Sentences with phrase «jgb yield differential»

Neither argument holds right now for holding any tactical cash, especially with no reasonable prospects for a near - term rate increase and the yield differential offered by bonds over cash right now.
That has caused U.S. - Japan and U.S. - German yield differentials to widen further in the dollar's favor, leaving the yen and the euro lower.
Hint: yield differentials are taking a back seat for now.
Overall, we are seeing a pickup in yields globally, resulting in narrower yield differentials between U.S. Treasuries and other sovereign bonds.
Tonight I am including charts of the U.S / German two - year yield differentials.
The TED spread is the yield differential between three - month London interbank offered rate (Libor) and the three - month U.S. T - bill rate.
The more general forces that have influenced the exchange rate over the past year or so have been the relative strength of the Australian economy, the associated yield differential in favour of Australian dollar assets, and the continued improvement in Australia's terms of trade, which are now at their highest level in more than 25 years.
The chart shows that a higher yield differential between U.S. and German government bond yields in the past typically spurred more foreign purchases of U.S. bonds, supporting the dollar.
Future studies of cross-grade interventions may want to examine the use of multiple, parallel interventions, and whether the timing of their delivery yields differential student outcomes.
The yield differential between Canadian and US bonds is likely to be quite small, and it will be completely overwhelmed by significant changes in the exchange rate.
As the US Federal Reserve is the only major central bank leading the departure from ultra-low rate policy, rising yield differential (in favour of US versus others) can see a re-strengthening of the US Dollar in the short term.
It has helped put «yield differential» back in the driver seat for global currency moves: this means higher US bond yields could drive the greenback higher.
There were also hedge funds that tried to exploit the yield differential, borrowing short and lending long.
However, relatively little attention has been dedicated to the types of peer relationships that may be particularly potent for peer socialization to occur and to whether these different friendship contexts may yield differential risk for peer socialization across different behaviors.

Not exact matches

With rates at near zero in the United States, and negative in Japan and Europe, the differential is a powerful lure for carry trades, in which investors borrow at ultra-low rates in currencies such as yen or sterling and buy high - yielding assets such as the kiwi.
It's not just that U.S. bond yields go up, it's the differential.
Because most wealthy Chinese seem to think about RMB in terms of USD or Hong Kong dollars, it is the fear that any depreciation of the RMB against those two currencies (the Hong Kong dollar is pegged to the USD through a modified currency board) greater than the couple of percentage points interest rate differential would yield less than equivalent USD or Hong Kong dollar bonds.
Over the past year, the bond yield curve has been positive but flattening (short - term yields remained lower than long - term yields, but the differential has narrowed).
For a period in early May, bond yields in Australia had moved below those in the United States, i.e. the differential had become negative.
At the same time, the carry between Chinese interest rates and U.S. Treasury yields has now turned negative, meaning that there is no longer a favorable interest rate differential to encourage Chinese investment in U.S. government debt.
In early August, yields on 10 - year bonds were around 75 basis points above the cash rate, slightly less than the average differential since the mid 1990s (Graph 66).
One can see that every time the differential has dipped into the negative i.e. when the yield inverts, the economy has fallen into a recession.
This study is good example of a precision medicine themed approach to showing how a mechanistic understanding of the differential gene expression can yield biomarkers that can be used for early detection of disease, as well as potential therapeutic targets.
In addition to precise differential velocities, this survey will also yield precise barycentric radial velocities for many thousands of stars using the data analysis techniques reported here.
Further scrutiny of the TW Hya disk with GPI and SPHERE in their differential coronagraphic imaging modes may yield direct detection of the planet (s) that appears to be actively carving a gap in the TW Hya disk — especially if the putative planet is still actively accreting gas from the disk.
The suspension and radiator are beefed up to handle the rigors of trail riding and a rear limited - slip differential is added which yields handling benefits both on and off - road.
All Tundra differentials are made using new machining technology: «face hob» gear cutting for ring and pinion gears yields stronger tooth form and a greater engagement area for increased torque capacity and reduced gear noise.
Well, besides the potential differential between the annual percentage yield on the loan, nothing.
Yield spread relationships do not reflect risk differentials.
The BOJ's decision to anchor 10 - year Japanese government bond (JGB) yields around zero has led to a yawning differential with 10 - year Treasury yields.
Having said that, we find validity in WHT differential as a significant driver of performance when investing in high yielding assets.
The basic premise is that large interest rate differentials create ideal conditions for a long - term trend favoring the higher yielding currency over the lower yielding currencies.
The present value of the principal outstanding at the date of maturity is calculated at an interest rate differential discounted at the «Yield of Government of Canada Bonds» on the market with the equivalent term to maturity plus 0.90 %.
In other words, the «dividend yield — 2 year Treasury yield» differential has almost no impact on the medium - long term direction of the U.S. stock market!
He also notes SMDV offers a superior yield to the Russell 2000, adding that much of the potential return differential of small cap dividend growers have over other small caps can be attributed to lower historical risk.
Small caps are generally more expensive than large caps, but when the differential between their FCF yields has been this narrow historically, small caps have outperformed.
The carrying value and the fair value of the facility as of December 31, 2007 represents the present value of the differential in the spreads between the Company's credit default swap spreads and the yield applicable to the CPCT facility.
The gain was due to an increase in the differential between the Company's credit default swap spreads and the yield applicable to the CPCT facility.
The EUR / USD moved lower declining for the 5th consecutive day as U.S. yields continued to trend higher, widening the interest rate differential between the
The EUR / USD moved lower declining for the 5th consecutive day as U.S. yields continued to trend higher, widening the interest rate differential between the U.S. treasury and the German bund.
On a relative basis, this equates to about 60 % more spread for a similar degree of credit risk.1 Spread differentials are even larger versus European and Japanese corporates given the extremely low yields in those regions.
The interest rate differential helps pad the yield paid to shareholders.
It become a difficult, and intractable problem which does not yield to simple differential equations applied to idealized columns of gasses in «ideal» states.
However, they should not base this «buy - term - and - invest - the - difference» choice solely on differentials in potential yields inside and outside the policy.
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