Editorial Research Index
Institutional briefings & primary regulatory analysis
Peer-reviewed research dossiers, quantitative market structure briefings, and statutory compliance analysis published by ETFYield Lab.
- Published briefings
- 124
- Thematic pillar hubs
- 6
- Fact-check verified
- 100%
All published briefings
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: Modified Duration, DV01 & +/-100 bps Parallel Yield Shock Table (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing second-order Taylor series conv
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing U.S. government obligation perc
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing reinvestment risk immunization
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing custom baskets, Rule 6c-11 arbi
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: CPI-U Index Ratio Accretion & Real Purchasing-Power Attribution (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing 3-month Reference CPI lag, defl
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: 2026 FOMC Rate Cycle Rebalancing & Duration Extension Triggers (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing term-premium hurdle rates for r
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: 30-Day SEC Yield vs. Trailing 12-Month Distribution Yield Audit (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing Form N-1A Item 26
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: 10-Year Expense Ratio Fee Drag & Compounding Simulation ($100k) (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing basis-point fee di
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: Modified Duration, DV01 & +/-100 bps Parallel Yield Shock Table (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing second-order Taylo
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing U.S. government ob
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing reinvestment risk
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing custom baskets, Ru
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: CPI-U Index Ratio Accretion & Real Purchasing-Power Attribution (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing 3-month Reference
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: 2026 FOMC Rate Cycle Rebalancing & Duration Extension Triggers (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing term-premium hurdl
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: 30-Day SEC Yield vs. Trailing 12-Month Distribution Yield Audit (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing Form N-1A Item 26 a
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: 10-Year Expense Ratio Fee Drag & Compounding Simulation ($100k) (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing basis-point fee dif
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: Modified Duration, DV01 & +/-100 bps Parallel Yield Shock Table (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing second-order Taylor
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing U.S. government obl
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing reinvestment risk i
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing custom baskets, Rul
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: CPI-U Index Ratio Accretion & Real Purchasing-Power Attribution (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing 3-month Reference C
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: 2026 FOMC Rate Cycle Rebalancing & Duration Extension Triggers (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing term-premium hurdle
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: 30-Day SEC Yield vs. Trailing 12-Month Distribution Yield Audit (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing Form N-1A Item 26 accrual accounting versus back
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: 10-Year Expense Ratio Fee Drag & Compounding Simulation ($100k) (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing basis-point fee differentials, bid-ask spread sl
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: Modified Duration, DV01 & +/-100 bps Parallel Yield Shock Table (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing second-order Taylor series convexity adjustments
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing U.S. government obligation percentage thresholds
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing reinvestment risk immunization and curve steepen
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing custom baskets, Rule 6c-11 arbitrage bands, and
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: CPI-U Index Ratio Accretion & Real Purchasing-Power Attribution (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing 3-month Reference CPI lag, deflation floors, and
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: 2026 FOMC Rate Cycle Rebalancing & Duration Extension Triggers (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing term-premium hurdle rates for rotating out of 0–