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2026/03/25 04:5812 分钟前源站更新
2026/03/25 04:5812 分钟前首次抓取
2026/03/25 04:5812 分钟前发布时间
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The Mortgage Hedging ‘Beast’ Is Returning to the Treasury Market The nascent revival of convexity hedging is threatening to inject another source of volatility into the $31 trillion Treasury market.
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126 天前
2026-06-04 11:10:00 UTC
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126 天前
2026-06-04 11:10:00 UTC
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126 天前
2026-06-04 11:25:20 UTC
随着高利率抵押贷款支持证券规模增加，凸性套期保值策略正重返美债市场，这可能会放大美债价格的波动，给 31 万亿美元的国债市场带来新的波动源。
The return of convexity hedging in the mortgage-backed securities market threatens to inject fresh volatility into the $31 trillion US Treasury market, as investors trade derivatives to offset interest-rate risks from higher-coupon housing bonds.
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