“Zero-ing” In on Higher Bond Yields
It speaks directly to the duration decision advisors face in fixed income allocations, framing zero-duration strategies as one option alongside longer-duration exposure.
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, and the mix of growth, inflation, policy uncertainty and supply pressures around it. Kevin Flanagan and Maggie Lucier then review the case for zero-duration strategies and how those could fit into bond portfolios as investors consider taking on longer-duration exposure.
- The 10-year Treasury yield reached 5.36%, a level the description calls a 20-year high
- Growth, inflation, policy uncertainty and supply pressures are cited as the backdrop
- The discussion covers the case for zero-duration strategies and their fit in bond portfolios
- Longer-duration exposure is framed as the alternative investors are weighing
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