Average Maturity

Average Maturity
Average Maturity definition :
The average time to maturity of securities held by a mutual fund. Changes in interest rates have greater impact on funds with longer average maturity.
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average maturity
average time to maturity of bonds, instruments, and other fixed-term investments in a mutual fund portfolio. The shorter the average maturity, the more sensitive the portfolio is to market interest rate changes.
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Average Maturity
This figure is computed by weighting the maturity of each security in the portfolio by the market value of the security, then averaging these weighted figures.

AVERAGE MATURITY - For a bond fund, the average number of years until all negotiable instruments held b...
AVERAGE NET COLLECTED BALANCE - the average collected balance minus float minus reserves ...

Weighted Average Maturity - WAM
Investment Dictionary:
Weighted Average Maturity - WAM
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Average maturity
The average time to maturity of securities held by a mutual fund. Changes in interest rates
have greater impact on funds with longer average life.
Current maturity ...

Average Maturity The average length of time until bonds held by a portfolio reach maturity (or are called back) and are repaid.

Average Maturity
The lifetime of a bond, concluding when the final payment of that obligation is due.

average maturity: An average time to maturity of securities held by a mutual fund.
away from the market: A trade order placed outside the current trading range.
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Average maturity. The average number of years the fund's income securities will take to mature, weighted by the value of each security. In general, the higher the number, the more susceptible the fund is to interest-rate swings.

Average Maturity - Average maturity of all bonds held in a portfolio and weighted by the dollar value of those holdings.

Average maturity The time to maturity of securities held by a . Changes in rates have greater impact on funds with longer average life.

The average maturity of the fund must be greater than one year.
Funds must also have a minimum of four years of history and at least $10 million in net assets.
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If the average maturity of a banks liabilities is less than that of its assets, it is said to be running an unmatched book. The term is commonly used with the Euromarket. Term also refers to the condition when a firm enters into O.T.C.

Weighted average maturity
The Weighted average maturity (WAM) of a MBS is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date of issue, ...

Weighted Average Maturity - Weighted Average Maturity is the mean measurement of the maturity of the underlying collateral weighted by each outstanding balance.

Weighted Average Maturity - WAM
The weighted average of the time until all maturities on mortgages in a mortgage-backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity.

Weighted Average Maturity
The arithmetic mean of maturities of securities held by a mutual fund.
Weighting ...

weighted-average maturity (WAM)
The average of the time remaining until the contractual maturity date for the loans in an MBS pool weighted by the size of each loan. Expressed in months.
when-issued (WI) ...

Weighted Average Maturity The average amount of time that will pass until a bond fund's portfolio matures, weighted by the market value of the securities in the portfolio.

The weighted average maturity of an MBS is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date issue, ...

The weighted average maturity is just over 12 years. This fund will fall in price if long-term interest rates rise. Also it exposes investors to credit risk.
U.S. high yield corporate bond fund ETF
Distribution Yield 7.73% ...

Weighted average life See: Average life Weighted average maturity The weighted average maturity of an MBS is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date issue, ...

weighted average maturity The maturity of a bond, using the principal repayment schedule as the weight. whole life insurance Individual insurance protection with benefits payable to a beneficiary when the insured dies.

Weighted average maturity
Weighted average maturity
Weighted Average Maturity - WAM
Weighted Average of Individual Estimates
Weighted Average of Individual Offsets
Weighted average portfolio yield
Weighted Average Price ...

Macaulay (1938) first introduced the notion of duration as simply weighted average maturity. To him, "duration" was what we now call Macaulay duration.

Under this approach, the manager changes the average maturity and, as a result, the term of his bond portfolio, based on anticipated interest-rate movements.

The average life, also referred to as the 'weighted average life' or 'weighted average maturity,' is a reflection of the rapidity with which the principal of an issue is expected to be paid.

Money market funds limit the average maturity of their portfolio to 90 days or less. They seek to generate monthly income, and to maintain a stable $1.00 per share net asset value. Some money market funds offer checkwriting privileges.

Average Loan Life: The average maturity for all repayments weighted by the principal outstanding.

These forecasts are supported by detailed analysis of important economic factors and lead to adjustments in the average maturity of our bond portfolios.

U.S. Intermediate-term Government Bond Index. This index is composed of U.S. Treasury securities with an average maturity of approximately five years.

It provides an insight into how sensitive a bond or portfolio is to changes in interest rates. The longer the duration, the longer the average maturity and, therefore, the bond's sensitivity to interest rate changes ...

Government Bonds
Mutual fund investing primarily in debt obligations (i.e. bonds) of the U.S. government. Government bond funds can be short-term, intermediate-term or long-term, reflecting the average maturity of the bonds held in the portfolio.

Part of the Investment Company Act of 1940, Rule 2a-7 seeks to limit the risk associated with money market funds. The rule limits the percentage a portfolio manager can invest in any one security as well as the average maturity date of a fund's ...

Average Life
The average length of time an issue of serial bonds and/or term bonds with mandatory sinking funds and/or estimated prepayments is expected to be outstanding. It also can be the average maturity of a bond portfolio.

Unmatched book If the average maturity of a bank's liabilities is shorter than that of its assets, it is said to be running an unmatched book. The term is commonly used with the Euromarket.

See also: Banks, Average Life, Expense, Bills, Values