Duration Risk: The Relationship Between Bond Prices and Interest Rates

Posted by David Diggins on Sep 6, 2018 3:30:33 PM

Duration risk has been a popular theme around buy-side firms as they look to incorporate low duration bonds into model portfolios to reduce interest rate sensitivity and increase liquidity. Typical bond indexes have an average duration of 5-7 years; this will create large outflow of assets in the upcoming quarters and increase popularity among individual securities.

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Topics: Investment Grade, Analytics, bonds, Bonds Maturing, bond market, market analytics, Fixed Income, portfolio, interest rate, duration risk

Analysis: High Yield & Investment Grade Bonds Maturing in 3 Months

Posted by Sourav Srimal on Oct 4, 2016 4:44:16 PM

In the coming months, October – December, Investment Grade & High Yield bonds amounting to 183.1 Billion are maturing. Of the two asset classes, Investment Grade has the lion’s share of debt maturing in the next 3 months compared to High Yield.

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Topics: High Yield, Investment Grade, Bonds Maturing, Distressed Investments

Analysis: High Yield & Investment Grade Bonds Maturing in 3 Months

Posted by Sourav Srimal on Sep 22, 2016 10:05:02 AM

In the months of September – November, Investment Grade & High Yield bonds amounting to $202.1 billion are maturing. Of the two asset classes, Investment Grade bonds has the lion’s share of debt maturing in the next 3 months compared to High Yield.

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Topics: High Yield, Investment Grade, Bonds Maturing


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