Sentences with phrase «treasury yields declined»

In October, U.S. Treasury yields declined 23 basis points on a year - over-year basis, while corporate debt on the low end of the investment grade spectrum increased more than 65 basis points, nearly a 90 basis point increase in the spread between U.S. Treasuries and the low - end of investment grade corporate bonds.

Betas versus Treasury yields declined with credit quality, as did the goodness - of - fit (R - squared).

Amidst this backdrop, the 10 - year Treasury yield declined while short term rates increased, causing further flattening of the yield curve.

Not exact matches

The stock strategist who predicted the S&P 500's latest plunge now expects further declines as Treasury yields rise.

Ten - year Treasury yields are expected to roam between today's 2.5 % and 3 % or so this year, mitigating price declines.

The benchmark 10 - year Treasury note yield TMUBMUSD10Y, -0.75 % fell 2 basis points to 2.814 %, while the 30 - year bond yield TMUBMUSD30Y, -0.77 % slipped 3.3 basis points to 2.998 %, its third straight decline.

Treasury yields erase their earlier decline on Wednesday after stocks rebound in a volatile trading session that came in the backdrop of China's announcement it would levy its own batch of tariffs against the U.S.

Treasuries extended declines from October, pushing 10 - year yields to a five - week high, as the probability of a Federal Reserve interest - rate increase by year - end hovered near 50 percent.

Consider, for example, how European and Japanese central bank quantitative easing activity has helped drive the sharp decline in long - term U.S. Treasury yields this year.

Conversely, U.S. news of larger - than - expected unemployment rates and weekly unemployment claims caused Treasury yields to decline.

The yield on the 10 - year Treasury note declined to 2.42 percent from 2.46 percent.

Short - term Treasury yields have declined, but other yield classes including utilities, long - term bonds, and stock yields are in hostile uptrends.

That will be tricky given that 10 - year Treasuries currently yield below 2.20 per cent and this would decline precipitously with a recession and any move to cut Fed funds.

Accordingly, our outlook for a further decline in Treasury yields is not as favorable as it might be in the presence of stronger evidence of immediate credit deterioration.

Western allies press Trump to maintain nuclear deal with Iran: Reuters US intelligence monitors Iranian cargo shipments into Syria: CNN A trade war is a major risk for China's debt - ridden economy: CNBC Federal judge orders gov» t must accept new DACA immigration applications: WaPo Unification of Koreas still unlikely as leaders prepare to meet: Reuters US Consumer Confidence Index rebounded in April after March decline: CB New home sales in US increased to 4 - month high in March: MarketWatch Richmond Fed Mfg Index turns negative for first time since 2016: Bond Buyer S&P Case - Shiller Home Price Index surged in Feb, up 6.3 % y - o - y: CNBC Federal Housing Finance Agency: US house prices continued to rise in Feb: HW Corp bonds with lowest investment - grade rating look vulnerable: Bloomberg 10 - year Treasury yield reaches 3.0 % for first time since 2014: CNN Money

That decline in yields chipped away at the spread between 2 - year Treasuries US2YT = RR, which yield 2.282 percent, and longer - term bonds.

As I noted last week, a strong decline in Treasury yields would actually be a bad omen here, because it would signal a rush to quality in the face of rising default risks and possibly fresh economic weakness.

Indeed, with trend uniformity and valuations both unfavorable here, a sharp decline in Treasury bond yields would actually worsen market conditions.

Foreign central banks must choose between passively letting these inflows push up their exchange rates — thereby pricing their exports out of global markets — or recycling these inflows into U.S. Treasury bills yielding only 1 % and whose exchange value is declining.

As US consumer prices declined unexpectedly on a month - to - month basis, Treasury yields retreated, while the Dollar remained under pressure against the Euro (although a break above 1.24 didn't happen in the EUR / USD), while the safe - haven Yen regained some of its recent losses against the Greenback.

Consequently, U.S. Treasury yields have, over the last 30 years, declined more than high - quality corporate debt yields, yields on productive business capital and S&P 500 earnings.

If our stock holdings lag the major indices (whether by gaining less or declining more), we would expect to achieve performance below Treasury bill yields.

I note all of this because our Treasury model has just shifted to a strongly favorable stance, suggesting that Treasury yields may indeed enter a decline here.

As exhibited by declining Treasury yields and very modest inflation, this is at odds with conventional market forces and investors» expectations for growth.

As holders of monetary base try to get rid of their hot potatoes by purchasing Treasury bills, T - bill prices rise, and (per the Iron Law of Valuation) their yield declines.

A decomposition of 10 - year US Treasury yields into a future rate expectations component and a term premium suggests that declining term premia drove long - term rates lower both now and during the mid-2000s «conundrum» episode.

