Learn how convexity adjustments in bonds affect interest rates and prices using key formulas. Understand their importance in accurately predicting bond price changes.

Bonds are popular fixed income investment instruments and are often regarded as bearing relatively low-risk burdens. While bonds are less volatile than other investments, they are not risk-free, ...

It has been a long time since we have had to worry about and think about the phenomenon of mortgage convexity and the effect that it can have on the bond market. But with 10-year interest rates up ...

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 ...

Convexity in the Bloomberg U.S. Aggregate Index is at record-high levels, indicating potential gains in bond prices when interest rates fall. The recent sell-off in U.S. Treasury yields has increased ...

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 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 ...

Treasury yields’ journey back to peaks last seen before the pandemic hit the U.S. could get an added boost if they hit a level that would trigger hedging flows in the $7 trillion mortgage-backed bond ...

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 ...

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 ...

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 ...