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 ...

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 ...

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 ...

(Bloomberg) --As far as bond buyers go, the Federal Reserve is pretty laid-back. Even as the central bank amassed trillions of dollars of debt to prop up the economy following the financial crisis, it ...

Edward DeNoble, who had been with Jack Meyer's hedge fund firm Convexity Capital Management from its beginnings until he left last year, is starting his own investment firm, Frontlight Capital.

NEW YORK, May 25, 2022 /PRNewswire/ -- Versor Investments, a quantitative investment management firm focused on alternative investment strategies, announced today the release of a newly published ...

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 ...

We have been convinced through our research that the purpose of risk management is to use all tools available in the markets to create more robust portfolios that can survive major shocks. In a recent ...

Some bond investors are fretting that a renewed “convexity trade,” in which holders of mortgage bonds sell Treasurys to reduce their exposure to rising interest rates, will deepen the autumn ...

NEW YORK, Feb 16 (Reuters) - A rise in the yield of U.S. benchmark government debt has pushed it near thresholds that could fuel a wave of Treasury selling by mortgage investors, a scenario likely to ...