Sentences with phrase «basis point change»

In summary, every 100 basis points of change in the 10 year T - note has resulted in a 65 basis point change in annuity payout rate.

Even a 10 basis point change in the rate can add up over the long haul.

He notes that the 5.3 % peak for the 10 - year T - note in the summer of 2007 represented a 200 basis point change from the 2003 lows, dooming stocks in the 10/07 -3 / 09 financial collapse.

Rosenberg contends that the rapid 200 basis point change ushered in the 2000 - 2002 bear.

In general, a twenty - five basis point change in MBS pricing — up or down — leads to a 0.125 percentage point change in mortgage rates.

Other things being equal, a 100 basis point change in long - term interest rates would be expected to induce a roughly 6 % change in the value of the Fund.

The Price Value of a Basis Point (PVBP) is a measure of the absolute value of the change in price of a bond for a one basis point change in yield.

The marginal effect of each basis point change in the value of long term bonds can be very significant for this reason changes are tracked by basis points or 1 / 100th of 1 %

In other words, you would expect the bond's price to change by 7 cents for each basis point change in prevailing interest rates.

In general, a twenty - five basis point change in MBS pricing — up or down — leads to a 0.125 percentage point change in mortgage rates.

Instead of using a 100 basis point change, the price value of a basis point simply uses a 1 basis point change.

The Price Value of a Basis Point (PVBP) is a measure of the absolute value of the change in price of a bond for a one basis point change in yield.

The term basis point value simply denotes the change in the interest rate in relation to a basis point change.

For now, continued economic risks are sufficient to hold us to a duration of about 3 years, meaning that a 100 basis point change in bond yields would be expected to impact Fund value by about 3 % on the basis of bond price fluctuations.

Duration is a tool that estimates price sensitivity to changes in interest rates; more specifically, it is the approximate percentage change in price resulting from a 100 basis point change in interest rates.

If one accepts Rosenberg's premise about 200 - basis point changes, a 10 - year in and around 3.3 % -3.4 % may be the final blow.

All else equal, a 100 - basis point increase from 5.5 percent to 6.5 percent on a 10 - year fixed rate $ 10 million loan means a $ 5,000 monthly payment increase or $ 600,000 over the life of the mortgage — a 19 percent increase in costs for a 100 - basis point change in rates.

All else being equal, a 100 - basis point increase from 5.5 % to 6.5 % on a 10 - year fixed rate $ 10,000,000 loan means a $ 5,000 monthly payment increase or $ 600,000 over the life of the mortgage — a 19 % increase in costs for a 100 - basis point change in rates.

In general, a twenty - five basis point change in MBS pricing — up or down — leads to a 0.125 percentage point change in mortgage rates.