Sentences with phrase «basis points spread»

That said, the 80 basis points spread is exceptionally narrow in historical terms.

Today's new rate on the loan is 4.733 %, a 212 basis point spread over the T10 which was in the 2.61 % area today.

A 120 basis point spread makes it 2.87 percent which is not very far off from 2.99 %.

Have we gotten to the magical 1,000 basis point spread that usually indicates the end of the line?

Deal terms carry a lot of weight in pricing deals and there is a 300 - basis point spread between the long - term premium deals and short - term deals.

Not exact matches

U.S. two - year Treasury yields reached 2.453 percent on Friday, the highest level since September 2008 as the two - year's spread versus two - year German Bunds grew to 302 basis points, the widest in more than three decades.

The minimum spread at which a bank would be willing to offer five - year mortgages is about 140 basis points, says Ohad Lederer, a financial services analyst at Veritas Investment Research.

The yield gap between U.S. 5 - year notes and 30 - year bonds narrowed to 27.20 basis points, the tightest spread in more than six years.

Ten - year Italian bond yields have risen 17 basis points to 4.55 percent, since the news of an uncertain outcome spread on Monday but the Italian treasury is going ahead with a sale of 6.5 billion euros ($ 8.5 billion) of 5 and 10 - year bonds on Wednesday.

Bonds due in 2018 and won by BofA were «aggressively» priced with a 1.64 percent yield that narrowed Illinois» spread over Municipal Market Data's benchmark triple - A yield curve to 70 basis points from 100 basis points ahead of the sale, Greg Saulnier, a MMD analyst, said.

BofA won bonds due in 2029 with a yield of 3.78 percent, which slightly increased the spread over the scale to 165 basis points from 163 basis points, according to MMD, a unit of Thomson Reuters.

After a disappointing jobs number on Friday, the spread between the U.S. 2 - year yield and U.S. 10 - year yield fell to around 72.7 basis points, marking a 10 - year low.

The spread between the two - year note yield and the 10 - year note yield, a widely - watched measure of the yield curve, narrowed to 42.8 basis points, the tightest since September 2007.

In the three months before August 1929, the high - yield spread spiked by 47 basis points, and in the three months before May 1937, it shot up 85 basis points.

Because the lending fee is equivalent to the spread between the general collateral rate and the specials rate, a 100 basis point minimum bid rate removes the economic incentive to bid for securities trading near general collateral rates.

Valuations are the only less - than - ideal factor, with high - yield spreads versus Treasuries — the difference between yields on comparable maturity securities — running around 400 basis points.

In 2017, high yield spreads (based on the Barclays High Yield Index) declined in 8 of 12 months, with relatively minor spread widening, 20 to 25 basis points (bps, or.20 to.25 percentage points) in March and August (see the chart below).

2 For example, John suggested in February 2008 to lower the standard Taylor Rule prescription by 50 basis points to take into account the increase in the LIBOR - OIS spread at that time.

For example, while high yield spreads are considerably lower than they were at the January market bottom, they are approximately 200 basis points (2 percent) wider than they were two years ago, as Bloomberg data shows.

At the same time, credit spreads were up over 200 basis points (in other words two percentage points) even before the election.

The spread between Australian and US bond yields has contracted from nearly 450 basis points at the beginning of the 1990s to an average of about 25 basis points more recently.

The BofA Merrill Lynch high - yield index is trading at roughly 600 basis points versus government bonds, but if energy, metals and mining is excluded, it's about 80 basis points less in terms of spread.

Back in late October high yield spreads were already low, at around 470 basis points (bps).

The spread between the 2 - year note yield and the 10 - year note yield, a widely - watched measure of the yield curve, widened to 49 basis points, or 0.49 percentage point, from 41 basis points on Tuesday.

Were the Fed to raise the rate to 75 basis points, there would be a positive spread of 115 basis points.

A few day traders persistently earn profits sufficient to cover transaction costs, achieving a daily spread of 62 basis points.

The Fed is paying 50 basis points on reserves, so that is a positive spread of 90 basis points.

The yield curve is the flattest it has been in 10 years, meaning that the spread between 10 - and two - year Treasury yields is around 50 basis points, leaving the fed little room to manoeuvre.

And in CMBS land, spreads on investment - grade triple - B bonds surged by 158 basis points between May and June.

The decline in issuance was sharper than can be readily explained by seasonality and the fall in housing loan approvals in 2004 and appears to have been driven by a fall in issuer supply rather than investor demand, given that primary spreads have narrowed by at least 5 basis points over the period, to historically low levels.

This led to quite a sharp narrowing in the spread in bond yields between the two countries, from around 130 basis points at the time of the previous Statement to a low of 85 basis points in early December.

Since then, the spread has returned to around 120 basis points.

If you are looking at a 10 year corporate bond which is yielding 5 % for example, and at the same time the 10 Year treasury bond is yielding 2 %, then the credit spread is 300 basis points (3 %).

Spreads on emerging market debt have narrowed by around 500 basis points.

As you can see the credit spread for JCPenney Bonds at 769 basis points is much «wider» than the spread for Exxon Mobile bonds at 119 basis points (a much «tighter» or «narrow» spread than JCPenny).

The more pronounced movements in longer - term bond yields saw the spread between the yield on 10 - year bonds and the cash rate rise in net terms over recent months to around 65 basis points.

For «A» rated corporates, the spread over government bonds of comparable maturity is currently about 100 basis points, which is noticeably wider than a couple of years ago (Graph 32).

The 10 - year swap spread in the United States, for example, has increased in 2000 by about 50 basis points, to a level higher than at the time of disruptions in markets during the LTCM crisis in 1998.

HY spreads remain above average and roughly 200 basis points wide from their 2014 lows.

This fall has been larger than the fall in the United States so that the spread between 10 - year yields in the two countries has narrowed from about 60 basis points to about 20 basis points.

The spread prior to these developments had been around 5 — 8 basis points.

Investors spend hours researching funds for expense ratios and spreads, trying to save a few basis points here and there.

Liaison with market participants suggests that spreads on ABCP picked up sharply in August, as in the US, to be around 30 — 50 basis points above the bank bill rate relative to 2 - 5 basis points over recent years (Graph 8).

Is that a philosophy, which you stand behind, could you do that from the ethic point of view, when the premium are extremely low, which is at the case... that the spreads are, as I said, between 15 and 20 basis points?

Coal fell to just 27.6 % of US utility - scale power generation in December, and the spread between it and natural gas - fired generation widened to 616 basis points, the largest yet seen, Continue Reading

The CDS on DB's subordinated debt have gone parabolic, jumping to a spread over Treasuries of well over 500 basis points today.

U.S. high - yield bond spreads are 34 basis points, or hundredths of a percentage point, tighter; cover spreads are 21 basis points tighter, and emerging - market credit excess returns are at 3.6 %.

The gap between Canada's 2 - year yield and its U.S. counterpart narrowed by 7.9 basis points to a spread of -17.4 basis points, its narrowest since Oct. 30.

The following table illustrates the difference between two floaters that pay a spread of 40 basis points above the reference rate; one with a 4 % cap and 2 % floor, and one without a cap or floor:

While floaters may be linked to almost any benchmark and pay interest based on a variety of formulas, the most basic type pays a coupon equal to some widely followed interest rate or a change in a given index over a defined time period, such as the year - over-year change in the Consumer Price Index (CPI), plus a fixed spread in basis points (1bp = 1/100 of 1 % or.01 %).