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US Bond Strategy
Strategy Insight

The Carry Trade In Everything Except Treasuries

by Ryan Swift, Chief Strategist  
United States
Gov Sovereigns/Treasurys
Fixed Income

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

Global Fixed Income Strategy, US Bond Strategy, Foreign Exchange Strategy, and Commodity and Energy Strategy.

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Topics

United States
Gov Sovereigns/Treasurys
Fixed Income

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