Sentences with phrase «treasury yields»

The 2001 - 2007 time period began and ended with 10 - year treasury yields of about 5 %.
As treasury yields have risen, utilities and REITs have dropped with real estate stocks down about 9 percent this year, utilities are down about 5 percent.
The 10 - year treasury yield hit its highest level since 2011, breaking a long - term trading range.
A drop in crude oil futures also helped push treasury yields to lower at the close of the week.
While treasury yields are on the low side, credit spreads have increased dramatically.
The 10 year treasury yield just yesterday fell under 2 %.
Interactive chart showing the daily 30 year treasury yield back to 1977.
As a proxy for risk - free rates, we used treasury yields of approximately the same maturity as the reverse convertible.
So even though treasury yields are falling in this example, the credit spread is getting wider.
The market with an earning yield of about 5 % looks much more attractive than 10 year treasury yields of 3.5 %.
The risk - free interest rate for the period matching the expected term of the option is based on the U.S. Treasury yield curve in effect at the time of the grant.
Expected volatilities are based on a blend of historical and implied volatilities of our common stock; the expected life represents the weighted average period of time that options granted are expected to be outstanding giving consideration to vesting schedules and our historical exercise patterns; and the risk - free rate is based on the U.S. Treasury yield curve in effect at the time of grant for periods corresponding with the expected life of the option.
But the rise in Treasury yields above 3 percent has driven the value of the U.S. dollar to three - month highs, which may pose a threat to a more pronounced rally in the crude price.
In the bond market, the 10 - year US Treasury yield fell less than 1 basis point, to 2.79 %, near the key 3 % level that traders are closely watching.
U.S. Treasury yields fell as Japan's 10 - year yields went negative and German bund yields sank.
Freddie Mac has released the results of its Primary Mortgage Market Survey ® (PMMS ®), showing fixed mortgage rates following long - term Treasury yields higher amid continued positive data on the housing market.
With Treasury yields so low, most high quality bonds are not attractive now.
This strength has, however, driven U.S. Treasury yields higher and resulted in greater anxiety levels across markets, leading to short - term, tactical trading opportunities.
Good direct CDs seem to be the best ticket for that, considering that my average yield premium over Treasuries of same maturity is over 1 percentage point (e.g., CD at 3 % if Treasury yield at 2 %) for CDs bought over the last 6.5 years.
With rising bond default rates and the lowest Treasury yields in more than a generation, investors would be wise to reconsider long - term bank time deposits as a way to earn safe returns in excess of money market yields.
With the 10 - year treasury yield moving from 1.85 % to 2.37 % during our fiscal year, yield sensitive, defensive sectors, such as consumer staples and utilities, did indeed underperform the broader market.
With US Treasury yields increasing sharply in 2018, CUBE might come under pressure.
U.S. Treasury yields jumped on the news, with the benchmark 10 - year yield climbing to trade at 2.264 percent, while the short - term two - year yield rose to 1.355 percent.
Between June 1, 2013 and December 31, 2013, the U.S. 10 - year treasury yield climbed by 42 %.
Mortgage applications have fallen sharply since this summer on a jump in home finance costs as benchmark Treasuries yields eventually rose to a two - year high.
This illustration reveals that REITs outperformed the S&P 500 in more than half of the episodes of rising Treasury yields over the period 1992Q1 to 2017Q4.
Back then, slow growth pinned Treasury yields below 2.5 percent.
Some predictions saw 10 - year Treasury yields reaching as high as 3.5 to 4 percent.
Despite the Federal Reserve's exit from QE3, estimates of the term premium on Treasury yields remained deep in negative territory and even declined further.
The yields on high yield bonds are barely affected when Treasury yields fall.
Stocks and bonds have been in a tug - of - war since a blowout jobs report early this month sent Treasury yields spiking, raising the specter of higher interest rates to come.
Today, one - month Treasuries yield 1.2 %, and the Federal Reserve is positioned for three more 0.25 - percentage - point increases in rates in 2018.
«To estimate how much an investor could lose during a 12 - month period if Treasury yields increased by 1 percentage point during that same 12 months, subtract a fund's SEC yield from its current duration.»
On April 25, the 10 - year U.S. Treasury Yield closed at 3.03 %, its highest yield since December of 2013 and finally eclipsing its long awaited milestone of 3 %.
The dollar has come off and the US Treasury yields declined by nearly 12 basis points in the 10 - year space, which buoyed bond prices globally.
In the following charts, I plot the S&P 500 Index and the 10 Yr Treasury yields for each time - frame considered by LPL.
This is consistent with BlackRock's view and confirms our caution on short - term rates, a risk that was on display last week as two - year Treasury yields surged between Wednesday and Friday, ending the week at 0.65 %.
«However, the majority of our survey was conducted prior to Tuesday's sell - off in the bond market which drove Treasury yields higher.
Thus, even as longer treasury yields quit rising, the market rate on corporate debt starts soaring, often quite dramatically.
In markets for longer - term credit, bond issuance by nonfinancial firms has been relatively strong recently, and spreads between Treasury yields and rates paid by corporate borrowers have narrowed some, though they remain wide.
Long - dated Treasury yields retreated for a second session on Friday, extending a run of buying in government paper, after rates early in the week touched multiyear peaks.
Benchmark Treasury yields also climbed, reaching levels last seen at the start of July, while the yield on the policy - sensitive two - year Treasury note hit its highest point since the global financial crisis.
The difference between short - and long - term US Treasury yields dropped below 1 % for the first time in a decade.
In April however the single currency has fallen rapidly to a four - month low against the dollar, with the greenback buoyed by the U.S. Treasury yields topping three percent and expectations the Federal Reserve will further raise interest rates.
«We think the euro's weakness may be overdone as despite the U.S. Treasury yield spike theme reverberating in the markets over the last 24 hours, the U.S. economy is very much in the late stages of its economic cycle and a cautious ECB meeting is baked into markets,» said Christin Tuxen, an FX strategist at Danske Bank in Copenhagen.
Long - dated Treasury yields fell on Wednesday, while short - dated yields rose, as inflation fears abated even as investors expected the Federal Reserve to hike rates next week.
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