Duration is the primary measure of interest rate sensitivity — it is the percentage change in price for a 1% change in interest rates. However, practitioners also look at convexity, which is the ...

An inverted yield curve with a negative butterfly spread of -21 basis points offers an opportunity to bet on a reversion to mean (64 bps). Increasing probability of a recession implied by the yield ...

JPMorgan Active Bond ETF combines duration exposure, tight credit spreads, and negative convexity. Learn more about the JBND ...

NEW YORK, Oct 18 (Reuters) - Bond market investors see increased risk that surging benchmark U.S. Treasury yields could hit or exceed March highs, which could fuel a wave of government debt selling by ...

Yesterday was brutal for rate-sheet-influential MBS. A good friend called me and apologized for doing so, saying "I bet you're getting more calls than you can handle on a day where the market moves ...

A lot of analysis that gets written will refer to "technical factors" driving valuations. What this is referring to are situations where unique factors are impacting valuations. The classic business ...