“Zero-ing” In on Higher Bond Yields
It is a short manager discussion of duration positioning at a moment of elevated long-term yields, framed around how zero-duration approaches might sit alongside longer-duration holdings in a bond portfolio.
Summary
By the bonds & fixed income deskThis episode of WisdomTree's Basis Points podcast looks at the 10-year U.S. Treasury yield reaching 5.36%, described as its highest level in 20 years, driven by a mix of growth, inflation, policy uncertainty and supply pressures. Kevin Flanagan and Maggie Lucier review the case for zero-duration strategies and how those could fit into bond portfolios as investors consider longer-duration exposure.
- The 10-year U.S. Treasury yield reached 5.36%, its highest level in 20 years.
- The episode cites growth, inflation, policy uncertainty and supply pressures as factors behind the move.
- The hosts review the case for zero-duration strategies.
- The discussion covers how zero-duration strategies could fit into bond portfolios as investors consider longer-duration exposure.
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