Sentences with phrase «long bond positions»

If I were managing bonds at present, I would be giving up yield at present by selling my speculative long bond positions that served me well over the past few months in my model portfolio.

Not exact matches

Low sovereign bond yields have long helped the government finance its debt, thus, higher yields would undermine the sustainability of its fiscal position, analysts said.

It's the largest hedge ETF, with $ 1.1 billion in assets; it melds numerous strategies that include taking both long and short positions on U.S. stocks and bonds and emerging markets.

Relative value managers could have taken a simultaneous long position in the manufacturer's convertible bonds and offset it with a short position in the company's equivalent duration straight debt to capture the 300 basis - point price differential.

The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).

Central banks initiating «short volatility positions» via QE have dampened long - term sovereign bond yields, which crowded out private capital and induced investors to «find something else to do» by buying more esoteric assets

The basic point here is that by focusing on declining credit quality you put yourself in a position to sell a bond long before any potential default.

Bond trading can be short, or long term and allows bond traders to take a position on future interest rate movements while leveraging the security and stability of government treasurBond trading can be short, or long term and allows bond traders to take a position on future interest rate movements while leveraging the security and stability of government treasurbond traders to take a position on future interest rate movements while leveraging the security and stability of government treasuries.

Managed futures as an asset class are historically non-correlated to the stock and bond markets over long term periods and encompass a wide range of trading strategies (generally taking long / short positions in futures contracts on equity indices, commodities, financials and currencies).

The Dow Jones Credit Suisse 30 - Year Inflation Breakeven Index tracks the returns of a long position in 30 - year TIPS and a short position in Treasury bonds.3, 4

A Structured product is created by combining the economics of a long call option on equity with a long discount bond position.

One approach to replicate the Permanent Portfolio is to hold a stock, long - term bond, cash, and gold position.

From Wikipedia: A long position in a security, such as a stock or a bond, or equivalently to be long in a security, means the holder of the position owns the security and will profit if the price...

As of Aug 2015, this anomaly appears to be gone, they are now net long bonds and cash positions.

Convertible arbitrage holds long positions in convertible bonds while shorting the stock of the underlying company.

The long high yield corporate bond positions included in the index are designed to represent the more liquid universe of high yield bonds for sale within the United States.

The index is comprised of (a) long positions in USD - denominated high yield corporate bonds («high yield bonds») and (b) short positions in U.S. Treasury notes or bonds («Treasury Securities») of, in aggregate, approximate equivalent duration.

The Citi 30 - Year TIPS (Treasury Rate - Hedged) Index tracks the performance of long positions in the most recently issued 30 - year Treasury Inflation - Protected Securities (TIPS) and duration - adjusted short positions in U.S. Treasury bonds of, in aggregate, approximate equivalent duration to the TIPS.

The strategies developed by the group help shape portfolio positioning for dedicated US Corporate Bond Portfolios, as well as the corporate bond holdings in US Core Bond Plus, Core Bond, Long, and Intermediate Bond portfolBond Portfolios, as well as the corporate bond holdings in US Core Bond Plus, Core Bond, Long, and Intermediate Bond portfolbond holdings in US Core Bond Plus, Core Bond, Long, and Intermediate Bond portfolBond Plus, Core Bond, Long, and Intermediate Bond portfolBond, Long, and Intermediate Bond portfolBond portfolios.

