Sentences with phrase «called yield to maturity»

Also called yield to maturity (YTM).

To compare the two in the current market, and to convert older bond prices to their value in the current market, you can use a calculation called yield to maturity (YTM).

Not exact matches

the percentage of return an investor receives based on the amount invested or on the current market value of holdings; it is expressed as an annual percentage rate; yield stated is the yield to worst — the yield if the worst possible bond repayment takes place, reflecting the lower of the yield to maturity or the yield to call based on the previous close

Removal of stocks from the index due to maturity, redemption, call features or conversion may cause a decrease in the yield of the index and the Fund.

Two yield calculations are generally evaluated when it comes to selecting callable bonds for a portfolio: yield to maturity and yield to call.

Calculate the estimated yield or price of a bond, including accrued interest, invoice price, yield - to - maturity, and yield - to - call.

This was called the «conundrum 2.0 ″ as it referred to an earlier period (2004) where Fed tightening was met with huge global demand for Treasury debt that led to smaller increases in longer maturity yields than expected.

The new fund will use what are called constant maturity swap curve caps to bet on both a steepening of the US yield curve and an increase in curve volatility.

Two yield calculations are generally evaluated when it comes to selecting callable bonds for a portfolio: yield to maturity and yield to call.

the percentage of return an investor receives based on the amount invested or on the current market value of holdings; it is expressed as an annual percentage rate; yield stated is the yield to worst — the yield if the worst possible bond repayment takes place, reflecting the lower of the yield to maturity or the yield to call based on the previous close

There are other yield measures that exist such as the yield to first call, yield to worst, yield to first par call, yield to put, cash flow yield and yield to maturity.

Yield - to - call is the same calculation based on the total coupon interest payments remaining between now and the first call date (rather than the maturity date) as well as the difference between today's market value (price) and the call price.

When a bond is offered, the broker should quote not only the yield - to - maturity, but also the yield to the earliest call date (appropriately known as the yield - to - call).

Thus, a callable bond's true yield, called the yield to call, at any given price is usually lower than its yield to maturity.

• Calculate a zero coupon bond's current fair market value and bond yield to maturity (or bond yield to call).

Had the bond not been called, the yield to maturity would have been 12.8 percent.

Bond Yield Calculator: Determine before - and after - tax bond yield to maturity (or bond yield to call) down to a very high level of accuracy (third decimal plYield Calculator: Determine before - and after - tax bond yield to maturity (or bond yield to call) down to a very high level of accuracy (third decimal plyield to maturity (or bond yield to call) down to a very high level of accuracy (third decimal plyield to call) down to a very high level of accuracy (third decimal place).

Preferred Stock Calculator: Preferred stock yield to maturity, and yield to call, calculator.

During much of the»80s and»90s, this difference — called a «yield spread» — has typically been about 300 to 400 basis points (3 % to 4 %) for securities of comparable maturities.

Yields on callable bonds tend to be higher than yields on noncallable, «bullet maturity» bonds because the investor must be rewarded for taking the risk the issuer will call the bond if interest rates decline, forcing the investor to reinvest the proceeds at lower yYields on callable bonds tend to be higher than yields on noncallable, «bullet maturity» bonds because the investor must be rewarded for taking the risk the issuer will call the bond if interest rates decline, forcing the investor to reinvest the proceeds at lower yyields on noncallable, «bullet maturity» bonds because the investor must be rewarded for taking the risk the issuer will call the bond if interest rates decline, forcing the investor to reinvest the proceeds at lower yieldsyields.

The yield to call and yield to maturity both assume the coupons are reinvested at the lower rate, but interest rates change.

(i) subtracting from the interest rate then in effect under this Note, the annualized yield on a United States Treasury bill, note or bond with a maturity date closest to the [Call \ Maturity] Date, as such yield («Treasury Rate») is reported on the Bloomberg Professional service (or if no longer published the in the Wall Street Journal or a similar nationally recognized electronic service or publication selected by Lender reporting daily Treasury yields) five (5) business days preceding the Premium Determination Date («Rate Differential&maturity date closest to the [Call \ Maturity] Date, as such yield («Treasury Rate») is reported on the Bloomberg Professional service (or if no longer published the in the Wall Street Journal or a similar nationally recognized electronic service or publication selected by Lender reporting daily Treasury yields) five (5) business days preceding the Premium Determination Date («Rate Differential&Maturity] Date, as such yield («Treasury Rate») is reported on the Bloomberg Professional service (or if no longer published the in the Wall Street Journal or a similar nationally recognized electronic service or publication selected by Lender reporting daily Treasury yields) five (5) business days preceding the Premium Determination Date («Rate Differential»);

Prepayment Premium - Our promissory note provides for a yield maintenance prepayment premium running to the Call Date or Maturity Date (as applicable).