Sentences with phrase «measure of the yield curve»

The spread between the two - year note yield and the 10 - year note yield, a widely - watched measure of the yield curve, narrowed to 42.8 basis points, the tightest since September 2007.

The spread between the 2 - year note yield and the 10 - year note yield, a widely - watched measure of the yield curve, widened to 49 basis points, or 0.49 percentage point, from 41 basis points on Tuesday.

Meanwhile, one measure of the yield curve, the difference between the 10 - Year Treasury Note rate and the 3 - month Treasury Bill rate, fell by 7 basis points.

Not exact matches

But the bank has taken more extreme measures, such as ramping up purchases to more than 40 percent of the market overall and saying it would control the yield curve by keeping the 10 - year government bond yield around 0 percent.

These steps include: efforts to simplify prospectus requirements for retail vanilla bonds and ease the personal liability of company directors; improving market transparency through the RBA's publication of new measures of corporate bond yields; the lengthening of the government bond curve; and the listing of certain fixed - income securities on the Australian Securities Exchange.

As usual, I don't place too much emphasis on this sort of forecast, but to the extent that I make any comments at all about the outlook for 2006, the bottom line is this: 1) we can't rule out modest potential for stock appreciation, which would require the maintenance or expansion of already high price / peak earnings multiples; 2) we also should recognize an uncomfortably large potential for market losses, particularly given that the current bull market has now outlived the median and average bull, yet at higher valuations than most bulls have achieved, a flat yield curve with rising interest rate pressures, an extended period of internal divergence as measured by breadth and other market action, and complacency at best and excessive bullishness at worst, as measured by various sentiment indicators; 3) there is a moderate but still not compelling risk of an oncoming recession, which would become more of a factor if we observe a substantial widening of credit spreads and weakness in the ISM Purchasing Managers Index in the months ahead, and; 4) there remains substantial potential for U.S. dollar weakness coupled with «unexpectedly» persistent inflation pressures, particularly if we do observe economic weakness.

Another indicator of financial conditions is the slope of the yield curve, as measured by the spread between the yield on 10 - year bonds and the target cash rate.

While the combination of rapid credit growth and below - average interest rates suggests that financial conditions remain expansionary, the slope of the yield curve, as measured by the spread between the yield on 10 - year bonds and the cash rate, suggests a somewhat different picture.

The «yield curve» measures the level of interest rates across the maturity spectrum.

It remains to be seen if this trend continues after the U.S. curve has flattened by 52 basis points as measured by the yield of the S&P / BGCantor Current 30 Year U.S. Treasury Index.

A measured tightening pace is expected, and most of the pressure will be on the short end of the yield curve.

To measure the world's yield curve, we'll use the countries of the G7, excluding Japan, which has been out of step with other large economies for more than a decade.

No doubt, the slope of the yield curve, as measured by the spread between two - and 10 - year government bonds, has been flattening since 2014 in both Canada and the United States, and the trend has recently intensified: as we headed into December, the curve sat at its flattest level since the Great Recession.

A better evaluation of the situation measures each year's «total return» - the combination of the coupon's yield, the gain from rolling down the yield curve plus the capital loss.

Duration measures the first derivative of the price / yield curve - the slope of a tangent line.

With the Fed trying to manipulate the yield curve for its own policy purposes, starving savers of income, the yield curve is not a useful measure.

Topics range from the Sharpe ratio (which measures an investment's return per unit of risk) and how it is calculated to yield - curve «flatteners.»

Convexity measures the deviation of a bond's price / yield curve from a straight line; that is, convexity measures the degree of curvature of the price / yield relationship.

Given these circumstances, a bond ETF investor has to look at riskier propositions like bond funds with higher duration (i.e. a measure of interest rate risk) since bond funds targeting the higher end of the yield curve generally have higher rates of interest attached.