an indicator of how long a security position or lot was held; possible values are Long: held for more than 1 year; Non-Reportable: lot or position was closed as the result of a transaction other than a sale; no reportable gain / loss was reported, the holding period and resulting term are not reported; Short: held for 1 year or less; and Unknown: Fidelity does not know how long the position or lot was held; this state typically exists because the shares were transferred to Fidelity from another institution and the holding period prior to the transfer was not communicated; for fixed - income securities, this is the period of time from the security's issue date until the maturity date; for example, for a 10 - year corporate bond the term is 10 ylong a security position or lot was held; possible values are Long: held for more than 1 year; Non-Reportable: lot or position was closed as the result of a transaction other than a sale; no reportable gain / loss was reported, the holding period and resulting term are not reported; Short: held for 1 year or less; and Unknown: Fidelity does not know how long the position or lot was held; this state typically exists because the shares were transferred to Fidelity from another institution and the holding period prior to the transfer was not communicated; for fixed - income securities, this is the period of time from the security's issue date until the maturity date; for example, for a 10 - year corporate bond the term is 10 yLong: held for more than 1 year; Non-Reportable: lot or position was closed as the result of a transaction other than a sale; no reportable gain / loss was reported, the holding period and resulting term are not reported; Short: held for 1 year or less; and Unknown: Fidelity does not know how long the position or lot was held; this state typically exists because the shares were transferred to Fidelity from another institution and the holding period prior to the transfer was not communicated; for fixed - income securities, this is the period of time from the security's issue date until the maturity date; for example, for a 10 - year corporate bond the term is 10 ylong the position or lot was held; this state typically exists because the shares were transferred to Fidelity from another institution and the holding period prior to the transfer was not communicated; for fixed - income securities, this is the period of time from the security's issue date until the maturity date; for example, for a 10 - year corporate bond the term is 10 years

The common element is that any long position taken in a specific equity is offset by a short position in either a merger partner (risk arbitrage), an «overvalued» member of the same sector (long / short paired trading), a convertible bond (convertible arbitrage), a futures contract (index arbitrage) or an option contract (volatility arbitrage).

We believe both short - and long - term bond yields could move up, and we plan to maintain an overweight position in corporate bonds compared to the Bloomberg Barclays Capital Intermediate U.S. Government / Credit Index, as they tend to outperform Treasuries during periods of economic expansion.

Thus, if an investor used this strategy to determine when to go long, short, or neutral, the current signal indicates a neutral / short - term bond position based on relative strength.

One strategy previously tested was to combine a long ETF portfolio with a position in either SPY, SHY (iShares 1 - 3 Year Treasury Bond, used as a proxy for cash or a relatively neutral position), 0r SH.

This is further illustrated in Exhibits 2a and 2b; in the months that high - yield and emerging market bonds posted a loss of more than 3 %, VIX futures ten ded to rise, sometimes even more than the VIX spot, due to the backwardation in the VIX futures curve (or, in other worlds, the yield from the roll of a long VIX futures position).

«We believe that the traditional asset allocation model of long - only stocks and bonds does not adequately position investors» portfolios for the risks and opportunities in today's global markets,» said Jerry Szilagyi, CEO of Rational Funds.

Interestingly, the most recently published holdings included a Puerto Rico long bond with maturity date of 2035, a risky position an investor would probably not expect in this global equity fund.

With time - bound goals, you will be in a better position to dictate the instruments you would invest in for the short - term requirements (bank deposits, bond funds, government saving schemes) and for long - term wealth creation (equity mutual funds and stocks).

Because our short positions have dwindled in size relative to the portfolio after a long rise in stocks, and our longer — term bond funds were hit almost as hard as stocks, we fell along with the markets.

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.

I have other short positions in my portfolio, so for long bond yields to continue to tank, it would probably take some sort of exogenous event or major market malaise, which would translate into gains elsewhere in the portfolio.

The index is comprised of (a) long positions in USD - denominated investment grade corporate bonds issued by both U.S. and foreign domiciled companies; and (b) short positions in U.S. Treasury notes or bonds («Treasury Securities») of, in aggregate, approximate equivalent duration to the investment grade bonds.

It's an absolute - return strategy — represented as a way to protect assets in times of turbulence — that takes short positions in stocks and long positions in bonds!

The objective of the bond offering is to position Presence Health for long - term growth.

From this position you can even swing it around a bit (as long as you don't get too crazy) without the parts disconnecting, as they stay more strongly bonded than the iPad and its Touch Cover.