Sentences with phrase «year maturity u.s.»

The 10 year maturity U.S. Treasury Note (UST 10 yr) is thought to be the primary benchmark for the U.S. bond market because it has the largest issuance and is used as the basis for fixed rate mortgage pricing.

The 35 year bull market in bonds most likely ended on July 8, 2016 when the 10 year maturity U.S. Treasury Note yield hit an all - time low of 1.36 %.

Not exact matches

Second, the average time to maturity on U.S. debt is six years, meaning that most of the low - yielding bonds now on the books will be exchanged for more expensive debt over the next decade.

The U.S. 10 - Year Bond is a debt obligation note by The United States Treasury, that has the eventual maturity of 10 years.

Yields on U.S. 30 - year bonds, which are more sensitive than shorter maturities to the outlook for inflation, have jumped almost 40 basis points since last Friday and a $ 15 billion auction of the tenor on Thursday showed waning appetite for the securities.

A Treasury bond is basically a long - term security issued by the U.S. Treasury that features a 30 - year, fixed maturity and requires a minimum investment of $ 100.

Long maturity (30 year) U.S. Treasuries sank on bets that President Trump will boost spending, while shorter - dated Treasury Notes rallied amid reduced bets on a Federal Reserve interest rate hike in December.

The Bloomberg Barclays U.S. Aggregate 10 + Year Bond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of 10 years or more.

The Bloomberg Barclays U.S. Aggregate 5 — 7 Year Bond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of five to seven years.

The Barclays U.S. Aggregate Bond Index is a market value — weighted index of investment - grade fixed - rate debt issues, including government, corporate, asset - backed, and mortgage - backed securities, with maturities of one year or more.

The Barclays U.S. Intermediate Government Bond Index is a market value — weighted index of U.S. government fixed - rate debt issues with maturities between one and 10 years.

The Bloomberg Barclays U.S. Aggregate 1 — 3 Year Bond Index is unmanaged and is composed of the Bloomberg Barclays U.S. Government / Credit Index and the Bloomberg Barclays U.S. Mortgage - Backed Securities Index and includes Treasury issues, agency issues, corporate bond issues, and mortgage - backed securities with maturities of one to three years.

Bloomberg Barclays U.S. Treasury Bond Index is a market value - weighted index of public obligations of the U.S. Treasury with maturities of one year or more.

Bloomberg Barclays Long U.S. Government Credit Index includes all publicly issued U.S. government and corporate securities that have a remaining maturity of 10 or more years, are rated investment grade, and have $ 250 million or more of outstanding face value.

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.

The fund has no targeted maturity, but does target a duration within 10 % of the Bloomberg Barclays U.S. Corporate Investment Grade Bond Index, which as of the end March was 7.5 years.

debt obligations of the U.S. Government with maturities of 10 years or longer; coupon interest for Treasury bonds is exempt from state and local taxes, but is federally taxable; interest income may also be subject to alternative minimum tax

the initial sale of U.S. debt obligations and new issues, offered and purchased directly from the U.S. government at a face value set at auction; these securities are auctioned in a single - priced, Dutch auction; auctions are held with the following frequencies: Treasury bills with one - month (30 day), three - month (90 day), and six - month (180 day) maturities are auctioned weekly; treasury notes with two - and five - year maturities are auctioned monthly; Notes with three - year maturities are auctioned in February, May, August, and November; treasury bonds with 10 - year maturities are auctioned in February, May, August, and November.

The world's biggest wealth fund is for now sticking to an overweight position in the shorter bond maturities as the U.S. 10 - year Treasury yield has broken through the 3 percent threshold for the first time since 2014.

U.S. Treasury notes are issued in maturities ranging from one year to 10 years, while U.S. Treasury bonds» maturities range anywhere from 10 to 30 years.

Let's be realistic, while a 10 year U.S. Treasury Bond pays 2.7 %, a similar maturity of Indian sovereign Bond is offering a yield of 8.8 %!

The Barclays U.S. Credit Index is the credit component of the Barclays Capital U.S. Aggregate Bond Index, which is a broad - based bond index comprised of government, corporate, mortgage and asset - backed issues, rated investment grade or higher, and having at least one year to maturity.

A Treasury Bill, or T - Bill is a short - term obligation with a maturity of less than one year backed by the U.S. Government.

The index includes all publicly issued, U.S. Treasury inflation - protected securities that have at least one year remaining to maturity.

He constructs constant maturity indexes from 1 - year, 3 - year, 5 - year, 7 - year, 10 - year and 20 - year constant maturity U.S. Treasuries yields by each month accruing a coupon and repricing at the new yield.

