by Howell–Jolly Duration of 25 means if ~30 yield treasury yields go from 3.8% to 1.8%, this ETF would be up >50% I anticipate that in the near future there might be more significant bankruptcies and hence a panic in …
Source: Wong — X Daily News (@xDaily) November 30, 2022
In just 12 months several big caps lost more than 70% of its market cap. If we are not in recession, what kind of economical condition we are? $META $PYPL $ROKU and so on…… — Antonio Costa (@ACInvestorBlog) November 3, …
by confoundedinterest17 I am not happy about rising mortgage rates and MBS duration. Freddie Mac just announced their 30-year mortgage rate … and it rose to 3.09%. But its the MBS modified adjusted duration that’s skyrocketing.
by confoundedinterest17 Freddie Mac’s survey of mortgage lenders (commitments) rose to 3.05% in today’s release. The spread between Freddie’s 30Y rate and the 10Y Treasury yield has been falling (bottom pane). Over a longer time frame, you can see that the …
by confoundedinterest Negative duration bets? Financial markets are coming undone. (Bloomberg) — Average duration in Templeton Global Bond Fund shortened to -2.21 years by end of first quarter, from – 1.6 years at end of 2018, according to latest filing. Builds up Mexico position to 13% …