Row 13483

Row ID: 13483 | Dataset Entry | Axioma AXP Content Repository

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This page contains data entry 13483 from the Axioma AXP content repository. The structured data below represents the complete record for this entry.

Google says a 10 year treasury has an average duration of about 8.8. So 8.8 x 3 pt change in the rate would give 26.4% increase. That should be the upper bound though because the change is occuring over 18 months so you lose duration as the bond matures and we're not taking into account convexity for a rather large rate move. My 1 minute estimate is low 20's %.

FieldValue
text Google says a 10 year treasury has an average duration of about 8.8. So 8.8 x 3 pt change in the rate would give 26.4% increase. That should be the upper bound though because the change is occuring over 18 months so you lose duration as the bond matures and we're not taking into account convexity for a rather large rate move. My 1 minute estimate is low 20's %.
label r/investing
dataType comment
communityName r/investing
datetime 2024-05-20
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url_encoded Z0FBQUFBQm5Lak9LdTRuM3ZOQVNPNHV3WlJ0VW8yYURNRk45TmJ2dk90dFdPMjlnR29XS1dIY2Mya1dlVmMyQjlwOXBhQTA3Szg1bXpWQ1RBSTR6QzNkbVRYNDUyRlFBNlMwMGg4REJzbDljTEtFSXlJSGhRVklMNlZhaEEwSVhVbFdyUUNJNE5GeVEwY01URFNfSmxNWjJib21QcGFDaDFTMUdlVVp6TmRRaF9seHhzVXZfbUhCNzFuTk9tMkdENFBpajhfUmV5SW1BRjZGZFVqUXlzaTh3Yk5XcjdDQTJvQT09

Raw Record

{
  "text": "Google says a 10 year treasury has an average duration of about 8.8.  So 8.8 x 3 pt change in the rate would give 26.4% increase.  That should be the upper bound though because the change is occuring over 18 months so you lose duration as the bond matures and we're not taking into account convexity for a rather large rate move.  My 1 minute estimate is low 20's %.",
  "label": "r/investing",
  "dataType": "comment",
  "communityName": "r/investing",
  "datetime": "2024-05-20",
  "username_encoded": "Z0FBQUFBQm5Lakw3Umo0UWpHYmVLcW5rVDBMcEN4Vy1HT1ZiN3BySmFZbjBaTHZBVm5sTXlXVlhQTVhwRXQ5OFV0SFF1eVk1U1M2UVpqT3RXaEFjU0V5M29OV05Sbk4tOGc9PQ==",
  "url_encoded": "Z0FBQUFBQm5Lak9LdTRuM3ZOQVNPNHV3WlJ0VW8yYURNRk45TmJ2dk90dFdPMjlnR29XS1dIY2Mya1dlVmMyQjlwOXBhQTA3Szg1bXpWQ1RBSTR6QzNkbVRYNDUyRlFBNlMwMGg4REJzbDljTEtFSXlJSGhRVklMNlZhaEEwSVhVbFdyUUNJNE5GeVEwY01URFNfSmxNWjJib21QcGFDaDFTMUdlVVp6TmRRaF9seHhzVXZfbUhCNzFuTk9tMkdENFBpajhfUmV5SW1BRjZGZFVqUXlzaTh3Yk5XcjdDQTJvQT09"
}
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