ConvexityMaven(@ConvexityMaven):New Commentary..... The CBOT Bond future is Negatively Convex such that a further rate rise could create the equivalent of Scott Bessent selling $110 Billion twenty-year bonds into the market. Today, I detail the construction of this futures contract and posit that this could be a contributing factor to why interest rates have risen so quickly. More specifically, be careful that 6% on the twenty-year rate could become a Convexity Vortex. https://t.co/BmdjkaGtNx @profplum99 @LukeGromen @dampedspring @jam_croissant @biancoresearch @EconguyRosie @ErikSTownsend @tracyalloway

2026.10.13 12:33

New Commentary..... The CBOT Bond future is Negatively Convex such that a further rate rise could create the equivalent of Scott Bessent selling $110 Billion twenty-year bonds into the market. Today, I detail the construction of this futures contract and posit that this could be a contributing factor to why interest rates have risen so quickly. More specifically, be careful that 6% on the twenty-year rate could become a Convexity Vortex. @profplum99 @LukeGromen @dampedspring @jam_croissant @biancoresearch @EconguyRosie @ErikSTownsend @tracyalloway

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