Quantcast

Investors position for better convexity

Given the current level of the Mortgage Bankers Association's Refinance Index - which is at its highest level in 18 months - combined with the elevated level of realized volatility (close to a 3-1/2 month high), investors should be looking for better convexity, analysts said.

In a report released...

To continue reading, log in, register or subscribe below.Calendars are available to registered users of The Bond Buyer web site.
Please log in below with the credentials you established at the time of your subscription or when you set up a free trial. If you have never set up an account with The Bond Buyer, please click the "Free trial" link below to set up your account.

Already a subscriber? Log in here.

Please note you must now log in with your email address and password.

 

Upcoming Events

Already a subscriber? Log in here
Please note you must now log in with your email address and password.