A flat
yield curve refers to a pattern in which long - term interest rates and short - term rates have been moving in similar fashion.
Not exact matches
Bond market geeks
refer to this as a «flattening of the
yield curve,» meaning that shorter - term interest rates rose while longer - term interest rates fell.
The interest rates
referred to in most
yield curve discussions are 10 - year Treasury
yields at the long - end, and either 3 - month Treasury rates or 2 - year treasury rates at the short end.
Treasury
Yield Curve Rates are commonly
referred to as «Constant Maturity Treasury» rates, or CMTs.
The first thing they watch when doing so is how high or low interest rates on treasury bonds with different maturities are, which is also
referred to as the
yield curve.
If Fed liftoff does occur this fall as I expect, it's most likely to manifest in what is
referred to as a flattening of the
yield curve.
An inverted
yield curve is sometimes
referred to as a negative
yield curve.
This situation is
referred to as a «normal»
yield curve.
Our research shows that it is not a single risk - free rate that drives asset pricing, but rather the entire term structure of interest rates (also
referred to as the shape of the
yield curve; we use these terms interchangeably).
An inverted
yield curve is sometimes
referred to as a negative
yield curve.
Yield curve strategists refer portfolio positioning as «butterfly» trades with the «wings» of a trade being the short and long components on the yield curve and the «body» as the middle portion of the t
Yield curve strategists
refer portfolio positioning as «butterfly» trades with the «wings» of a trade being the short and long components on the
yield curve and the «body» as the middle portion of the t
yield curve and the «body» as the middle portion of the trade.
Yield spreads in this case refers to the difference between the interest rates of bonds of two different maturities, or two points on the yield c
Yield spreads in this case
refers to the difference between the interest rates of bonds of two different maturities, or two points on the
yield c
yield curve.