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

US Treasury spreads have barely tightened since the Fed began easing in September, challenging previous cyclical patterns.

JP Morgan brought innovation to the prime jumbo RMBS market on Wednesday as it announced the first deal from the asset class ...

The US Long Duration Strategy is a value-oriented strategy that seeks attractive total returns from income and capital appreciation by investing in U.S. Government and investment-grade corporate debt ...

According to Sebi norms, medium to long term funds have a mandate to invest in debt and money market instruments in such a way that the Macaulay's duration of the portfolio is four to seven years.

As per Sebi mandate, medium duration funds must invest in debt and money market instruments with Macaulay duration of three to four years. As you can see, these schemes are suitable for investors ...

This is called "negative convexity" and leaves investors with lower portfolio duration than their benchmark. While 64% of outstanding mortgages are locked into interest rates below 4%, about 16% ...

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