Sentences with phrase «yield curves for»

the relationship between interest rates and time, determined by plotting the yields of all or as many bonds of similar credit quality (eg: Treasuries or AA - rated Corporates), against their maturities; yield curves typically slope upward since longer maturities normally have higher yields, although it can be flat or even inverted; the Fixed Income Search Results Scattergraph shows several smoothed yield curves for different fixed - income product types and credit qualities; these are based on bonds that Fidelity recognizes and are not equal to the entire universe of bonds, which is significantly larger than the number of bonds offered by Fidelity on any given day

The chart below shows the difference in the nominal and real yield curves for government bonds in a number of advanced economies.

Efficient pricing in fixed - interest markets depends, to a large extent, on the existence of a well - defined yield curve for an asset of undoubted credit worthiness.

FRA: Will interest rates tend to rise this year necessarily at different points in the yield curve for yield curves across the major economies?

The chart below shows the yield curve for treasury bonds in 2003 and 2013.

With the understanding that the shorter the maturity, the more closely we can expect yields to reflect (and move in lock - step with) the fed funds rate, we can look to points farther out on the yield curve for a market consensus of future economic activity and interest rates.

With the Fed trying to manipulate the yield curve for its own policy purposes, starving savers of income, the yield curve is not a useful measure.

The result of this was a flatter yield curve for most of June and can be seen in Exhibit 2 as the comparison between the yellow and navy yield curves.

The long end of the yield curve for U.S. corporate and municipal bonds could be held range bound over the next several months as there are various forces at play.

Okay, here's the scenario: I start off with the current yield curve for 2 -, 5 -, 10 -, and 30 - year Treasuries (0.51 %, 1.61 %, 2.32 % and 3.04 %).

Investors with capital in senior loan funds can extend capital further down the yield curve for higher returns without the concern of loss stemming from bond convexity should rates push higher.

i. build a liquid SGS market to provide a robust government yield curve for the pricing of private debt securities;

For instance, the private sector yield curve for the corporate credit market is already at zero.

Bloomberg provides a current chart of the yield curve for U.S. Treasuries at Bloomberg.

Importantly, the transaction provides a new yield curve for pricing future US dollar bonds issued by China's corporates.

Not exact matches

Especially since the recent behavior of Japan's key financial market variables (stock indices, the yield curve and the yen's exchange rate) could be seen as a sign of support for reflationary policies.

But he warned that could be changing: «There's a very low hurdle for that surprise because bond market yields are so low in the front end of the curve.

«If you go back to 1999 and 2007, the yield curve was flattening for a year while the stock market was going straight to the moon, and that's exactly what we're having now,» said Maley.

The yield curve, which normally slopes upward, has extended its tightening trend as lackluster economic data have pushed down long - dated yields even as senior Fed officials» backing for a gradual - but - sustained hiking trajectory have lifted long - dated yields.

For the time period in question, the federal funds rate was low (by historic standards), leading the Fed to dismiss the yield curve's «prediction» of recession.

For the serious bond wonk (and one suspects this may include our esteemed host), Ibbotson's book «Historical U.S. Treasury Yield Curves (1926 - 1992)» is what you want.

target and maximum levels, assumed, for Mr. Hoyt's Wholesale Banking Group, continued double - digit loan growth and favorable credit quality; for Mr. Oman's Home and Consumer Finance Group, improvement in the home mortgage business due to cost control and expected improvements in the yield curve favorably affecting earnings from hedging activities; and for Ms. Tolstedt's Community Banking Group, growth in deposits, especially low or no - cost core deposits, continued loan growth, and stable credit loss rates.

Achievement of these goals was considered by the HRC as very challenging, even aggressive, given the expected modest economic growth for 2007 for the financial services industry, the impact and duration of the on - going flat / inverted yield curve (meaning short - term interest rates that are virtually equal to or exceed long - term interest rates, thus lowering profit margins for financial services companies that borrow cash at short - term rates and lend at long - term rates), potentially higher credit losses, fewer available high - quality, high - yielding loans and investment opportunities, and a consumer shift from non-interest to interest - bearing deposits.

