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, ...

Bond convexity measures price sensitivity to interest rate changes in the secondary market. Positive convexity increases bond value as interest rates fall; negative does the opposite. Understanding ...

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 ...

Bonds have long been considered the classic volatility hedge for portfolio builders. And now, with volatility churning at record levels and stocks skidding into a bear market, the countervailing force ...

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 ...

As bond yields rise and fall past certain levels, there are episodes of highly technical yet increasingly familiar flows that can accelerate moves in either direction. Analysts and traders use terms ...

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 ...