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 ...

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 ...

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 ...

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 ...

A part of the Treasury yield curve has been inverting since Friday during the run-up to this week’s Federal Reserve’s policy decision, and traders are chalking up the development to a simple ...

The latest burst higher in Treasury yields could get an extra push from hedging flows linked to mortgage-backed securities and a cold shoulder from Japanese investors, often known to buy the dip in ...

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 ...

Hedge funds around the world pulled in a net $24 billion in the first quarter as investors flocked to companies such as Convexity Capital Management, owned by former Harvard University endowment ...

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 ...