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 ...

Convexity in the Bloomberg U.S. Aggregate Index is at record-high levels, indicating potential gains in bond prices when interest rates fall. The recent sell-off in U.S. Treasury yields has increased ...

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 ...

Yesterday was brutal for rate-sheet-influential MBS. A good friend called me and apologized for doing so, saying "I bet you're getting more calls than you can handle on a day where the market moves ...