Bond Duration Explained: Why a 1% Rate Move Wrecks Long Bonds
Duration is the single number that explains why a 30-year Treasury can lose roughly 16% in a year when yields rise 1%. Here is how it works, with current data.
interest rate risk
Bond Convexity Explained: Why Duration Isn’t Enough
Duration is a tangent line; convexity is the curvature. Here is the formula, a worked 10-year Treasury example, and why MBS has negative convexity.
Bond Duration Explained: Why Yields Move Bond Prices
Bond duration measures how much a bond’s price moves when yields change. Here’s the math, a worked example, and why long Treasuries got crushed in 2026.
Bond Duration & Convexity: Why Long Bonds Move Most
What is bond duration? A plain-English guide with the rule of thumb, the formula, and a worked example using current Treasury yields.
Bond Pricing, Yield, Duration & Convexity Explained
Learn how bond prices move with interest rates, what duration really measures, and why convexity matters — with worked examples and real data.
Bond Pricing, Yield, Duration & Convexity Explained
Learn how bond prices move with interest rates, what duration really measures, and why convexity matters — with worked examples and real data.
Fed’s 8-4 Split Forces Bond Traders to Hedge Both Ways
The April 29 FOMC meeting ended in an 8-4 split — the Fed’s most divided vote in years, with dissenters on both sides. Here’s what it means for Treasury yields.