Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Negative convexity exists when the shape of a bond's yield curve is concave. A ...
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 ...
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 ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
One of us had a professor who would say, “When it comes to math, I’m slow, but I’m inaccurate.” That shortcoming can be a problem for understanding convexity in many parts of the fixed income markets, ...
CME Group’s volatility index CVOL, is a suite of implied 30-day forward volatility indices measuring 30-day forward volatility across all option strike prices of key futures markets. Higher convexity ...
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 ...
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