During the early and mid-2025 period, the Euro futures market saw notable shifts in direction and volatility. Read more here.

Duration is the primary measure of interest rate sensitivity — it is the percentage change in price for a 1% change in interest rates. However, practitioners also look at convexity, which is the ...

Market sentiment can be challenging to quantify, but financial analysts and traders have a powerful tool to help them gauge it: CME Group’s Volatility Index, or CVOL. This index is particularly useful ...

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages ...

Bonds are popular fixed income investment instruments and are often regarded as bearing relatively low-risk burdens. While bonds are less volatile than other investments, they are not risk-free, ...

By Suzanne McGee (Reuters) -Trustees overseeing two exchange-traded funds recently launched by startup asset management firm Azoria Capital LLC said they have voted to liquidate and terminate both the ...

Bond convexity measures price sensitivity to interest rate changes in the secondary market. Positive convexity increases bond value as interest rates fall; negative does the opposite. Understanding ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Negative convexity is something which has been mentioned on this blog before. It sounds dramatic, not to ...

We have been convinced through our research that the purpose of risk management is to use all tools available in the markets to create more robust portfolios that can survive major shocks. In a recent ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Several notions of stochastic convexity and concavity and their properties are studied in this paper. Efficient sample path approaches are developed in order to verify the occurrence of these notions ...