Sentences with phrase «at slope of the yield curves»
Looking at slope of the yield curves 10 - years to 2 - years, the Treasury curve has widened 20 bp and the swap curve 23 bp.
http://alephblog.com/ Not exact matches
Nonetheless, at around 65 basis points, the slope of the yield curve remains below its medium - term average (Graph 67).
Beats me; the slope of the yield curve today is adequate to allow banks to make money; if the Fed waits at these levels, the economy should recover over the next two years.
No doubt, the slope of the yield curve, as measured by the spread between two - and 10 - year government bonds, has been flattening since 2014 in both Canada and the United States, and the trend has recently intensified: as we headed into December, the curve sat at its flattest level since the Great Recession.
As maturing proceeds are reinvested at the end of the ladder, the yield of the portfolio is greater than what would be expected by the average maturity of the bond portfolio because of the positive slope of the yield curve.