Published On: August 21st, 2025Categories: Trade Ideas
Convexity is often overlooked in fixed income analysis, yet it plays a critical role in understanding bond price behavior under volatile interest rate conditions. In fixed income markets, duration tells only part of the story – convexity reveals the full picture. Bond prices don’t move in straight lines: convexity, the curvature in the price-yield relationship, helps investors capture this reality and better manage risk. Our latest flash report explains why convexity matters more than ever in today’s environment of rate uncertainty, highlighting when high convexity can provide asymmetric advantages for bond investors.
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