The long - run interest rate is the yield on U.S. government bonds, specifically the constant maturity 10 - year U.S. Treasury note after 1953.

We use the T - bill yield as the short - term interest rate (SR) and the 10 - year Constant Maturity U.S. Treasury note (T - note) yield as the long - term interest rate (LR).

The underlying index tracks zero - coupon U.S. Treasury securities (Treasury STRIPS) with maturities ranging from 20 to 30 years.

Interest rate sensitivity, also known as duration, is based on the Barclays U.S. Credit Bond Index (all maturities), and short - term bonds represented by the subset of bonds within the index with maturities of 1 - 5 years (Barclays 1 - 5 Year U.S. Credit Bond Index).

Premium calculations and SACEVS portfolio allocations derive from quarterly average yields for 3 - month Constant Maturity U.S. Treasury bills (T - bills), 10 - year Constant Maturity U.S. Treasury notes (T - notes) and Moody's Seasoned Baa Corporate Bonds (Baa).

Specifically, nearly 70 % of the total available income stream from outstanding U.S. Treasuries can be harnessed by owning nothing longer than a seven - year maturity.

1 -, 3 -, 5 - Year CMT — Average yields on U.S. Treasury securities adjusted to a constant maturity of 1, 3, or 5 year (s) correspondinYear CMT — Average yields on U.S. Treasury securities adjusted to a constant maturity of 1, 3, or 5 year (s) correspondinyear (s) correspondingly.

For example, if a U.S. Treasury security that matures in ten years has a yield of 5 % and a TIPS security with the same maturity date has a yield of 3 %, the difference in yield, 2 %, is the TIPS spread.

The iShares TIPS Bond ETF (NYSEARCA: TIP) tracks the performance of the Barclays U.S. Treasury Inflation Protected Securities TIPS Index, which is composed of TIPS with maturities ranging from one to 20 - plus years.

Exhibit 2 shows the yield spread of various dividend indices versus the yield - to - maturity of the S&P U.S. Treasury Bond 7 - 10 Year Index since Dec. 17, 2015.

With duration fears taking hold, investors favored short - term U.S. government debt, sinking US$ 2.3 billion into an iShares ETF that holds Treasury bonds with remaining maturities of between one month and a year, the most since January 2016.

Short and intermediate maturity treasury returns have forced performance seeking investors to assume the risk of the longer end such as the current 13.53 % return from the S&P / BGCantor 20 + Year U.S. Treasury Bond Index.

CFOs, meanwhile, estimate the premium to be 5.6 % over T - bills (U.S. government debt obligations with maturities of less than one year) and 3.8 % over T - bonds (maturities of greater than ten years).

Short - Duration Bonds are represented by the Bloomberg Barclays 1 - 3 Gov» t. / Credit Index which is composed of the Bloomberg Barclays Government and Corporate Bond Indexes, including U.S. government Treasury and agency securities as well as corporate and Yankee bonds, with maturities between 1 and 3 years.

CSJ bets on investment grade bonds from both the U.S. government and corporations that have maturities of one to three years.

A Treasury bond is basically a long - term security issued by the U.S. Treasury that features a 30 - year, fixed maturity and requires a minimum investment of $ 100.

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.

Treasury Note: An intermediate U.S. Government security with a maturity of 1 to 10 years.

Treasury Bond: Negotiable, long - term U.S. Government debt obligation with a maturity of ten years or longer, issued in minimum denominations of $ 1,000.

The index is designed to measure the performance of U.S. corporate bonds that have a maturity of greater than or equal to 1 year and less than 10 years.

Bloomberg Barclays U.S. Treasury Inflation Notes: 10 + Year is an unmanaged index market comprised of U.S. Treasury Inflation Protected securities with maturities of over 10 years.

When one bond has fewer than 20 years to maturity, it is sold and the proceeds are reinvested into another U.S. Treasury bond.

Bloomberg Barclays U.S. TIPS: 1 - 10 Year is an unmanaged index market comprised of U.S. Treasury Inflation Protected securities having a maturity of at least 1 year and less than 10 yeYear is an unmanaged index market comprised of U.S. Treasury Inflation Protected securities having a maturity of at least 1 year and less than 10 yeyear and less than 10 years.

For instance, the iShares Barclays 20 Year Treasury Bond Fund (TLT) holds U.S. Treasuries with at least 20 years to maturity.

It's a simple index ETF that invests in a basket of 65 short - term U.S. Treasuries with an average effective maturity (the amount of time until a bond's principal is paid in full) of just less than two years.