US Mortgages | Negative convexity hedging with swaptions
Relentless rates sell-off. Short gamma whipsawing ahead
US Mortgages | Negative rates convexity
More neutral on USD rates and swaption hedges
US rates | When doves cry
What government shutdown?
US debt | Estimating net Treasury supply for the rest of the year
Did we get under their skin or inside their heads?
FOMC | Keywords, phrases & narratives
Prices moves shape perceptions of reality
Alan Brazil | AI Generated FOMC Statement
How did our AI generated FOMC statement compare? US bond yields running fast to stand still
FOMC | AI Generated FOMC Statement
Our AI generated FOMC statement for August
Podcasts | Bill Gross | Bond yields | Amundi & BlackRock caught offside
Why we to cover podcast interviewers and what the former Bond King thinks about US Treasuries
US bond yields | Slow unraveling of a shaky investment thesis
That sinking feeling when the data was on your side but the market is not
US payrolls | What to focus on. Who to anchor on.
A brief comment ahead of the US jobs numbers