These purchases are for "convexity" buying that helps offset ... To keep their portfolio duration in line with their benchmarks, MBS investors will buy either Treasuries, or Treasury futures.

GOVT invests throughout the treasury yield curve. The fund currently possesses a 4.14% SEC yield, convexity of 0.71, and ...

The curve steepened a lot over the 10 months, as you can see with my arrows showing how the short end dropped. More recently the curve has caved in the middle, which brings me to the subject of ...

A time graph is a line graph which shows you data that has been collected over a period of time. There is a title which tells you what the data in the time graph is about. The horizontal (X ...

and valuations that and how it is a great time to pick up bargains in the highest-quality companies. I don’t dismiss that out of hand, but my chart work tells me that risk is still very high.

Stable duration is a hallmark. June 2024’s 5.7-year portfolio duration was slightly above its normal band yet has remained range bound over time, owing to better portfolio convexity versus other ...

In the roughly five years since he joined MFS, he has worked with the firm’s quant analysts to build a set of tools that model the securities’ duration and convexity (a feature of MBS price ...

Timeseries are determined for each Australian State, the Northern Territory and the six regions shown above The actual data values used to produce each graph are available via the "Raw dataset" link.

Values calculated for New South Wales include the Australian Capital Territory. The graphs are plotted with a consistent range for the appropriate timeseries. Timeseries are determined for each ...