Aggregate Index is at record-high levels, indicating potential gains in bond prices when interest rates fall. The recent sell-off in U.S. Treasury yields has increased ...
Last week we pointed to the near-total wipeout taken by zero-coupon Austrian century bond holders. Alphaville commenters were ...
NEW YORK (Reuters) -The recent drop in U.S. yields has raised speculation that a wave of buying of Treasury securities and derivative products called interest rate swaps by mortgage portfolio managers ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback