Sentences with phrase «average yield to maturity»

For example, the iShares DEX Universe Bond Index Fund (XBB - TSX) has a weighted average coupon of 4.01 per cent but a weighted average yield to maturity of just 2.22 per cent.

At ETF.com, we supply average yield to maturity figures for all bond ETFs, as it is the most accurate look at the current real - world holdings yield of a bond, in our opinion.

The floating rate senior loans tracked in this index have a weighted average yield to maturity of 4.76 %.

the weighted - average yield to maturity for the bonds in a bond ladder; when searching Fidelity's bond inventory, this amount represents the average yield for all securities offered by Fidelity that meet the search criteria entered for a particular ladder

Average yield to Maturity - Average Yield to Maturity represents the weighted average yield to maturity of a Fund's investments in money market securities and short - term fixed income securities as of a specified date.

Bond Statistic Average Yield to Maturity: A weighted average of all the fund's bond holding's yield to maturities.

Not exact matches

Second, the average time to maturity on U.S. debt is six years, meaning that most of the low - yielding bonds now on the books will be exchanged for more expensive debt over the next decade.

Its long effective duration, weighted average maturity and yield - to - maturity match those of our benchmark to perfection.

... the weighted average yield of all outstanding Treasury notes and bonds with 4 or more years to maturity.

1 -, 3 -, 5 - Year CMT — Average yields on U.S. Treasury securities adjusted to a constant maturity of 1, 3, or 5 year (s) correspondingly.

What it means: This yield measure represents the weighted average YTM of the bonds in the fund as of a date, assuming that the bonds will be held to maturity and that all coupon payments and the final principal payment will be made on schedule.

LTPZ has a yield to maturity of 2.9 % and an average coupon rate of 1.5 %.

The yield to maturity is the average rate of return an investor can expect if she purchases the bond and holds it until maturity.

As you can see, the barbell ETFs are almost identical in yield to maturity, similar or lower in average term to maturity, and significantly shorter in duration.

Today, a traditional bond index exchange - traded fund (ETF) with an average term of about 10 years has a yield to maturity of about 1.7 %.

The yield to maturity, average maturity, modified duration and expense ratio have been provided as well.

You can vary the maturities — seeking to keep your average maturities at four years or less, or going for better yields (and more risk) with maturities of 20 years or more.

Target Maturity Date Junk Bonds and all other type of bonds are ranked based on their AUM - weighted average dividend yield for all the U.S. - listed ETFs that are classified by ETFdb.com as being mostly exposed to those respective bonds.

The benchmark is similar to the widely followed DEX Universe Bond Index in average term (about 10 years), yield to maturity (about 2.5 %) and duration (about 7 years).

The values shown are daily data published by the Federal Reserve Board based on the average yield of a range of Treasury securities, all adjusted to the equivalent of a five - year maturity.

Yield to Maturity (Average YTM) The percentage rate of return paid on a bond, note or other fixed income security if the investor buys and holds it to its maturiMaturity (Average YTM) The percentage rate of return paid on a bond, note or other fixed income security if the investor buys and holds it to its maturitymaturity date.

3ARM Information: ARM Index - Weekly average yield on United States Treasury securities adjusted to a constant maturity of one year, as made available by the Federal Reserve Board.

He found VBG has an average Duration of 7.8 years, with an effective yield to maturity of 0.96 % while VBU has an Average Duration of 6.1 years with an effective yield to maturity of average Duration of 7.8 years, with an effective yield to maturity of 0.96 % while VBU has an Average Duration of 6.1 years with an effective yield to maturity of Average Duration of 6.1 years with an effective yield to maturity of 2.94 %.

ZAG has an Average Duration of 7.36 years with an effective yield to maturity of 2.59 %.

Good direct CDs seem to be the best ticket for that, considering that my average yield premium over Treasuries of same maturity is over 1 percentage point (e.g., CD at 3 % if Treasury yield at 2 %) for CDs bought over the last 6.5 years.

The interest rate will be adjusted & calculated on the origin of the average yield on U.S. Treasury securities adjusted to a constant maturity of one year, plus an additional fixed margin.

Modified duration, current yield and yield to maturity for the average active fund is based on the average of those funds that have these statistics reported by Morningstar.

With a bond ETF, the best estimate we have of its future return is its weighted average yield - to - maturity (YTM).

Even broad - based bond ETFs (which have average maturities of about 10 years) have a yield to maturity well below 2 % after accounting for management fees.

The two funds will be very similar in average term to maturity, duration, credit quality, yield to maturity and management fee (0.20 %).

Its average maturity is currently about nine years, while its yield to maturity is barley 1 %.

The key difference, however, will be that ZDB's average coupon will be lower that its yield to maturity, resulting in much greater tax - efficiency:

The investor's average annual compounded return over a holding period (e.g. 5 years) should correspond to yield to maturity of a corresponding SGS (e.g. 5 year SGS).

The index includes both investment grade and below investment grade rated (i.e., «high yield») securities and will include bonds, in the aggregate, that have a dollar weighted average years - to - maturity of three years or less.

One way to anticipate this price decline is to look at two characteristics of your bond ETF, which you can find on its web page: the fund's average coupon and its yield to maturity.

The CollegeSure CD pays interest just like any other certificate of deposit, but is guaranteed to yield a fixed percentage of average college costs at maturity.

On the other hand, when real yields are at historically low levels (such as in March 2008, when the real yield on some TIPS even turned negative), you might not want to own TIPS with an average maturity as long as nine years, as do the funds.

The purchase was made at an average discount of 62.6 percent to the face amount of the notes and a yield to maturity of more than 40.0 percent.