Sentences with phrase «points of the yield curve»

You would be speculating on different points of the yield curve as your bond aged.

But at the same time, steep price declines have pushed yield ratios of municipals to Treasuries to the highest levels ever recorded at every point of the yield curve.

Not exact matches

«The yield curve is not nearly as much of a concern as I might have pointed to a couple months ago,» Evans said in Chicago after a speech, in response to a reporter's question.

He gives the first two points — which together represent a flattening of the Treasury yield curve — the most attention.

In a note sent out to clients on Thursday, the team of Shahid Ladha and Timothy High wrote there are several factors that point to even higher yields and a steeper yield curve in the US.

Bonds due in 2018 and won by BofA were «aggressively» priced with a 1.64 percent yield that narrowed Illinois» spread over Municipal Market Data's benchmark triple - A yield curve to 70 basis points from 100 basis points ahead of the sale, Greg Saulnier, a MMD analyst, said.

While the slope of the yield curve today may point to more modest returns in future years, we believe the bull market still has room to run.

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.

Its worth pointing out that the yield curve is actually more than one variable; its a combination of two factors:

It could be because of various socioeconomic factors, but most say it would be at the point where the Fed raises interest rates too high and the yield curve inverts.

The neutral rate — which anchors the level of the entire yield curve — is a useful starting point for understanding what's driving low interest rates.

The Barron's article pointed this out as well, citing London - based «G+E conomics» head Lena Komileva: «A surplus of investment funds looking for returns in low - yield global markets results in a cap on longer - term yields and a flat yield curve.»

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.

Interest rates at all points on the yield curve converge to roughly 5.89 % over the course of 5 years on the rising rate path, and to 16.2 % on the falling rate.

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.

Nonetheless, at around 65 basis points, the slope of the yield curve remains below its medium - term average (Graph 67).

The market expects a tightening of 75 basis points by year end, and the yield curve indicates that the implied cash rate in a couple of years» time will still be under 4 per cent.

The gap between the 2 - year and 10 - year Treasury notes, often considered the heart of the yield curve, held at 46.8 basis points on Thursday.

Due to this historical correlation, the yield curve is often seen as an accurate forecast of the turning points of the business cycle.

In cases since 1960 where the slope of the yield curve was inverted, 10 - year bond yields actually rose following the Fed's first rate cut - an average of 43 basis points over the next 12 months and 15 basis points over the next 18 months.

A lot of this pessimism had already been reversed by the time of the previous Statement in August, but since then yields have risen by a further 45 — 85 basis points across the yield curve, as market confidence has improved.

The combination index (CI) curve yielded most of the data points to the area < 1, denoting synergistic interactions in KMT2D V5486M mutated cells.

In fact, one observational system of which I am aware (i.e., the TAP System for Teacher and Student Advancement) is marketing its proprietary system, using as a primary selling point figures illustrating (with text explaining) how clients who use their system will improve their prior «Widget Effect» results (i.e., yielding such normal curves; see Figure below, as per Jerald & Van Hook, 2011, p. 1).

As an investment actuary, I've had to develop models of the full maturity / credit yield curve — maturities from 3 months to 30 years (usually about 10 points) and credit from Treasuries, Agencies and Swaps to Corporates, AAA to Single - B.

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.

13) The yield curve and Fed funds futures indicate another 25 - 50 basis points of easing in this cycle, at least, until the next institution blows up.

Yield Curve: A curve that shows the relationship between yields and maturity dates for a set of similar bonds at a given point in Curve: A curve that shows the relationship between yields and maturity dates for a set of similar bonds at a given point in curve that shows the relationship between yields and maturity dates for a set of similar bonds at a given point in time.

When these points are connected on a graph, they exhibit a shape of a normal yield curve.

Interest rates at all points on the yield curve converge to roughly 5.89 % over the course of 5 years on the rising rate path, and to 16.2 % on the falling rate.

With the understanding that the shorter the maturity, the more closely we can expect yields to reflect (and move in lock - step with) the fed funds rate, we can look to points farther out on the yield curve for a market consensus of future economic activity and interest rates.

Of course, now that the U.S. Federal Reserve has raised rates once [from 25 basis points to 50 basis points in December 2015, the first rise in seven years] and threatens to do so again, investors are staying near the short end of the yield curve, knowing that the longer you go out the bigger the capital losses should rates spike significantly higheOf course, now that the U.S. Federal Reserve has raised rates once [from 25 basis points to 50 basis points in December 2015, the first rise in seven years] and threatens to do so again, investors are staying near the short end of the yield curve, knowing that the longer you go out the bigger the capital losses should rates spike significantly higheof the yield curve, knowing that the longer you go out the bigger the capital losses should rates spike significantly higher.

If yield curves moving in a parallel direction means the monthly changes at different points in the curve never vary by more than 0.15 %, it means that monthly changes in yield curves are parallel roughly 70 % of the time.

There is No Guarantee that the Index Level Will Decrease or Increase by 1.00 Point For Every 0.01 % Change in the Level of the Underlying U.S. Treasury Note or Bond Yield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monYield or U.S. Treasury Yield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monYield Curve: Reasons why this might occur include: market prices for underlying U.S. Treasury note or bond futures contracts may not capture precisely the underlying changes in the U.S. Treasury note or bond yield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monyield or the U.S. Treasury Yield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monYield Curve, as the case may be; the index calculation methodology uses approximation; and the underlying U.S. Treasury note or bond weighting is rebalanced monthly.

Finally, modified duration is an approximation of the price change / yield change relationship, since it is essentially the straight - line tangent to a curve at a certain point on the curve (i.e., the derivative at a point on the curve).

Yield curve is a line that plots the interest rates, at a set point in time, of bonds having equal credit quality, but differing maturity dates.

«We've designed each Treasury FITR portfolio to match the performance, before fees and expenses, of a consistent - maturity Ryan Treasury Index which allows investors to stay at the same point on the yield curve without having to adjust their own portfolios,» said Gary Gastineau, managing director of ETF Advisers and interview guest earlier this year.

In cases since 1960 where the slope of the yield curve was inverted, 10 - year bond yields actually rose following the Fed's first rate cut - an average of 43 basis points over the next 12 months and 15 basis points over the next 18 months.

While the slope of the yield curve today may point to more modest returns in future years, we believe the bull market still has room to run.

, the yield curve needs to steepen by about 75 basis points from twos to tens before the lending margins of banks are no longer under pressure from the shape of the yield curve.

The yield curve has flattened as the 30 - year has tightened 68 basis points from the beginning of the year while the 2 - year has widened 13 basis points.

A yield curve is a line that plots the interest rates, at a set point in time, of bonds having equal credit quality but differing maturity dates.

In periods where the U.S. Treasury yield curve has been steep - usually a sign that investors expect the pace of economic growth to quicken - value stocks have outperformed the composite index by more than 2 percentage points.

Yield spreads in this case refers to the difference between the interest rates of bonds of two different maturities, or two points on the yield cYield spreads in this case refers to the difference between the interest rates of bonds of two different maturities, or two points on the yield cyield curve.

As shown in the following chart: A review of all 80 rolling 15 - year periods and all 75 rolling 20 - year periods yields similar results, with a gradually narrowing bell curve of data points coalescing around a fairly static average number.

Indeed, the 2 - to 30 - year yield curve steepened by more than 100 basis points over this time last year, bringing fixed - rate yields down to unheard of borrowing levels, says Todd Everett, managing director at Des Moines, Iowa - based Principal Capital Real Estate Investors.

Likewise, the long end of the yield curve will move up 75 to 100 basis points, pushing the 10 - year Treasury yield above 3.0 %.