Analysts and traders are blaming an increasingly familiar culprit for last week’s plunge in bond yields -- and they’re asking if it’s just the beginning. At issue is the relationship between bond ...
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 ...
High-profile bank failures have introduced some volatility back to markets. I re-visit the performance of several tail risk and convexity ETFs against the return of the S&P 500 index. I analyze ...
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 ...
Pre‑crisis, Fannie and Freddie hedged large duration mismatches by shorting Treasuries, shorting futures, paying fixed on ...