What’s Driving Treasury Yields Higher?
It offers a manager's read on the supply and policy forces behind elevated Treasury yields, a topic that sits behind duration decisions in client bond portfolios. The zero-duration discussion gives a concrete example of how one manager is framing rate risk.
Summary
By the bonds & fixed income deskIn this WisdomTree video, Maggie Lucier joins Kevin Flanagan to discuss what is keeping Treasury yields elevated. The description cites AI-related debt issuance surpassing $500 billion in 2026 and a nearly $2.0 trillion U.S. budget deficit as supply pressures on bond markets, alongside Fed uncertainty. Flanagan also explains why he favors a zero-duration approach to managing interest rate risk.
- AI-related debt issuance has surpassed $500 billion in 2026, adding supply pressure to bond markets
- The description points to a nearly $2.0 trillion U.S. budget deficit as part of the backdrop
- Fed uncertainty is discussed as a factor keeping Treasury yields elevated
- Kevin Flanagan explains why he favors a zero-duration approach to managing interest rate risk
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