Sentences with phrase «yield curve changes»

By using computerized programs such as PC Bond, we can look at yield curve changes at similar points in past economic cycles in order to help us project future changes.

As the yields on these bonds change, the «shape» of the yield curve changes.

The shape of the yield curve changes in accordance with the state of the economy.

The relative movements of short and long rates have seen the shape of the yield curve change noticeably over the past three months (Graph 47).

It is my contention that the slope of the yield curve changes relatively consistently through loosening and tightening cycles.

While the simple 10 - year T - note futures position performed well in the case of the 20 bp parallel shift, Scenario 4b shows that it misses the mark when the yield curve changes shape.

The important idea is that the relative performance of a barbell strategy will depend on how the shape of the yield curve changes.

Their net interest income or margin (difference between interest income and expense) is susceptible to yield curve changes, both level and shape.

Treasury Yield Curve Dynamics Historical graphs showing how the shape of the the yield curve changes over time.

Yield curves change shape as the economic situation evolves, based on developments in macroeconomic factors like interest rates, inflation, industrial output, GDP figures and balance of trade.

The shape of the yield curve changes in accordance with the state of the economy.

Once the shape of the yield curve changes, there is no guarantee that today's 6 % to 6.5 % permanent mortgage loan will be around anymore,» Grabell adds.

Treasury Yield Curve Dynamics Historical graphs showing how the shape of the the yield curve changes over time.