Bond Convexity Is Changing How Investors Trade the Curve

Lucas and Luna explore bond convexity — why it matters more in 2026 as yields hover near key levels. With the 10-year at 4.47% and the 30-year flirting with 5%, convexity is reshaping duration risk and hedging strategies. They break down how negative convexity in MBS and callable bonds surprises investors, and why the 2-10 spread at 38 basis points amplifies these effects. A must-listen for fixed-income pros navigating a flat curve. #BondConvexity #DurationRisk #NegativeConvexity #TreasuryYields #10YearYield #30YearYield #YieldCurve #FixedIncome #MBS #CallableBonds #Hedging #Finance #BondInvesting #FexingoBusiness #BusinessPodcast #Macro #PortfolioStrategy #RateRisk Keep every episode free: buymeacoffee.com/fexingo