Sentences with phrase «yields on the securities»

Yields on the securities have climbed to their highest levels in six years, and total returns were negative 2.6 percent for the first two months of 2018, making for the worst start of a year for the asset class since 1981.

This curve, which relates the yield on a security to its time to maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market.

The Strategic Total Return Fund moved the bulk of its assets from short - term Treasury securities to Treasury inflation protected securities as real yields on these securities surged well over 3 %.

When the yields on the securities in which money market mutual funds invest are quite low, the yields that the funds are passing along to their shareholders are also quite low.

This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market.

As for the Treasury market — the yield on the securities will always serve as an aid to mean - reversion, and if there is no fundamental change, it will happen quickly.

Yield curve A yield curve shows the relationship between the yield on securities and their maturities (how long it is until they can be redeemed at their face value).

Inverted yield curve A yield curve shows the relationship between the yield on securities and their maturities (how long it is until they can be redeemed at their face value).

During periods of declining interest rates, certain mortgage REITs may hold mortgages that mortgagors elect to prepay, which can reduce the yield on securities issued by mortgage REITs.

Not exact matches

With the Fed actively buying securities on the open market, the additional demand means bond issuers can promise lower yields and still attract investment.

Although there may not be a bond bubble, with investors starved for yield, Gundlach predicts a potential bubble could form in credit risk as investors increase their leverage on riskier debt securities like junk bonds and emerging market debt.

Breakevens are indications of future inflation expectations, calculated by subtracting the yield on Treasury Inflation - Protected Securities notes from Treasury bonds of the same duration.

The yield curve - the plot of all of the yields on Treasury securities of maturities from four weeks to 30 years - is used as a signal of economic health of the economy.

But cross-country differences in equity returns declined to pre-crisis levels while the range of yields on debt securities issued by banks and by non-financial corporations also narrowed, suggesting that there is some integration at least in prices of financial instruments.

Fisher made its big withdrawal from the U.S. Deutsche Bank FI Enhanced Global High Yield ETN on Oct. 5 as Deutsche «faced a big penalty for allegedly misselling mortgage - backed securities in the U.S.,» the Journal says.

Yields on U.S. 30 - year bonds, which are more sensitive than shorter maturities to the outlook for inflation, have jumped almost 40 basis points since last Friday and a $ 15 billion auction of the tenor on Thursday showed waning appetite for the securities.

Brian Sack and Robert Elsasser explain that over most of the post-1997 period, yields on TIIS have been surprisingly high relative to yields on comparable nominal Treasury securities.

If you plan to hold to maturity you have to be willing to forego the possibility of higher yields assuming rates rise, but then again you don't get dinged on the lower price of the security.

This leaves us roughly in the same position that we started the year, slightly overweight to spread product, i.e., investment - grade and high - yield corporate bonds and emerging markets (more recently, we also went back to a slight overweight on commercial mortgage - backed securities).

Securities on the long end of the yield curve have longer maturities.

We trade all fixed income assets, with a focus on more illiquid situations, from high yield, distressed and investment grade bonds and convertible bonds to public and private corporate securities and leveraged loans.

«Focus on securities with shorter durations — bonds with maturities in the five - year range and stocks paying dividends that offer 3 % — 4 % yields.

Valuations are the only less - than - ideal factor, with high - yield spreads versus Treasuries — the difference between yields on comparable maturity securities — running around 400 basis points.

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 Securitiessecurities on the Australian SecuritiesSecurities Exchange.

Spreads between yields on US Treasury securities and corporate bonds have widened noticeably.

The current yield on all fixed income securities — and specifically the general yield of the junk market — does not in any way price in liquidity risk (aka a «liquidity premium»).

Put simply, what concerns us most here is the fact that we're observing extreme overvalued, overbought, overbullish conditions in combination with unfavorable market internals on our measures, including yield pressures across interest - sensitive securities.

The SEC yield reflects the rate at which the fund is earning income on its current portfolio of securities while the distribution rate reflects the fund's past dividends paid to shareholders.

