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 ...

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 mortgage portfolio managers ...

Analysts trying to make sense of the steep slide in bond yields around the world in August are pointing fingers at many things, including slowing global growth and a prolonged trade war. Some are also ...

Bond convexity measures price sensitivity to interest rate changes in the secondary market. Positive convexity increases bond value as interest rates fall; negative does the opposite. Understanding ...

Surging U.S. Treasury yields have prompted mortgage investors to hedge the loans in their portfolios by selling government debt, a shift that probably exacerbated the bond selloff this week and added ...

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 ...

A lot has been written recently about negatively yielding bonds in the press. In full disclosure, this author has been writing about negatively yielding bonds for almost five years, though what seemed ...

Rising Treasury yields are forcing investors to sell government debt. This is due to increased risks from higher interest rates and fewer mortgage refinances. Stronger inflation data has led markets ...

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 ...