Sentences with phrase «treasury bond index»

Notes: U.S. stocks represented by Dow Jones U.S. Total Stock Market Index through April 2005, MSCI US Broad Market Index through June 2013 and CRSP US Total Market Index thereafter; emerging markets stocks are represented by MSCI Emerging Markets Index; REITs by FTSE NAREIT Equity REIT Index; dividend stocks by Dow Jones U.S. Select Dividend Index; commodities by S&P GSCI Commodity Index; high yield bonds by Bloomberg Barclays U.S. Corporate High Yield Bond Index; emerging markets bonds by Bloomberg Barclays EM USD Aggregate Index; investment - grade corporate bonds by Bloomberg Barclays U.S. Corporate Index; U.S. Treasury bonds by Bloomberg Barclays U.S. Treasury Bond Index; Hedge fund index by HFRI fund - weighted total return Index and international bonds by Bloomberg Barclays Global Aggregate ex-USD Bond Index.

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DXKLX attempts to return double the performance of a 10 - year Treasury bond index on a monthly basis.

After having dropped to a low of 2.13 % on October 15th, the yield of the U.S. 10 - year as measured by the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index has risen by 14 basis points to its current 2.28 %.

The first week of August 2015 saw the yield - to - worst of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index close almost flat, after moving 12 bps higher on the release of stronger Factory Orders and ADP Employment numbers.

A brief flight to quality increased demand for U.S. Treasuries (S&P U.S. Treasury Bond Index), municipals (S&P Municipal Bond Index), and investment - grade corporates (S&P U.S. Investment Grade Corporate Bond Index), and U.S. equities briefly dipped back into the red.

Treasury yields, as measured by the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index, moved 17 bps lower in July 2015.

Up until September 18, yields on the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index crept high enough to ensure a loss of -1.21 % for September.

The yield of the S&P / BGCantor 7 - 10 Year US Treasury Bond Index is 36 basis points wider month - to - date, and long duration indices have been performing poorly as well, as seen by the maturity sub-indices of the broad S&P / BGCantor U.S. Treasury Bond Index in the table below.

An interesting chart that might represent how U.S. rates could remain low on the back of the European economy for a while shows the yield difference between the S&P Eurozone Sovereign Bond 7 - 10 Years Index and the S&P / BGCantor 7 - 10 Year US Treasury Bond Index.

Overall for the month, the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index closed 9 bps wider than its start of 2.04 %.

Yields moved lower as the yield - to - worst of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index is now at a 2.49 % which brings it back down to level seen at the end of May.

«Barclays Capital Inc.» and «Barclays US Government Inflation - Linked Bond Index», «Barclays US Treasury 1 - 3 Year Term Index», «Barclays US Treasury 10 Year Term Index», «Barclays UK Government Inflation - Linked Bond Index», «Barclays Austria Treasury Bond Index», «Barclays Belgium Treasury Bond Index», «Barclays Emerging Markets Asia Local Govt Capped Bond», «Barclays Emerging Markets Europe Local Govt Capped Bond», «Barclays Emerging Markets Latin America Local Govt Capped Bond», «Barclays Emerging Markets Local Govt Bond», «Barclays Euro Aggregate Bond Index», «iShares Barclays Euro Corporate Bond ex-Financials Interest Rate Hedged», «Barclays Euro Corporate 1 - 5 Year Bond Index», «Barclays Euro Corporate ex Financials 1 - 5 Year Bond Index», «Barclays Euro Corporate ex Financials Bond Index», «Barclays Euro - Aggregate Financial Index», «iShares Barclays Euro Corporate Bond Interest Rate Hedged», «Barclays Euro Corporate Bond Index», «Barclays Euro Short Treasury (0 - 12 Months) Bond Index», «Barclays Euro Government Bond 10 - 15 yr Term Index», «Barclays Euro Government Bond 1 - 3 Year Term Index», «Barclays Euro Government Bond 15 - 30 Year Term Index», «Barclays Euro Government Bond 5 Year Term Index», «Barclays Euro Government Bond 5 - 7 yr Term Index», «Barclays Euro Government Bond 10 Year Term Index», «Barclays Euro Treasury Bond Index», «Barclays Euro Government Inflation - Linked Bond Index», «Barclays Finland Treasury Bond Index», «Barclays France Treasury Bond Index», «Barclays Germany Treasury Bond Index», «Barclays Global Government AAA - AA Capped Bond Index», «Barclays Global Aggregate Bond Index», «Barclays Global Aggregate Corporate Index (EUR hedged)», «Barclays Global Aggregate Corporate Bond Index», «Barclays World Government Inflation - Linked Bond Index», «Barclays Italy Treasury Bond Index», «Barclays Netherlands Treasury Bond Index», «Barclays EM Local Currency Govt Core 0 - 5 Index», «Barclays Spain Treasury Bond Index» and «Barclays US Aggregate Bond Index» are trademarks of Barclays Bank PLC and have been licensed for use for certain purposes by BlackRock Fund Advisors or its affiliates.

The night before, the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index closed at 2.09 %.

For example, the investment grade non-callable municipal bonds maturing in 2024 tracked in the S&P AMT - Free Municipal Series 2024 Index ended at a yield of 1.87 % verses the yield of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index yield of 2.03 %... or 92 % of the U.S. Treasury yield.

The ProShares Short 7 - 10 Year Treasury (NYSE: TBX) seeks to provide -1 x the daily performance of the Barclays Capital U.S. 7 - 10 Year Treasury Bond Index, before fees and expenses.

