Sentences with phrase «yield differentials between»

Overall, we are seeing a pickup in yields globally, resulting in narrower yield differentials between U.S. Treasuries and other sovereign bonds.

The TED spread is the yield differential between three - month London interbank offered rate (Libor) and the three - month U.S. T - bill rate.

The chart shows that a higher yield differential between U.S. and German government bond yields in the past typically spurred more foreign purchases of U.S. bonds, supporting the dollar.

The yield differential between Canadian and US bonds is likely to be quite small, and it will be completely overwhelmed by significant changes in the exchange rate.

Not exact matches

At the same time, the carry between Chinese interest rates and U.S. Treasury yields has now turned negative, meaning that there is no longer a favorable interest rate differential to encourage Chinese investment in U.S. government debt.

Well, besides the potential differential between the annual percentage yield on the loan, nothing.

Small caps are generally more expensive than large caps, but when the differential between their FCF yields has been this narrow historically, small caps have outperformed.

The carrying value and the fair value of the facility as of December 31, 2007 represents the present value of the differential in the spreads between the Company's credit default swap spreads and the yield applicable to the CPCT facility.

The gain was due to an increase in the differential between the Company's credit default swap spreads and the yield applicable to the CPCT facility.

The EUR / USD moved lower declining for the 5th consecutive day as U.S. yields continued to trend higher, widening the interest rate differential between the

The EUR / USD moved lower declining for the 5th consecutive day as U.S. yields continued to trend higher, widening the interest rate differential between the U.S. treasury and the German bund.