A steeper yield curve is seen as a positive for banks and other financial institutions.

These steps include: efforts to simplify prospectus requirements for retail vanilla bonds and ease the personal liability of company directors; improving market transparency through the RBA's publication of new measures of corporate bond yields; the lengthening of the government bond curve; and the listing of certain fixed - income securities on the Australian Securities Exchange.

A flatter curve, when the 2 - year yield for instance, rises closer to the 10 - year, could signal a weakening economy in the future.

«Earnings and the yield curve are the two biggest influences,» said Joy, adding that «transports are very strong today which is a very good sign for the economy.»

The yield curve has flattened, meaning investors are getting less compensation for investing in longer - maturity bonds relative to shorter - maturity bonds.

In contrast, an inverted yield curve (when short - term yields exceed long - term yields) has been a headwind for stocks.

But a positive and flattening yield curve has historically been constructive for the stock market.

Potenza: As the yield curve flattens, investors get less compensation for moving further out on the curve and taking on more duration risk.

We also like U.S. bank stocks, with steeper yield curves set to boost lending margins, and prospects for deregulation and increased payouts.

As a result, the yield curve flattened and by the end of December was near inversion for the first time in a decade.

The neutral rate — which anchors the level of the entire yield curve — is a useful starting point for understanding what's driving low interest rates.

Even as rates rise in general, the influence of central banks and expectations for inflation can create short term movements in the yield curve that can be exploited using systematic style premia.

Any deviation from a «sensible» course for monetary policy would likely be penalised by movements in the longer end of the yield curve or by movements in the exchange rate.

The yield reflected for Short Term is the 3 Month Daily Treasury Yield Curve yield reflected for Short Term is the 3 Month Daily Treasury Yield Curve Yield Curve Rate.

The Barron's article pointed this out as well, citing London - based «G+E conomics» head Lena Komileva: «A surplus of investment funds looking for returns in low - yield global markets results in a cap on longer - term yields and a flat yield curve.»

Economic indicators ranging from Saxo Bank's proprietary credit impulse to the yield curve and credit card delinquencies all point in a single direction — the US is heading for recession.

For example, it is often useful to view the short - end of the yield curve as being primarily influenced by growth, with the long - end mostly reflecting inflation expectations.

Two sector trends stand out globally: steeper yield curves and improving net interest margins have boosted profits for global financials, while long - term demand trends lifted technology revenues.

To some extent, stock market action also implies expectations for slower economic growth, though interest rate signals, such as a flat yield curve, are more suggestive of slow growth than stock market action is, and we've yet to see a substantial widening of credit spreads that would suggest imminent recession.

On the short - side of the yield curve, the consensus seems to interpret the Federal Open Market Committee's recent use of the word «gradual» as an indication that it will allow inflation to run higher than 2 % in order to make up for the last 20 years of below - target growth.

Secondary real estate cities outside of core gateway cities such as New York, London, Tokyo, Los Angeles, San Francisco, Paris, Hong Kong, Sydney, Seoul, and Shanghai continue to provide opportunities for yields in markets and asset types that fall farther along the risk curve than those available in gateway markets that are saturated.

The shape of the yield curve can be a barometer for future growth, but its shape depends on a number of factors.

Gross also observed that «Economists / investment managers are aware of the potency of a flattening yield curve (shown in Chart above)... Only [former Fed Chair] Volcker, with his need to strangle inflation out of the system, persisted into negative yield curve territory for longer than a few months.»

Some central banks have even gone to negative interest rates, a bizarre concept for many, and bond yields across the curve are also ultra-low.

Treasury yields, as usual, collapsed after the panic, generating equity - like returns for those intrepid bond investors who had extended maturities as the yield curve inverted.

For example, on December 21, 2017, the yield curve was:

Ashwin Alankar of Janus Henderson published his latest article «Brace for Steeper Yield Curves as the Wolves Return,» which highlighted grey wolf's role in maintaining a delicate balance in Yellowstone's ecosystem by keeping population of herbivores in - check, which in - turn reduced risks of overgrazing of young brush and trees in the park.