Sentences with phrase «duration bonds down»

Not exact matches

Under its current asset - buying and lending tool, the BOJ limits the duration of government bonds it buys to three years because it wants to push down the cost of borrowing for companies, many of whom work in three - year investment cycles.

Historically, we have seen short duration bonds have a lower correlation to stocks, which can be a beneficial ballast when equity markets are down.

High yield (HY) spreads — the difference between the yield of a high yield bond and a Treasury note of similar duration — are down 2 percentage points from their February peak, as investors buy high yield bonds.

So if an investor expects market interest rates to go down, they want a long - duration bond portfolio because it will maximize the increase in price.

At the trough bond fund indices were down 7 to 10 % from peak, depending on duration.

Tobacco settlement bonds tracked by the S&P Municipal Bond Tobacco Index are down nearly 9 % year to date as yields have risen by over 255bps as the credit risk of these long duration bonds is questioned.

When bond yields go down, long duration debt / gilt funds give returns in double digits.

Relative to corporate bonds this segment of the municipal bond market has longer durations and higher coupons which both contribute to positive price movement as rates move down.

Shorter duration, high - yield bonds, such as those captured in the S&P 0 - 3 Year High Yield Corporate Bond Index, are up 0.09 % MTD and 1.85 % YTD (as of March 13, 2015), as investors move down the curve in order to reduce rate volatility and term risk exposure.

Helping to push down the high yield market is the long duration tobacco settlement bond sector, the S&P Municipal Bond Tobacco Index is down 4.32 % month to dbond sector, the S&P Municipal Bond Tobacco Index is down 4.32 % month to dBond Tobacco Index is down 4.32 % month to date.

In bonds, strong corporates hid our losses in longer - term government bonds in our holdings, except in Vanguard Extended Duration Treasury (EDV), which was down 0.53 %.

The Vanguard STAR fund benchmark was also up 1.4 % in November matching our Aggressive portfolio exactly, however, in down markets we're generally falling less than this total portfolio fund, mostly because of our short positions and longer - duration bond holdings.

As we just went over, if you are looking at 15 to 17 - year duration on a 30 - year bond really what that means is that if interest rates move by a 100 basis points, the bond price moves by about 17 %, up or down.