Explore BLV for long-term bond exposure. Learn about its sensitivity to interest rates, Fed policy impact, and why timing matters for investment decisions.

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 ...

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 ...

Assume a bond has an annual convexity of 780 and an annual modified duration of 25.00. The yield to maturity is 2.5% and is expected to increase by 100 basis points (bps): ...

Lionel Messi signed the most lucrative contract in Major League Soccer history in 2023 when he joined Inter Miami on an initial two-and-a-half year deal.

Duration’s founders recruited the entire initial 18-member team from Oaktree, which also provides back office and administrative support staff, Connor said. Artisanal approach ...

Like sleep quality and duration, an individual’s chronotype is also a determining factor in their risk of cognitive impairment; however, these associations remain unclear. About the study ...

This is how one analyst describes the spiralling risk associated with selling equity volatility convexity. Yet investors are dabbling in the strategy once again, as returns from other, lower order ...

Positive convexity would be win two, lose one. Negative convexity would be win two, lose three. So say you buy the 10-year Treasury, and then rates go up or down by 100bp.

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When corporations tap the U.S. credit markets, they generally sell bonds in denominations of $1,000 at the then-going interest rate for borrowing, taking into consideration the company’s credit ...