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Breaking down duration: a useful concept for bond investors

As bond prices and interest rates move in opposite directions, when interest rates rise, bond prices are likely to fall, and in contrast when interest rates decline, bond prices are likely to increase.

What is duration?

Duration, expressed in the unit of years, is an important and useful concept for bond investors as it measures the sensitivity of bond prices to interest rate movements. The longer a bond’s duration is, the more sensitive the bond’s price is to the interest rate changes.


A useful concept for bond investors

Many people tend to shun away from understanding bond duration because the underlying mathematics could be difficult. Fortunately for investors, to make good use of duration when investing in bonds, calculation is not needed if you understand the concept.

Duration examples

Source: HSBC Asset Management. For illustrative purposes only.

Given its usefulness, duration is a standard data point provided in most bond and bond fund materials.

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