Sentences with phrase «year bond yields actually»

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.

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.

Not exact matches

Bond yields have actually been falling since July 1, 1981 when the 10 - year yield was at 15.84 %.

In this context, a U.S. 10 - year bond offering a roughly 2 % yield and, backed by a strong currency, actually seems appealing.

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 %).

Specifically, the «Fed Model» — the notion that equity earnings yields and 10 - year Treasury yields should move in tandem — is an artifact restricted to the period between 1980 and 1997, when both equity and bond yields fell in virtually one - for - one lock - step — bond yields because of disinflation, and equity yields because of what was actually a move from extreme secular undervaluation to extreme secular overvaluation.

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.

In this context, a U.S. 10 - year bond offering a roughly 2 % yield and, backed by a strong currency, actually seems appealing.

For bonds, we assume a low real return over the first 10 years: only 0 % real p.a., which is actually slightly above the 9/30/2016 10Y yield (1.61 %) minus the inflation expectation at the time (~ 2 %).

The yield on the two - year bond, as measured by the S&P U.S. Treasury Bond Current 2 - Year Index, remained consistent and actually ended June at 1.37 %, only 1 bp higher than the day after the rate hyear bond, as measured by the S&P U.S. Treasury Bond Current 2 - Year Index, remained consistent and actually ended June at 1.37 %, only 1 bp higher than the day after the rate hbond, as measured by the S&P U.S. Treasury Bond Current 2 - Year Index, remained consistent and actually ended June at 1.37 %, only 1 bp higher than the day after the rate hBond Current 2 - Year Index, remained consistent and actually ended June at 1.37 %, only 1 bp higher than the day after the rate hYear Index, remained consistent and actually ended June at 1.37 %, only 1 bp higher than the day after the rate hike.

Frankly, I don't think they matter a damn: Take note of where bond yields have actually ranged in the past few years — now if they manage to reach those levels again, why should that suddenly spell disaster for the markets?

Remember, if you buy a bond that yields 2 % and the annual rate of inflation for the year is 3 %, then you've actually lost money in terms of buying power at the end of the year.

And while bond investors have suffered setbacks recently as yields have risen by more than a percentage point from their 2016 lows in part because of concerns that tax cuts and infrastructure spending in a Trump administration could spur inflation, the Bloomberg Barclays U.S. Aggregate bond index — a good proxy for the investment - grade taxable bond market — is actually up almost 2 % from the beginning of the year.

So if you don't sell shares, and the markets don't go down, then there are no draw - downs at all - just the opposite most of the time (in «normal times» - when bonds actually yield something - like they will in a few years or so if interest rates keep going back up to normal pre-meltdown levels).