Strategy Insight
The Carry Trade In Everything Except Treasuries
The 10-year Treasury term premium is now competitive with Baa- and Ba-rated credit spreads. Even without term premium compression, duration carry trades could outperform credit carry trades in a low rate vol environment.
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BCA Research | US Bond Strategy
This service assumes the posture of a US fixed-income portfolio. We make recommendations for portfolio duration and fixed-income sector allocation.
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