Sentences with phrase «year maturity government»

The Treasury floating rate notes are a 2 - year maturity government bond (with all the same guarantees) with the addition of an adjustable interest rate.
So if your horizon is 10 years, buy 10 - year maturity government bonds, and so on.

Not exact matches

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 andGovernment Bond Index is a market value — weighted index of U.S. government fixed - rate debt issues with maturities between one andgovernment 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 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 fGovernment 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 fgovernment 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.
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.
For «A» rated corporates, the spread over government bonds of comparable maturity is currently about 100 basis points, which is noticeably wider than a couple of years ago (Graph 32).
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.
A 10 - year government bond today sports a yield to maturity of around 1 %.
Its options include (a) cut marginal rates from -0.1 % to a more negative overnight rate target (b) increase purchases in one or several asset classes from current levels (JPY80trn annual in JGB's; JPY3trn in ETF's; JPY90bn in J - REITS)(c) further lengthen the average maturity of holdings (on average somewhere between 5 and 7 years by our estimates)(d) apply forward guidance with respect to its balance sheet or (e) an extreme derivative of (d)-RRB- espouse a «helicopter drop» strategy, wherein the BOJ offers unlimited monetisation of government debt.
IMTB has a very broad mandate, covering investment grade and high yield corporate, government, and emerging market bonds with maturities between five and ten years.
Treasury Notes are government securities that are issued with maturities of 2, 3, 5, 7, and 10 years and pay interest every six months.
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.
Indeed, with the US Federal Reserve finally beginning to hike interest rates and half of all European government bonds of less than five - year maturity paying negative yields, it would appear to us that the rate cycle is bottoming.
In their December 2016 paper entitled «Cross-Asset Signals and Time Series Momentum», Aleksi Pitkajarvi, Matti Suominen and Lauri Vaittinen examine a strategy that times each of country stock and government bond (constant 5 - year maturity) indexes based on past returns for both.
Long - Term Interest Rates — The the value of government - issued bonds that gain maturity over a period of time, generally 10 years or more.
Since the BOJ already owns close to half of all outstanding Japanese government bonds of a 10 - year maturity and below, its move was viewed by some market participants as, in effect, a tacit admission the BOJ had reached the limit for QE and possibly the first stage of a taper of its bond purchases.
«The defendants are proposing to issue a fixed rate Bond of N50 billion with maturities of seven years or longer, on behalf of the government and people of the state at the earliest possible time.
A federal short - term loan is that which is under 10 years of maturity and which has been approved by Congress for funding by the federal government.
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.
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).
If one has bought a bond with few years left for maturity and if the yield to maturity (YTM) when the bond was bought was greater than risk free rate (government deposit rates), would it be ideal to...
A federal government bond might be described as having a face value (or par value) of $ 10,000, a coupon of 3 % and a term to maturity of five years.
Treasury Notes are government securities that are issued with maturities of 2, 3, 5, 7, and 10 years and pay interest every six months.
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 anGovernment and Corporate Bond Indexes, including U.S. government Treasury and agency securities as well as corporate and Yankee bonds, with maturities between 1 angovernment 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.
Treasury Note: An intermediate U.S. Government security with a maturity of 1 to 10 years.
It is offered by the Government and has a fixed interest rate against principal with a maturity of 5 years.
The Vanguard Canadian Short - Term Bond ETF will track an index of Canadian government and investment grade corporate bonds with maturities ranging from 1 to 5 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.
As a result, yields on government bonds with maturities of 10 years or less are negative, according to Bloomberg data.
The RBC ETF seeks to provide unitholders with exposure primarily to the performance of a diversified portfolio of Canadian corporate and government bonds, divided («laddered») into five groupings with staggered maturities from one to five years, that will provide regular income while preserving capital.
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 andGovernment Bond Index is a market value — weighted index of U.S. government fixed - rate debt issues with maturities between one andgovernment fixed - rate debt issues with maturities between one and 10 years.
debt obligations of the U.S. government that are issued with maturities of ten or more years; versus government bills issued at one year or less and government notes issued at one to ten 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
As of October 31, 2017, around 88 % of the securities had sovereign / government rating with average maturity of 8.75 years.
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 BofA Merrill Lynch Index tracks the performance of U.S. dollar - denominated investment grade government and corporate public debt issued in the U.S. domestic bond market with at least 1 year and less than 10 years remaining maturity, including U.S. treasury, U.S. agency, foreign government, supranational and corporate securities.
The Bloomberg Barclays 1 - 10 Year Government Inflation - linked Bond Index includes publicly issued, TIPS that have at least 1 year remaining to maturity and less than 10 years on index rebalancing date, with an issue size equal to or in excess of $ 500 millYear Government Inflation - linked Bond Index includes publicly issued, TIPS that have at least 1 year remaining to maturity and less than 10 years on index rebalancing date, with an issue size equal to or in excess of $ 500 millyear remaining to maturity and less than 10 years on index rebalancing date, with an issue size equal to or in excess of $ 500 million.
Barclay's U.S. Aggregate Bond Index is made up of the Barclay's U.S. Government / Corporate Bond Index, Mortgage - Backed Securities Index, and Asset - Backed Securities Index, including securities that are of investment grade quality or better, have at least one year to maturity, and have an outstanding par value of at least $ 100 million.
Through its investment in Vanguard Total International Bond Index Fund, the Portfolio also indirectly invests in government, government agency, corporate, and securitized non-U.S. investment - grade fixed income investments, all issued in currencies other than the U.S. dollar and with maturities of more than 1 year.
This index measures a wide spectrum of public, investment - grade, taxable, fixed income securities in the United States — including government, corporate, and international dollar - denominated bonds, as well as mortgage - backed and asset - backed securities, all with maturities of more than 1 year.
There are government bonds that have maturity period range of about 30 years as well.
As for bonds, you want to insure that your holdings include high - quality government and corporate bonds with a variety of maturities (although the average maturity of your bond holdings should be in the short - to intermediate - term range (say, two to seven years).
Sources: Federal Reserve Economic Data (FRED) US 10 - year Treasury constant maturity, 1962 — 2017; Global Financial Data (GFD), 1919 — 1962; yields implied by GFD monthly price returns for 10 - year US government bond, 1899 — 1919
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