As a result, performance in longer maturity indices has been strong as seen by the year - to - date total return of the S&P / BGCantor 20 + Year U.S. Treasury Bond Index which is 13.2 %.

The recent March 18, 2015, FOMC announcement pushed the interest rate increase speculation out toward later in the year, while moving the yield of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index lower by 14 basis points in one day (to 1.92 % from 2.05 %).

Year - to - date the yield of the 10 - year as measured by the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index is 51 basis points lower closing on Friday at a 2.52 %.

The investment seeks daily investment results, before fees and expenses, and interest income earned on cash and financial instruments, that correspond to twice (200 %) the daily performance of the Barclays Capital 20 + Year U.S. Treasury Bond Index.

In comparison, the S&P / BGCantor US Treasury Bond Index has returned 2.00 % YTD as of Feb. 2, 2015.

The S&P / BGCantor Current 10 Year U.S. Treasury Bond Index closed 7 basis points lower on the day of the Germany release (May 28).

Horizons HTB.U seeks to replicate, to the extent possible, the performance of the Solactive US 7 - 10 Year Treasury Bond Index (Total Return), net of expenses.

Yields moved lower as the yield - to - worst of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index is now at a 2.49 % which brings it back down to level Read more -LSB-...]

Last week's performance saw the overall Treasury market as measured by the S&P / BGCantor US Treasury Bond Index return 0.03 % and is now at 2.08 % for the year.

After starting last week at a yield of 2.52 %, the yield of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index climbed to a high of 2.72 % to close the index before the July 4th holiday.

Treasuries, as measured by the S&P / BGCantor U.S. Treasury Bond Index, are down -0.91 % for the month.

Treasuries closed the week returning 1.02 % as measured by the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index.

Meanwhile, the S&P 500 (TR) is up a modest 0.6 % and long term bonds tracked in the S&P / BGCantor 20 + Year U.S. Treasury Bond Index are up 4.53 % in total return.

The yield of the U.S. Treasury 10 - year as measured by the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index ended the week 9 basis points as month - over-month CPI was the same as prior and lower than the 0.3 % expected level.

The source of the data comes from the S&P / LSTA U.S. Leveraged Loan 100 Index, the S&P 500 ®, the S&P GSCI ®, the S&P / BGCantor 7 - 10 Year U.S. Treasury Bond Index, the S&P U.S. Issued High Yield Corporate Bond Index, the S&P U.S. High Quality Preferred Stock Index, and the S&P U.S. Preferred Stock Index.

The correlation between the S&P China Government Bond Index and the S&P / BGCantor U.S. Treasury Bond Index, considering monthly returns since Dec, 2006, is 0.25.

As between the S&P 500 Bond index and the S&P / BG Cantor 7 - 10 US Treasury Bond Index, the former is much more correlated to the S&P 500, 0.256 versus -0.194, respectively.

Exhibit 1: The Total Return of the S&P BSE India Sovereign Bond Index and the S&P / BGCantor U.S. Treasury Bond Index

(The S&P / BG Cantor 7 - 10 US Treasury Bond Index is the treasury index most similar to the S&P 500 Bond Index in duration and yield.)

The S&P / BGCantor U.S. Treasury Bond Index, which tracks over USD 7 trillion of outstanding treasury debt, responded to October's equity volatility with investors moving toward quality.

The S&P / BGCantor U.S. Treasury Bond Index, which measures the performance of all notes and bonds, has returned -0.49 % month - to - date and is down -2.02 % year - to - date.

The S&P / BGCantor 7 - 10 Year U.S. Treasury Bond Index's yield, which topped out at 2.47 % on July 5, was returning to its recent peaks, closing at 2.43 %.

The chart below shows the annual performance of the S&P 500 Bond Index and the S&P / BG Cantor 7 - 10 US Treasury Bond Index.

Last week saw the yield of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index close 1 basis point tighter than the 2.61 % that started its week.

The yield of the S&P / BGCantor Current 10 Year U.S. Treasury Bond Index started the week of March 9, 2015, at 2.20 % and continued lower, closing the week at a 2.12 %.

These funds seek to mirror the performance of an index such as the Barclays U.S. Aggregate Bond Index or the Barclays U.S. 1 — 5 Year Treasury Bond Index.

The only larger component of the aggregate index is the S&P / BGCantor U.S. Treasury Bond Index (38 % of the parent index), which has returned 0.62 % YTD, while losing 1.43 % MTD.

The Barclays US Treasury Bond Index is a market capitalization weighted index that is often used to represent investment grade bonds being traded in the United States.

This means the government is financing itself at close to zero cost for its short term borrowing and, further out on the curve, the cost of financing does not go up by much; as the yield - to - worst on the S&P / BGCantor 7 - 10 Year U.S. Treasury Bond Index is now at 1.48 %.

The blended benchmark is comprised 60 % of the MSCI All Country World Index and 40 % of the Barclays US Treasury Bond Index.

The Barclays 20 + Year Treasury Bond Index (related iShares ticker: TLT), returning 27.48 % and more than making up for its poor performance in 2013.

US), 24 % BofA ML 5 - year US Treasury Bond Index and 16 % Citigroup Non-US Dollar World Govt.

The S&P / BGCantor Current 10 Year U.S. Treasury Bond Index closed last week up 0.12 %.

U.S. Treasuries represented by the Bloomberg Barclays U.S. 7 - 10 Year Treasury Bond Index, including U.S. Treasury securities with a maturity of 7 — 10 years.