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Glossary   >   N   >   "Negative duration" Definition            Negative duration A situation in which the price of the M.B.S. moves in the same direction as interest rates. Glossary    Dictionary Search (powered by Google) WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM Translate a web page (powered by Google)      to German Spanish French Italian Portuguese Japanese Korean Chinese

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Negative duration - A situation in which the price of the M.B.S. moves in the same direction as interest rates.