Sentences with phrase «bond benchmark in»

Not exact matches

It was nudging up at 2.96 percent on Tuesday, which also left the gap between U.S. and German 10 - year benchmark bond yields just off its widest level in nearly three decades.

As Poloz indicated in Toronto, if something went terribly wrong tomorrow, he could cut the benchmark interest rate by a full percentage point before trying something else, such as creating money to purchase bonds.

(Repeats to additional subscribers) NEW YORK, April 24 (Reuters)- The U.S. benchmark 10 - year Treasury yield topped 3 percent for the first time in more than four years on Tuesday, a milestone that reflects the durability of the U.S. economic expansion and stokes the view the three - decade - old bull market in bonds is numbered.

Bond yields were a little lower, reflecting the divergent paths for benchmark interest rates in the U.S. and Canada.

He has implemented a massive stimulus policy by cutting the central bank's benchmark interest rate to negative, keeping the 10 - year Japanese government bond yield near 0 percent in an effort to control the yield curve and stepping up the Bank of Japan's asset purchases.

Germany's benchmark 10 - year bond yield was up almost 2 bps at 0.58 percent in early trade, above a one - week low of 0.56 percent hit on Friday.

History shows when the benchmark rate for everything in the economy from corporate bond yields to mortgage rates moves by this much, this fast, the stock market struggles in the following months.

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.

Its underlying index selects and weights its bonds by market value, and this method yields a portfolio that aligns well with our benchmark in terms of credit tranches and maturity buckets, with the only notable difference being a slightly lower YTM.

Enter the value factor As we noted in our November Investment Directions, in periods of rising interest rates and benchmark bond rates, value has tended to outperform.

His flagship DoubleLine Total Return Bond Fund (DBLTX) has outperformed its benchmark by a wide margin in the last six years.

High - yield bonds delivered another year of strong performance in 2017, with the benchmark Bloomberg Barclays US Corporate High Yield 2 % Issuer Capped Index returning 7.2 % as we approached year - end.

In a rising interest rate environment, the risk that investors have in owning all bond mutual funds and / or bond ETFs for their bond allocation is that both vehicles are managed on a relative return basis versus a benchmark indeIn a rising interest rate environment, the risk that investors have in owning all bond mutual funds and / or bond ETFs for their bond allocation is that both vehicles are managed on a relative return basis versus a benchmark indein owning all bond mutual funds and / or bond ETFs for their bond allocation is that both vehicles are managed on a relative return basis versus a benchmark index.

His flagship DoubleLine Total Return Bond Fund (DBLTX) has outperformed its benchmark by a wide margin in the last five years.

Ten year ago, iShares Core U.S. Aggregate Bond ETF (AGG) only had about 150 bonds in its portfolio; now it has 6,500 bonds, or two - thirds of the bonds in its benchmark, the Bloomberg Barclays U.S. Aggregate Bond Index.

Investors were keeping a close eye on the market for United States Treasury bonds, one of the most heavily traded markets in the world and a benchmark for the rest of the financial system.

Floating - rate * The coupon on a floating - rate corporate bond changes in relationship to a predetermined benchmark, such as the spread above the yield on a six - month Treasury or the price of a commodity.

In terms of performance, the historical correlation between a global green bond and a global aggregate benchmark is very strong, more than 90 %.

In the old days of bond investing, you would pick a bond fund with a narrowly defined mandate, like «medium - term corporates,» and the bond manager would spend his life trying to outperform the stated benchmark.

The government's 10 - year bonds rose, pushing yields to their lowest level this year, while the benchmark BUX stock index rallied the most in six weeks.

They triggered a surge in benchmark bond yields that spilled over across asset classes and regions.

Currently, the fund's Treasury stake is much lower than what is stuffed in its benchmark index, and it owns a lot more American corporate bonds.

Plenty of actively managed bond funds have veered away from their benchmark and taken on more risk in the pursuit of higher returns.

China's benchmark 10 - year government bond yield traded just shy of 4 percent in early December, up almost 100 basis points over the course of 2017.

As yields have fallen, duration, or rate sensitivity, has risen, meaning that the risk associated with a change in rates has generally risen for most bond benchmarks and traditional funds.

In the initial stage, the regulators said Friday, the linkage will only apply to general equity and bond funds, as well as to certain exchange - traded funds that track benchmark stock indexes by purchasing the underlying shares.

We believe the jump in benchmark U.S. Treasury yields after Trump's surprise win, and the accompanying move toward cyclicals and away from bond - like equities, represent an important regime shift for financial markets and highlight risks to traditional portfolio diversification.

Active bond fund managers may aim to beat a benchmark and other bond funds in order to be attractive to retail investors.

While not exactly hitting the Federal Reserve's revered 2.0 % annual inflation target, it was apparently close enough to create more jitters in the bond market, with the yield on the U.S. Treasury's benchmark 10 - year note immediately climbing seven basis points to 2.91 %, its highest level in more than four years.

