Sentences with phrase «end of the maturity curve»
This popular ETF offers exposure to the long end of the maturity curve, with exposure to all types of bonds that have maturities greater than 10 years.
http://etfdb.com/ Not exact matches
Securities on the long end of the yield curve have longer maturities.
Backtests of an indicator using the yield curve (which is anything but random, owing to Federal Reserve control of the short end) show that some value can be added using this indicator to adjust maturities.
TLH offers intentionally truncated exposure to the long end of the yield curve due to its 10 - 20 year maturity bracket.
While shortening duration can help mitigate interest rate risk, another approach to consider is one that balances exposure to the very front end of the curve with exposure to intermediate maturities for additional yield potential and lower volatility, given that rates are likely to rise slowly and stay historically low for the foreseeable future.
While shortening duration can help mitigate interest rate risk, another approach to consider is one that balances exposure to the very front end of the curve with exposure to intermediate maturities for additional yield potential and lower volatility, given that rates are likely to rise slowly and stay historically low for the foreseeable future.
The increases on the very short end of the curve led shorter maturity muni rates to underperform and, remarkably, the very front end of the curve in municipals inverted, with one - year maturity muni averages lower than the SIFMA Index.
As you move to the longer end of the curve, you get paid more and more yield for investing in longer maturity securities.
As maturing proceeds are reinvested at the end of the ladder, the yield of the portfolio is greater than what would be expected by the average maturity of the bond portfolio because of the positive slope of the yield curve.
«Barbelling» a portfolio worked for many years where there was a balance between the short - end of the curve on the left side of the barbell and longer maturities invested on the right side.
Bond investors should therefore confine maturities to the front end of yield curves where continuing low yields and downside price protection are more probable.