But back to treasuries, the decline in yields across the curve was behind the elevated forex action, and as we initially speculated short rates moved sharply lower, as investors likely removed their hawkish bets for 2018.

At the same time that yields on Treasuries are declining, yields on riskier debt are rising.

The investors» interest in Treasuries began to decline and the yield automatically went up.

The decline in yields from 2.25 % to 1.45 % puts the iShares 20 + Year Treasury Bond ETF (TLT A-83) up 16.13 % year - to - date, as of July 15, 2016.

The yield on the US 10 - year Treasury note rose 10 basis points on the week to 2.39 %, while the price of West Texas Intermediate crude oil declined modestly to $ 44.50 a barrel from $ 45.40 a week ago.

Before The Bell - A modest decline in yields on the 10 - year Treasury note helped stocks get off on a bullish note yesterday.

The early weeks of 2015 are the first time in history that both 10 - year Treasury yields and our estimates of prospective 10 - year nominal total returns for the S&P 500 have both declined below 2 % annually.

Putting aside the performance of bonds during the bear market beginning in 1980 (both because the starting yields on Treasuries were so high but also because the bear market was relatively mild as the decline began from relatively low levels of valuation), what's interesting about the above chart is how dependably bonds protected a portfolio during equity bear markets.

Although inflation compensation, which has returned as an accurate measure of inflation expectations, plays a key role in the recent rise in longer - term rates, an earlier post illustrated that the primary reason for the longer decline in the 10 - Year Treasury note rate is the real, or inflation - adjusted, yield, as measured by the rate on 10 - Year Treasury Inflated Protected Securities.

Earnings reports from some of the biggest U.S. companies at a decline in the ten - year treasury yield combined to send the major averages sharply higher.

The weak underlying economic backdrop is a big reason why the Treasury yield curve has resumed its decline recently.

Based on the data below, for each 1 % increase in the 10 - year U.S. Treasury yield, STORE capital's dividend yield can be expected to rise by about 1.47 %, meaning the share price would be expected to decline (perhaps somewhat meaningfully) over the short - term.

CORPORATE FINANCING NEWS: CORPORATE DEBT By Gordon Platt US interest rates have been in a general declining trend since 1981, when Paul Volcker was Federal Reserve chairman and the 10 - year Treasury bond yielded 16 %.

Structural economic reforms are also beginning to yield positive results, Dr Bawumia continued, with Inflation down to 10.4 %, Interest and Treasury Bill rates on the decline, and business confidence growing.

How do you argue that Treasuries, 10 Year Notes and longer, are about to undergo a secular decline in price and then go on to say that investors will be buying them in troves with the yield at only 3 %?

Yet while nominal bond yields have declined, the credit risk component of US Treasuries has been on an increasing trend since last year.

Despite a strong beginning to the Q1 2018 earnings season, the markets declined in four of the five trading days of the fund - flows week as the ten - year U.S. Treasury yield rose to its highest level since December 2013.

The Dow suffered its fifth consecutive decline on Tuesday as the ten - year Treasury yield touched the 3 % mark for the first time in four years.

The fund invests in longer term bonds, which gained the most after Treasury yields saw a significant decline this week.

ProShares UltraShort 20 + Year Treasury ETF (NYSEMKT: TBT) has been a popular choice for those trying to time a reversal in the bull market for bonds, but shares have fallen 16 % in the past year as the combination of volatility and steady declines in yield hurt the inverse leveraged ETF.

However, with interest rates at or very near historical lows — at this time, the one - month Treasury yield is 0.15 % and the five - year yield is less than 1.5 % — further interest rate declines appear unlikely.

But at the same time, steep price declines have pushed yield ratios of municipals to Treasuries to the highest levels ever recorded at every point of the yield curve.

If the yields on either the 10 - year or the 20 - year bonds were to rise modestly — say, to 3.5 % for the 10 - year, and the 30 - year to 4 % — the market value of the bonds (or of bond funds investing in long - term Treasuries) would decline by 20 % to 30 %.

The chart below shows the decline in the US Treasury yield over the last 21 years split between the real yield, as estimated by the Bloomberg Barclays US Inflation Linked Bonds Average Annual Yield, and the level of inflation expectations implied by the 10 - year nominal Treasury Bond yyield over the last 21 years split between the real yield, as estimated by the Bloomberg Barclays US Inflation Linked Bonds Average Annual Yield, and the level of inflation expectations implied by the 10 - year nominal Treasury Bond yyield, as estimated by the Bloomberg Barclays US Inflation Linked Bonds Average Annual Yield, and the level of inflation expectations implied by the 10 - year nominal Treasury Bond yYield, and the level of inflation expectations implied by the 10 - year nominal Treasury Bond yieldyield.