Our Insight assesses recent spread moves and performance of US Treasuries, pointing out that Treasuries were helped by their short duration, when yields rose in 2023-24, despite spreads widening, ...

ZROZ is an ETF vehicle, which invests in long-duration zero coupon U.S. Treasuries. Since the FED changed its stance on the monetary policy, ZROZ has delivered nothing but inferior returns. High ...

Chacko, George C., Peter A. Hecht, Vincent Dessain, and Anders Sjoman. "Note on Duration and Convexity." Harvard Business School Background Note 205-025, August 2004. (Revised September 2004.) ...

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 ...