The High Yield Bond Fund is a concentrated portfolio made up of liquid securities, focused on high quality non-investment grade bonds with strong cash flows.

Focus on Value: By targeting high - yielding securities at significant discounts to their intrinsic values, we attempt to generate capital appreciation on top of high current income.

Today's exceptional demand is mainly the result of heightened bank liquidity needs combined with the Fed's practice of setting the IOER rate above the yield on Treasury securities, and on short - term securities especially.

As long as investors aren't too concerned about the risk of capital losses - that is, as long as investors are in a risk - seeking mood (Iron Law of Speculation), a mountain of zero - interest hot potatoes will also embolden investors to chase yield further out on the risk spectrum, for example, in junk debt, stocks and mortgage securities.

In recent months, the yield on US corporate bonds, especially investment - grade securities, is a little more than 100 basis points compared to the yield on government debt, dropping within striking distance of the lows seen post the 2008 financial crisis.

In the second step, the model estimates the appropriate discount rate for the security, which in the case of RMBS is expressed as a trading margin — the difference between the yield on the RMBS and the Australian dollar swap rate for the tenor corresponding to the WAL of the RMBS.

The High Yield Dividend Newsletter, Best Ideas Newsletter, Dividend Growth Newsletter, Nelson Exclusive publication, and any reports and content found on this website are for information purposes only and should not be considered a solicitation to buy or sell any security.

Another approach to analyzing the 10 - Year Treasury Note rate is to decompose it into its real yield, taken from the rate on 10 - Year Treasury Inflation Protected Securities (TIPS), and inflation compensation, the residential between the 10 - Year Treasury Note rate and the 10 - Year TIPS.

When the yields on the 10 - Year US Treasury Note rise, it indicates that the demand for the American securities falls, Grachev explains.

-LRB-...) Those who want the security of holding government paper have to lock up their money for just a year to beat the dividend yield on stocks, with the 1 - year Treasury bill yielding 2 %.

The strong outperformance of credit - related securities and progressive trend in interest rates has emboldened many investors to bulk up on high yield funds over the course of this bull market.

However, yields on longer - term securities could be trending down sometimes when market interest rates are set to get lower for a foreseeable future to accommodate ongoing weak economic activities.

Yields are normally higher on fixed - income securities with longer maturity dates.

With lower demand for shorter - term securities, their yields actually go up, giving rise to an inverted yield curve when yields on longer - term securities have come down at the same time.

The High Yield Index is issuer capped and the securities in the Index are updated on the last business day of each month.

The Index measures the performance of a selected group of equity securities issued by companies that have provided relatively high dividend yields on a consistent basis over time.

Although inflation compensation, which has returned as an accurate measure of inflation expectations, plays a key role in the recent rise in longer - term rates, an earlier post illustrated that the primary reason for the longer decline in the 10 - Year Treasury note rate is the real, or inflation - adjusted, yield, as measured by the rate on 10 - Year Treasury Inflated Protected Securities.

Finally, since October 2008, the Fed has been paying interest on bank reserves, at rates generally exceeding the yield on Treasury securities, thereby giving them reason to favor cash reserves over government securities for all their liquidity needs.

The first was that a determined central bank, prepared to buy the requisite amount of securities up to the outstanding stock, could always put a ceiling on the yield (or, put another way, a floor underneath the price) of the securities it targeted.

The Commission's complaint, filed in federal court in Brooklyn, New York, alleges that Lacroix and PlexCorps marketed and sold securities called PlexCoin on the internet to investors in the U.S. and elsewhere, claiming that investments in PlexCoin would yield a 1,354 percent profit in less than 29 days.

If the ratio is at 100 %, it indicates that the yield on a AAA - rated municipal bond is the same as a Treasury security of the same maturity.

Real yields on Treasury Inflation Protected Securities (TIPS) at «constant maturity» are interpolated by the U.S. Treasury from Treasury's daily real yield curve.