And that's not only in the US, that's in Europe in particular, certainly in the UK, and it's difficult I think to have a certainty around it but I think our bias is that bonds are on the expensive side at the moment and we are generally in most developed markets running shy of benchmark duration positions.

The Dow and S&P indexes suffered some of their worst losses of the year last week, and a shocking price move in the bond market sent the benchmark 10 - year Treasury yield below 2 percent, the lowest level in over a year.

Rather, the increase in spreads appears to reflect both tightness in the Commonwealth Government bond market (where supply remains limited and demand by foreign investors appears to have increased) and upward pressure on swap rates (one benchmark against which corporate bonds are priced) as companies have sought to lock in fixed - rate borrowings due to expected increases in interest rates.

In his March 2017 paper entitled «Understanding Anomalies», Filip Bekjarovski proposes an approach to asset pricing wherein a representative portfolio of stocks and bonds is the benchmark and stock anomalies are a set of investment opportunities that may enhance the benchmark.

To better understand green bond performance and valuations in the secondary market, Morgan Stanley analyzed 121 self - labeled U.S. and European bonds, focusing on corporate, and government or government - related benchmark - size securities (at least $ 500 million).

The global bond market's primary benchmark, the 10 - year U.S. Treasury yield, recently exceeded 3 % for the first time in several years.

There is also the prospect of price loss as the Federal Reserve (Fed) has started raising its benchmark lending rate amid a stronger U.S. economy (a bond's yield moves in the opposite direction of its price).

Based on what we're seeing in the benchmark 10 - year bond yield, bond traders are showing signs of shifting into a more defensive posture.

o Issuance of Euro Bond and use of some of the proceeds for reprofiling more expensive domestic debt o Creation of benchmark domestic bonds through tap - ins rather than new issuances.

Plenty of actively managed bond funds have veered away from their benchmark and taken on more risk in the pursuit of higher returns.

In recent years, there has been an increase in «Core - Plus» bond portfolios, which are comprised of a «Core» component of IG bonds (usually 70 % or more of the portfolio) along with a «Plus» component, which is used to diversify away from the portfolio's benchmark and hopefully increase the return of the funIn recent years, there has been an increase in «Core - Plus» bond portfolios, which are comprised of a «Core» component of IG bonds (usually 70 % or more of the portfolio) along with a «Plus» component, which is used to diversify away from the portfolio's benchmark and hopefully increase the return of the funin «Core - Plus» bond portfolios, which are comprised of a «Core» component of IG bonds (usually 70 % or more of the portfolio) along with a «Plus» component, which is used to diversify away from the portfolio's benchmark and hopefully increase the return of the fund.

The bond's interest rate is tied to a benchmark interest rate index like the LIBOR, the federal funds rate, or a specific duration U.S. Treasury bond yield (in the case of Treasury floating rate notes).

Over the long term, actively managed bond funds have not outperformed their benchmarks as evident in the SPIVA U.S. Scorecard for year - end 2014.

An absolute return strategy is independent of traditional benchmarks such as the S&P 500 Index or the Barclays U.S. Aggregate Bond Index, which gives it the freedom to invest in a wide variety of securities as well as a variety of strategies to hedge specific types of risk.

The Fund (Class I Shares) returned -0.45 % in April, underperforming its benchmark, the Bloomberg Barclays Municipal Bond Index.

Many bond mutual funds in Canada are too expensive — they're almost guaranteed to trail their index benchmarks.

The unconstrained strategy can be thought of in two ways: always trying to earn a positive return with high probability (T - bills are the benchmark, if any), or being willing to accept equity - like volatility while the bond manager sources obscure bonds, or takes large interest rate or credit risks.

While active managers beat their respective benchmark in the short - term bond category, this was not the case in the longer - term diversified / aggregate category.

In the fixed income categories, active managers overwhelmingly underperformed their benchmarks: 83.52 % of managers in the Brazil Corporate Bond category and 82.95 % in the Brazil Government Bond category underperformed their respective benchmarks in 201In the fixed income categories, active managers overwhelmingly underperformed their benchmarks: 83.52 % of managers in the Brazil Corporate Bond category and 82.95 % in the Brazil Government Bond category underperformed their respective benchmarks in 201in the Brazil Corporate Bond category and 82.95 % in the Brazil Government Bond category underperformed their respective benchmarks in 201in the Brazil Government Bond category underperformed their respective benchmarks in 201in 2014.

Bond market veteran Kathleen Gaffney leads an experienced management team in executing a process centered upon «bond picking» both within and outside of the fund's benchmark in a bottom - up, relative value stBond market veteran Kathleen Gaffney leads an experienced management team in executing a process centered upon «bond picking» both within and outside of the fund's benchmark in a bottom - up, relative value stbond picking» both within and outside of the fund's benchmark in a bottom - up, relative value style.

In 2016, 27 Franklin Templeton municipal bond mutual funds (Advisor Class / Class Z) outpaced their benchmark.2