Volatile rate movements are sparking fears that real estate investment trusts may be forced to sell agency mortgage-backed securities, analysts claim. “We believe that while REITs are somewhat ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...

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 ...

The spread of agency MBS to 5- to 10-year Treasuries reached a historically wide level in late 2022, offering an attractive entry point for investors. The diminishing negative convexity and strong US ...

One of us had a professor who would say, “When it comes to math, I’m slow, but I’m inaccurate.” That shortcoming can be a problem for understanding convexity in many parts of the fixed income markets, ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

It’s probably no news to you that the recent flight to quality has hit the U.S. Treasury market hard. Yields on government debt have sunk precipitously amid a flurry of safe haven buying. Intermediate ...

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 ...

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