Hope you are right Hugh, 3 points would be huge if we can follow it up against Stoke with another 3 we are probably safe, the thing is all the unlikely games often
yield points at this stage of the season because you can go gung ho and spring a surprise or two.
Not exact matches
The U.S. Treasury is scheduled to announce its findings on a refunding survey on Wednesday, with analysts projecting an increase in auction sizes, or new issuance
at different
points on the
yield curve.
On Wednesday afternoon, the benchmark U.S. 10 - year bond was
yielding 2.35 per cent, up 15 basis
points from before the Fed statement and up sharply from about 1.6 per cent
at the beginning of May.
So there's almost more concern for locking in a long - term rate of income than there is for just maybe catching a higher
yield at one
point in the cycle in the front end.
The bonds of iHeartMedia have long been in the basket of «distressed debt,» meaning their prices have fallen so far to where their
yields are
at least 10 percentage
points higher than equivalent Treasury
yields.
While some viewers called it «gross» and «vulgar,» the spot racked up some 20 million YouTube views by the end of last year,
at one
point yielding one share for every nine views — proof positive that schoolyard humor never goes out of style.
«We're not there
at that
point in the economic cycle so we believe high
yield at this
point does have a place in investors» portfolios that are diversified.»
At 12:46 p.m. (1646 GMT), the 10 - year Treasury yield was up 1 basis point at 2.983 percent after rising to 3.003 percent, which was the highest since January 201
At 12:46 p.m. (1646 GMT), the 10 - year Treasury
yield was up 1 basis
point at 2.983 percent after rising to 3.003 percent, which was the highest since January 201
at 2.983 percent after rising to 3.003 percent, which was the highest since January 2014.
The longest - term portion of the offering, $ 8 billion of bonds maturing in 30 years, sold originally
at 99.4 cents on the dollar to
yield 1.95 percentage
point more than comparable Treasuries.
«That we're
at a
point that we can start to sustain some rises in bond
yields speaks to confidence in the economy.
The benchmark 10 - year JGB
yield was up 9 basis
points at minus 0.050 %, touching its highest levels since early April.
At some
point, investors who are conflating high -
yielding consumer staples stocks with bonds or who are taking interest rate risk in long - dated Treasurys will see drawdowns as well.
As Franz - Stefan Gady
at The Diplomat
points out, this means that the Knyaz Vladimir «will be capable of launching 96 - 200 hypersonic, independently maneuverable warheads,
yielding 100 - 150 kilotons apiece,» meaning each warhead alone is ten times more powerful than the bomb dropped on Hiroshima.
The
yield on the benchmark 10 - year Treasury note was up 3 basis
points at 2.227 percent, after closing
at 2.201 in the previous session.
Though its risen recently, the real
yield on the ten year Treasury hovers below 1 % (the 2.48 % rate, minus projected inflation of
at least 1.5
points), an extremely favorable number by historical standards.
If
at this
point we found that using an interest rate of 6.8 % in our calculations did not
yield the exact bond price, we would have to continue our trials and test interest rates increasing in 0.01 % increments.
So if we can expect 3 more quarter -
point hikes this year it would seem to make sense to stick to short - term CDs
yielding around 2 % now and then look for a longer - term one
at around 3.5 %
at EOY, especially if one — I am in this camp — thinks that by EOY the odds of recession will have risen enough that further rate hikes in 2019 will be looking doubtful.
At some
point, provided that dividend is safe and investors are convinced it is going to be maintained, the dividend
yield on the stock itself is going to be so attractive that it brings in buyers from the sidelines, people who otherwise can not stand to see the
yield right there in front of them without doing something about it.
The article makes the
point that unlike most ETFs, high
yield bond ETFs often trade
at prices far from their fair value.
It could be because of various socioeconomic factors, but most say it would be
at the
point where the Fed raises interest rates too high and the
yield curve inverts.
At some
point, if these policies are inflationary, then the vigilantes or those that hold dollar reserves, such as China and Brazil and Mexico, they will be in the driver's seat in terms of longer - term Treasury debt, 10 years and 30 years Treasury debt in terms of their
yield.
It is really about picking up nearly 2 percentage
points more of
yield while waiting for Mr. Carney to act on rates,
at which time, it would be best to switch to shorter duration holdings.
In the presence of a broad range of reliable valuation metrics uniformly
at more than twice their historical norms, coupled with the most severe overvalued, overbought, overbullish, rising -
yield syndrome we define, it is instructive how shorter - term action has evolved near those
points.
