Sentences with phrase «year treasury roughly»

The yield on the 10 year Treasury roughly doubled between May of last year and January of 2014 and has now slid back 50 basis points this year — which may not sound like a lot — but on a percentage basis is rather substantial.

Both long and short - term rates retreated, sending the yield on the 10 - year Treasury roughly 20 basis points (0.2 percent) below its June 10, 2015 peak.

Not exact matches

The yield on the U.S. 10 - year Treasury note added roughly 60 basis points this year, topping the 3 percent mark this week for the first time in four years.

The rise in the 10 - year Treasury yield from roughly 6 % to 8 % would equate to a rise in today's yield from 2.4 % to approximately 3.2 %.

Roughly 400 pages of FinCEN documents obtained by CNN last month show that the Treasury accused the Trump Taj Mahal, which opened in 1990 and closed last year, of breaking anti-money-laundering regulations 106 times in the year and a half after it opened.

The yield on equities is roughly 2.2 % versus the 10 - year Treasury yield of 1.5 %.

Yields on 10 - year Treasurys spiked to their highest level in roughly 10 months after Chinese officials recommended slowing or halting purchases of them.

As default rates on junk - rated debt is above nine percent, companies with junk status face an average interest rate that is a whopping ten percent points above Treasuries — these days, that translates into roughly 12 percent for a five - year loan.

For example, U.S. 10 - year Treasury yields closed in on 2.50 percent last week, roughly 50 basis points (0.50 percent) higher than their late April levels.

One of those ETFs was Direxion 20 - Year Treasury Bull 3x ($ TMF), a fixed - income ETF that roughly follows the price of the US long - term treasury bond, but is leveraged at a 3 to Treasury Bull 3x ($ TMF), a fixed - income ETF that roughly follows the price of the US long - term treasury bond, but is leveraged at a 3 to treasury bond, but is leveraged at a 3 to 1 ratio.

But this week the 10 - year Treasury lost roughly 1.4 points, which translated into a 15 basis point jump in its yield to 2.84 % The long bond closed over 3 %.

After rising to roughly 2.60 % in early March — when consumer confidence was near its recent zenith — 10 - year Treasury yields fell to around 2.15 % by mid-June.

Also, the yield on the 10 - year Treasury note was over 6 % 15 years ago versus roughly 2 % today, making the risk premium of stocks versus bonds much higher today than it was then.

The Dow Jones Industrial Average DJIA, +0.02 % has fallen by 440 points since the Fed statement was released but the 10 - year Treasury note yield has held roughly steady at 2.94 %.

The Strategic Total Return Fund continues to carry a duration of about 2.5 years, mostly in Treasury inflation protected securities, as well as a roughly 8 % position in precious metals shares.

Despite the 10 - year US Treasury bond only yielding roughly 2.2 %, that's still much higher than 10 - year Treasury bonds from countries like France (0.6 %), Germany (0.3 %), Japan (0.0 %), and Switzerland, where you actually lose money lending -LRB--0.2 %).

Given that Treasury yields broke through levels that have been a fairly reliable barrier for several years now, it wouldn't be surprising to see bonds stage a «relief rally» here, but both yields and market action remain unfavorable overall, holding the Strategic Total Return Fund to a roughly 2 - year duration, primarily in Treasury inflation - protected securities.

In recent weeks, the spread (or difference) between the yield of the 10 - year Treasury and a high yield bond of comparable maturity actually widened a bit, roughly 0.45 %, restoring some value in the space.

Since 1962 the yield on the U.S. 10 - year Treasury note has explained roughly 25 % to 30 % of the variation in U.S. large cap equity multiples, as measured using the trailing price - to - earnings (P / E) ratio in the chart below.

Since 1972, the level and change in real 10 - year Treasury rates, along with changes in the dollar index, have explained roughly 30 % of the change in the price of gold.

According to my analysis, since the financial crisis the yield on a 10 - year U.S. Treasury note explains roughly 65 percent of the variation in the relative value of the utility sector.

According to Ibbotson, short - term U.S. Treasury bills yielded roughly 3.7 % per year from 1926 to 2003.

For instance, since the early 1980s, the yield on the benchmark 10 - year Treasury note has fallen from roughly 16 % to 2 % and the Standard & Poor's 500 - stock index has climbed from less than eight times earnings to 25 times earnings.

Further, the Treasury Department projects that between 2018 and 2026, the cumulative cost of the deduction will be slightly less than $ 20 billion, roughly comparable to that of the Public Service Loan Forgiveness Program, which provides loan forgiveness after 10 years for borrowers working in public service and was targeted for elimination in President Donald Trump's proposed budget.

Also, the yield on the 10 - year Treasury note was over 6 % 15 years ago versus roughly 2 % today, making the risk premium of stocks versus bonds much higher today than it was then.

When 10 - year Treasury yields surged by more than one and a half percentage points in early 1994, for example, the broad bond market lost roughly 6 % over the course of a little more than three months, and long - term Treasuries lost nearly twice that amount.

With the ten - year Treasury bond at close to 3 %, and inflation around 2 %, that's roughly a 1 % real return on 40 % of the portfolio, while real equity returns can reasonably be expected to be anywhere from 3 - 5 % at best.

As default rates on junk - rated debt is above nine percent, companies with junk status face an average interest rate that is a whopping ten percent points above Treasuries — these days, that translates into roughly 12 percent for a five - year loan.

For 5 -, 10 - and 30 - year Treasuries, a yield rate near 3.03 % will hold the package to roughly a zero total return after 2 years.

If we were to treat stocks as bonds, then the yield or interest rate of the S&P 500 would be roughly between 3.65 % — 4.83 % (100 divided by P / E gives you Earnings Yield), which is higher than the 10 - 30 Year Treasury Rates [2] of 1.93 % — 2.62 %.

Therefore, based on the Treasury estimates, the ETS would cost roughly the equivalent of one year of lost income per person or two years of lost income per earner.

The yield on 10 - year Treasury bonds was roughly 2.3 percent early this week, up from about 1.75 percent just before the election.

The 10 - year Treasury increased almost 100 basis points in the fourth quarter, from roughly 1.55 to 2.45 percent.

Right after the Presidential election in November, the yield on 10 - year U.S. Treasury bonds rose to a high of around 2.5 percent, up from roughly 1.75 percent in October.

The relatively large risk premium associated with seniors housing (the difference between its cap rate and the risk - free 10 - year Treasury rate, estimated to be roughly 500 basis points) may help buffer the effects of higher interest rates on seniors housing cap rates, since the risk premium has room to potentially shrink toward the premium afforded to other commercial real estate asset types.

The yield on benchmark 10 - year Treasury bonds stopped rising and has fallen back to roughly 2.4 percent.