Sentences with phrase «on bonds in the index»

The yield (Yield to worst) on bonds in the index has risen by 95bps since the end of Read more -LSB-...]

The yield (Yield to worst) on bonds in the index has risen by 95bps since the end of Read more -LSB-...]

Table 1: Select Indices and Corresponding Trade Volume Statistics on the Bonds In Those Indices (Month of November 2015).

Not exact matches

Volatility in the bond markets transcended into equities, knocking down the pan-European Euro Stoxx 600 Index by 0.9 percent and leading Wall Street shares to finish narrowly mixed on Friday.

And in those accounts you're probably investing in all kinds of different things because you can choose from thousands of different stocks, bonds, mutual funds, index funds, REITs, MLPs, and so on.

His expectation is that the overall volatility of a portfolio 30 percent in short - term bonds and 70 percent in stocks is going to be on par with one that is 40 percent invested in a fund tracking the Bloomberg Barclays U.S. Aggregate index and 60 percent in stocks.

The bank's MOVE Index of volatility in the world's largest bond market was at 82.7 on May 29, up from 75.3 at the end of April and compared with an average of 77.6 over the past five years.

Which all goes back to my point — since companies change in a lot of unpredictable ways, it makes more sense for passive income to just ride the market by investing in a Total Domestic Stock Market, Total Bond Market, and Total International index funds, with allocations that depend on your goals and time horizon.

In a rising interest rate environment, the risk that investors have in owning all bond mutual funds and / or bond ETFs for their bond allocation is that both vehicles are managed on a relative return basis versus a benchmark indeIn a rising interest rate environment, the risk that investors have in owning all bond mutual funds and / or bond ETFs for their bond allocation is that both vehicles are managed on a relative return basis versus a benchmark indein owning all bond mutual funds and / or bond ETFs for their bond allocation is that both vehicles are managed on a relative return basis versus a benchmark index.

All markets will continue to focus on the volatility in the equity and bond markets, geopolitical events, developments with the Trump Administration, corporate earnings, oil prices, and will turn to reports tomorrow on Japan's Leading Index and Machine Tool Orders, German IFO, US Case - Shiller Home Price Index, New Home Sales, Richmond Fed and Consumer Confidence for near term guidance.

My colleague Martin Small in a recent blog post shed some light on why size does not equal risk in the bond market, which is one of the most common misunderstanding of index management.

This index is very heavy on government bonds and mortgages, and in a world of potentially rising rates, nobody wants to be tied to the «Agg,» as it is known.

Depending on the specific market environment, the Funds may employ hedging techniques to minimize the impact of fluctuations in the overall stock or bond markets, and may also take positions in individual securities that differ substantially from their weights in the major stock or bond market indices.

The government's elevated gross borrowing requirements estimated at around 17 % of GDP per year between 2017 and 2019 are mainly driven by sizeable maturing government bonds — in particular, local currency USD - indexed bonds — on top of fiscal deficits averaging around 3.8 % of GDP.

«In a horrible, truly worst - case scenario, a high - quality bond index fund is still less risky over the course of a year than stocks are in one day,» says the investment adviser Allan Roth, founder of Wealth Logic in Colorado Springs, alluding to the 20 percent decline in the Standard & Poor's 500 - stock index on Oct. 19, 198In a horrible, truly worst - case scenario, a high - quality bond index fund is still less risky over the course of a year than stocks are in one day,» says the investment adviser Allan Roth, founder of Wealth Logic in Colorado Springs, alluding to the 20 percent decline in the Standard & Poor's 500 - stock index on Oct. 19, 198in one day,» says the investment adviser Allan Roth, founder of Wealth Logic in Colorado Springs, alluding to the 20 percent decline in the Standard & Poor's 500 - stock index on Oct. 19, 198in Colorado Springs, alluding to the 20 percent decline in the Standard & Poor's 500 - stock index on Oct. 19, 198in the Standard & Poor's 500 - stock index on Oct. 19, 1987.

Bloomberg said on March 23 that it will include yuan - denominated Chinese government and policy - bank bonds in the Bloomberg Barclays Global Aggregate Index.

@Matt — I should leave @TA to comment on his article when he gets a chance, but just quickly the regular Vanguard bond fund in the Slow and Steady portfolio has a duration of 12.3 years versus the index - linked fund's much greater 23.1 year duration.

According to Bloomberg data on the S&P AMT - Free National Municipal Bond Index, munis returned 3.3 percent in 2015, beating taxable investment grade bonds.

Here's an interesting Bloomberg piece on what bond guru Bill Gross is calling «financial repression», but what you can just call «low interest rates» The big story is that the world is still crawling out of a near - depression, and there is not a central banker in the developed world who would dare dream of pushing interest rates to anything above a number you could count out on the fingers of one hand (and seriously, in most countries you could leave out the thumb and index finger as well).

The month of May closed on a high note for bonds as the drop in yields saw the S&P / BGCantor Current 10 Year U.S. Treasury Index closed at a yield of 2.47 %.

For example, based on our analysis using J.P. Morgan index data, the EMBIG index's 7.25 percent performance in 2014 is owed to a -0.35 percent spread return combined with a 7.6 percent Treasury return, as U.S. rates dropped significantly (remember that when interest rates fall, bond prices rise, and vice versa).

Yields on inflation - indexed bonds have moved in a similar way to nominal yields since the last Statement.

After touching a low of 2.7 per cent in June, yields on 10 - year indexed bonds now stand at around 3.3 per cent, 15 basis points higher than their level in early May.

Annual interest is calculated using a unique formula based on changes in the performance of stocks (S&P, Dow Jones, NASDAQ), bonds (Capital Markets Bond Index), or commodities (CBUE).