For example, while high
yield spreads are considerably lower than they were
at the January market bottom, they are approximately 200 basis
points (2 percent) wider than they were two years ago, as Bloomberg data shows.
The spread between Australian and US bond
yields has contracted from nearly 450 basis
points at the beginning of the 1990s to an average of about 25 basis
points more recently.
But any analytics manager or digital marketing analyst will eventually come to the
point at which all of the data look the same and no longer
yield answers.
Holding a lower
yielding stock with a higher growth rate will
at some
point provide higher returns assuming the growth rates don't change.
If you first grow and then rebalance to more
yield returning investments, you will have to realize your gains
at some
point along the way... I assume ideally you would prefer to do that in a slow and steady process after retirement, but when you deal with growth stocks you might also want to protect your gains by setting stop losses which could then create a huge taxable event on some random Friday morning...
We have found that stocks and bond
yields historically have been positively correlated until the 10 - year
yield gets up around 5 %,
at which
point the correlations break down.
At one
point during 2009 the dividend
yield of
AT&T was close to 7.6 %.
The BofA Merrill Lynch high -
yield index is trading
at roughly 600 basis
points versus government bonds, but if energy, metals and mining is excluded, it's about 80 basis
points less in terms of spread.
Back in late October high
yield spreads were already low,
at around 470 basis
points (bps).
The Dow Jones Industrial Average DJIA, +0.02 % has fallen by 440
points since the Fed statement was released but the 10 - year Treasury note
yield has held roughly steady
at 2.94 %.
Interest rates
at all
points on the
yield curve converge to roughly 5.89 % over the course of 5 years on the rising rate path, and to 16.2 % on the falling rate.
At this
point, reliance on a diversified bubble of assets to further significantly inflate to produce
yield pulls the curtain back on the diversification scam.
On average, high - quality corporate bonds currently have
yields that are
at least one percentage
point higher than Treasury bonds.
The
yield on the 2 - year bond fell 313 basis
points to 21.2 percent
at 3:22 p.m. in Athens.
December was another solid month for European high -
yield debt, with Barclays's benchmark cash index tightening by 40 basis
points, ending the year
at a new post-crisis low.
At this
point, it's human nature to say — as I've often heard from clients over the last 39 years, whenever short rates rise above long rates — why buy a 20 - year bond when I get a higher
yield on a 2 - year piece of paper?
It is therefore not yet clear (although clarity could develop in the coming weeks) that we are
at a tipping
point from which we will see bond
yields march dramatically higher.
Portuguese 10 yr
yield falls 100 bps and 2 yr down 188 bps on the week 2) June Euro region mfr» g and services composite index unchanged
at 46, well below 50 and
points to clear slowing but was a touch better than expected 3) Lack of a negative rather than a positive but Syriza loses in Greece 4) NAHB home builder survey hangs
at 5 yr high
at 29 but remains still well below breakeven of 50 5 From construction standpoint, housing permits rise to most since Sept» 08.
The benchmark 10 - yr
yield, for instance, finished
at 2.95 % on Thursday — which is about eight basis
points below the more than four - year high it hit last week.
For borrowers, leveraged loans offer two significant advantages over high -
yield bonds: They are cheaper, by about 100 basis
points on average
at the moment.
This led to quite a sharp narrowing in the spread in bond
yields between the two countries, from around 130 basis
points at the time of the previous Statement to a low of 85 basis
points in early December.
If you are looking
at a 10 year corporate bond which is
yielding 5 % for example, and
at the same time the 10 Year treasury bond is
yielding 2 %, then the credit spread is 300 basis
points (3 %).
Nonetheless,
at around 65 basis
points, the slope of the
yield curve remains below its medium - term average (Graph 67).
The gap between the 2 - year and 10 - year Treasury notes, often considered the heart of the
yield curve, held
at 46.8 basis
points on Thursday.
The
yield on the benchmark 10 - year Treasuries slumped 2 basis
points to 2.97 percent, the super-long 30 - year bond
yields also plunged 2 basis
points to 3.15 percent and the
yield on the short - term 2 - year traded nearly 1 basis
point lower
at 2.48 percent by 12:35 GMT.
Wall Street is arbitraging the Fed's monetary policy by borrowing overnight money
at 10 basis
points and investing it in 10 - year treasuries
at a
yield of 200 basis
points, capturing the profit and laughing all the way to the bank.
The rise in US
yields was more muted, with the 10 - year Treasury note adding 10 basis
points in
yield to stand
at 2.39 %.