Schroders adds longer-dated US Treasuries, sees attractive yields

This shift by a major asset manager signals institutional conviction that current longer-dated Treasury yields compensate for duration risk after the selloff. It matters because it reflects a broader risk-on-for-bonds stance among allocators, potentially stabilizing demand at these levels. The key watch is whether yield pressure persists or abates, and if other large managers follow suit, which could influence market liquidity and yield trajectory.