Abstracting from changes in the composition of corporate bond indices, spreads between yields on government and corporate bonds have shown a small net decline over the past three months (Graph 48).

All markets will continue to focus on the volatility in the equity and bond markets, geopolitical events, developments with the Trump Administration, corporate earnings, oil prices, and will turn to this afternoon's Commitment of Traders Report, followed by reports Monday on Chinese PMI, German CPI and Retail Sales, US Personal Income, Personal Spending, PCE, Chicago PMI, Pending Home Sales, and the Dallas Fed's Manufacturing Index for near term direction.

The extent to which the valuation of U.S. bonds is out of sync with the U.S. economy is best illustrated in the graph below in which the yield on the 10 - year government note is depicted against the Conference Board Consumer Confidence Index.

NEW YORK (AP)-- Yields for municipal bonds climbed this week, and the 10 - year yield on the AP Municipal Bond index hit its highest level in a month.

The sentiment stands in contrast to what Bank of America Merrill Lynch indexes showed as the «steepest first - quarter losses on U.S. investment - grade company bonds since 1996.»

Active Equity Fund Managers Stuck in the Rough, While Active Bond Managers Tend to Stay on the Fairway Since the launch of the State Street Global Advisors S&P 500 exchange - traded fund (SPY) in 1993, passive, index - replication portfolio construction has been widely adopted and represents the common investing experience of John and Jane Q. Public.

In their December 2016 paper entitled «Cross-Asset Signals and Time Series Momentum», Aleksi Pitkajarvi, Matti Suominen and Lauri Vaittinen examine a strategy that times each of country stock and government bond (constant 5 - year maturity) indexes based on past returns for both.

«But remember, we still invest in bonds in order to buy the options on indexed products.»

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).

On the right is one that's entirely in the Standard & Poor's 500 Index SPX, -0.24 % The portfolios in between are widely diversified equity funds, with varying percentages of stock funds and bond funds.

ProShares based on the BNP Paribas Diversified USD Covered Bond Index are not sponsored, endorsed, distributed or advised by BNP Paribas or its affiliates, and they make no representation regarding the advisability of investing in ProShares.

The level of the index (and these funds) will fluctuate based on changes in the price of the underlying bonds, not their yields.

On the other hand, the S&P Pan Asia Sovereign Bond Index, which seeks to track the performance of local - currency - denominated sovereign bonds in 10 countries, continued its plunge this quarter, dropping 2.26 % for the month and 0.15 % YTD as of Dec. 21, 2016.

The Global Fixed Income and Foreign Exchange Strategy team at JPMorgan Securities identified seven bond market signals in four market - driving categories, tested their theories and combined the signals into a composite bull / bear index on the market known as the Bond Baromebond market signals in four market - driving categories, tested their theories and combined the signals into a composite bull / bear index on the market known as the Bond BaromeBond Barometer.

The cost of buying default protection on the largest bond market borrowers in the S&P 500 is tracked by the S&P / ISDA U.S. 150 Credit Spread Index and has fallen to lows which can be an Read more -LSB-...]

The S&P 500 High Yield Corporate Bond Index tracks the junk bonds of issuers of the S&P 500 and as the yields indicate, on average, they tend to be better quality than the bonds in the broader iIndex tracks the junk bonds of issuers of the S&P 500 and as the yields indicate, on average, they tend to be better quality than the bonds in the broader indexindex.

Clearing members holding open positions in E-Mini Standard and Poor's MidCap 400 Stock Price Index futures contracts at the time of termination of trading in that contract shall make payment to or receive payment from the Clearing House in accordance with normal variation performance bond procedures based on a settlement price equal to the final settlement price.

On the other hand, the broad U.S. bond market, as measured by the S&P U.S. Aggregate Bond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target yebond market, as measured by the S&P U.S. Aggregate Bond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target yeBond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target years.

In essence, a holder of the ETN has bought a senior unsecured zero coupon bond from Barclays, with an ultimate payoff based off of the return on the commodities index less 0.75 % / year.

First Asset, which has one bond ETF that uses a forward agreement, has already issued an opinion on this matter: «Based on its review to date, First Asset believes that these changes will not affect First Asset Morningstar Emerging Markets Composite Bond Index ETF... or the tax treatment of its distributions, until the expiration of the Fund's forward agreement in September 2015.&rabond ETF that uses a forward agreement, has already issued an opinion on this matter: «Based on its review to date, First Asset believes that these changes will not affect First Asset Morningstar Emerging Markets Composite Bond Index ETF... or the tax treatment of its distributions, until the expiration of the Fund's forward agreement in September 2015.&raBond Index ETF... or the tax treatment of its distributions, until the expiration of the Fund's forward agreement in September 2015.»

In fact, since Jiangsu's debut issuance on May 18, 2015, the municipal bond market that is tracked by the S&P China Provincial Bond Index has expanded rapibond market that is tracked by the S&P China Provincial Bond Index has expanded rapiBond Index has expanded rapidly.

Join S&P Dow Jones Indices for a free forum on the municipal bond on October 17th in NYC.

Yes, I like having the past on my side, but my own portfolio is a combination of over 12,000 stocks (through index funds)-- approximately half in stocks, half in bonds, half in growth, half in value, half in large, half in small, half in international, half in U.S. half in buy and hold and half in market timing.

Invest in a wide range of equity and bond indices on 28 exchanges in 14 countries, including short ETFs and leveraged ETFs.

Unlike Treasuries and investment grade corporates, the high yield market as measured by the S&P U.S. Issued High Yield Corporate Bond Index touch a low point for yield earlier in the month at a 5.87 % on October 6th.

These funds invest in futures contracts and can be long or short on commodities, currencies or stock / bond indices.