Sentences with phrase «change in yields»

A yield curve strategy would position a bond portfolio to profit the most from an expected change in the yield curve, based on an economic or market forecast.
Spread duration measures a security's (or portfolio's) sensitivity to changes in yield spreads.
In addition, larger rate increases will likely result in smaller changes in value than indicated by duration, as duration is accurate only for small changes in yields.
The best approach, I think, is still to respond to changes in yields rather than trying to anticipate them.
Go for the term with the highest marginal change in yield.
A measure of the rate of change in duration over changes in yields.
While the minimum death benefit and surrender value have been altered for traditional product customers who stay invested in a policy for a longer period, in the case of unit - linked insurance products (Ulips), insurers will have to intimate customers about changes in the yield of the Ulip every month.
While the minimum death benefit and surrender value have been altered for traditional product customers, who stay invested in a policy for a longer period, in the case of unit - linked products (Ulips), insurers will have to intimate customers about changes in the yield of the Ulip every month.
Like other Treasuries, they pay a coupon and their price will be impacted by changes in yields.
And the relative changes in yield levels - for both bonds and stocks - tend to be commensurate with the change in the level of inflation during the same period.
For instance, if the NAV is RS 100and an exit load is 1 %, the redemption price would be Rs. 99 per unit Modified Duration Modified duration is the price sensitivity and the percentage change in price for a unit change in yield.
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 bill would not allow FDA to ban nicotine, but would give the agency the power to require changes in the yields of nicotine and other chemicals in tobacco products.
I took the Treasury yield curves since 1953, and used an optimization model to estimate 10 representative curves for monthly changes in the yield curve, and the probability of each one occurring.
The note against bond spread (NOB) gives traders and investors a means with which to play anticipated changes in the yield curve.
A change in the Bank Rate will not result in an equal change in the yield of longer - term bonds.
Remember that changes in yield translate into changes in price and vice-versa.
Duration is the percentage change in price for a given percentage change in yield required by the market.
The specific profile of yield behavior (such as changes in the yield curve or credit spreads) is also an important factor.
Modified Duration is the name given to the price sensitivity and is the percentage change in price for a unit change in yield.
The reason is simple: given the extremely steady pace of REIT dividend distributions, major changes in the yield spread arise primarily because REIT stock prices have been driven too high or too low relative to their future performance expectations.
While the minimum death benefit and surrender value have been altered for traditional product customers who stay invested in a policy for a longer period, in the case of a Ulip, insurers will have to intimate customers about changes in the yield of the plan every month.
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.
Duration is a measure of a fund's sensitivity to interest rate changes, reflecting the likely change in bond prices given a small change in yields.
If yield curves moving in a parallel direction means the monthly changes at different points in the curve never vary by more than 0.15 %, it means that monthly changes in yield curves are parallel roughly 70 % of the time.
Like other Treasuries, they pay a coupon and their price will be impacted by changes in yields.
While the minimum death benefit and surrender value was altered for traditional product customers, who stay invested in a policy for a longer period, in the case of unit - linked products (Ulips), insurers will have to intimate customers about changes in the yield of the Ulip every month.
The NOB spread is designed to take advantage of changes in the yield curve rather than trying to profit from fluctuations in the outright treasury futures contracts.
Not only do you have to get the direction of the move right when making these predictions (something most economists and forecasters fail miserably at), but you also have to get the magnitude and the change in the yield curve correct.
The longer the duration, the more the prices will move given a change in the yield.
True credibility will be measured by the change in the yield on 12 - month LIBOR.
It shows various return probabilities assuming a change in yield at the end of 1 year and a parallel shift in yield curve.
Stock investors typically bid up the valuations on stocks during these periods and become much less sensitive to the changes in yield levels.
The longer the duration, the more the prices will move given a change in the yield.
Our strategy of combining investments in Agency MBS, Non-Agency MBS and residential whole loans is designed to generate attractive returns with less overall sensitivity to changes in the yield curve, the general level of interest rates and prepayments.
Reset preferreds let investors capture that change in yields and get a little extra return besides.
The bond prices are derived using the price function assuming non-callable bonds, redemption at par, semiannual coupons and are calculated off of the change in yields as detailed above.
The change in yield is determined as follows: After one year, what was originally an «x» year bond will be an «x» -1 year bond with a yield equal to the original «x» -1 year yield, plus or minus any yield change applied from the model's Interest Rate Shock inputs.
The Index targets a fixed level of sensitivity to changes in the yield of the current «cheapest - to - deliver» note underlying the relevant 5 - year Treasury futures contract at a given point in time.
Modified Duration: Modified duration is the name given to the price sensitivity and is the percentage change in price for a unit change in yield.
While demand and supply for the subordinated notes can also affect its market price, Katie could potentially lose 11 % due to the 1 % change in yield, which is caused by a re-evaluation of Company A's creditworthiness.
I can't speculate on what is driving these changes in yield / valuation.
changes in yield spreads (the difference in yield between a U.S. Treasury security and another type of bond with comparable maturity)
The method adopted involved estimating the change in yield of major crop staples under various scenarios using crop models at 112 representative sites distributed across the major agricultural regions of the world.
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