US nonfarm payrolls report beat expectations at the topline, giving traders another reason to push stocks to fresh all-time ...

US bond investors weigh ’convexity’ risk in recent Treasury yield decline Economy Published 03/25/2025, 06:04 AM Updated 03/25/2025, 06:10 AM ...

Convexity buying looks to have started early this month, as yields slid to the lowest since late October, from 15-month highs in February, analysts said. The benchmark U.S. 10-year yield, which ...

Convexity buying looks to have started early this month, as yields slid to the lowest since late October, from 15-month highs in February, analysts said. The benchmark U.S. 10-year yield, which ...

Convexity buying looks to have started early this month, as yields slid to the lowest since late October, from 15-month highs in February, analysts said.

Convexity hedging was evident recently in the tightening spread between a 10-year interest rate swap and the 10-year Treasury yield. Tighter swap spreads meant that the differential between the ...

Mortgages and MBS allow borrowers to refinance or prepay their loans when rates fall. These prepayments shorten the average life of the mortgage bond, reducing its yield, with the price increasing ...

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To be sure, active MBS hedgers have dwindled, falling from a peak of 27 per cent of all investors who hold mortgages in their portfolios in 2002 to 6 per cent currently, so the impact of convexity ...