Yield spread strategies
Strategies that involve positioning a portfolio to capitalize on expected changes inyield spreads between sectors of the bond market. ...
Yield Spread
A Yield Spread is the difference between the yield offered by 'safe' government bonds, and that offered by riskier corporate bonds issued by companies.
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Yield spread
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yield spread
difference in yield between various issues of securities. In comparing bonds, it usually refers to issues of different credit quality since issues of the same maturity and quality would normally have the same yields, ...
yield spread
The difference in the yields of comparable bonds. One way of gauging the performance of a recently issued bond is to compare its yield to that of a benchmark bond with a similar maturity.
option-adjusted spread Yield spread not attributable to embedded options.
return Any of a number of metrics for the change in an asset's or portfolio's accumulated value.
spread risk Risk due to exposure to some spread.
Yield spread premiums (YSP) - A fee from a lender to a loan broker paid when the broker arranges a loan where the interest rate on the loan is inflated to an amount higher than the "par" rate.
Yield Spread: The difference, generally in yield to maturity, between two bonds.
Yield Spread
Difference in yield between various bonds of equivalent time to maturity. Since time to maturity is the same, the major distinguishing variable is quality. For example, a 5-year U.S.
Yield Spread - The difference between yields on differing debt instruments, calculated by deducting the yield of one instrument from another. The higher the yield spread, the greater the difference between the yields offered by each instrument.
Yield Spread. The difference in yields among bonds of the same maturity that's caused by differences in the quality of the bonds.
Yield spread
The difference between the yields on two debt securities, normally expressed in basis points. In general, the greater the difference in the risk of the two securities, the larger the spread.
Yield to Maturity ...
Yield spread
The difference in yield between different security issues usually securities of different credit quality.
Yield to call ...
Yield spread strategies
Investments that position a portfolio to capitalize on expected changes in yield spreads between sectors of the bond market.
Yield to average life ...
The yield spread between a tax-free municipal bond and a Treasury bond with the same maturity.
Mock trading
The simulated trading of securities used as a learning device in training investors and broker.
Modeling ...
Relative yield spread The ratio of the to the yield level.
Rembrandt market The in the Netherlands.
Replicating portfolio A constructed to match an index or .
Relative yield spread
The ratio of the yield spread to the yield level. Used for bonds.
The ratio of the yield spread to the yield level.
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Matrix trading Swapping bonds in order to take advantage of temporary differences in the yield spread between bonds with different ratings or different classes. Mature To cease to exist; to expire.
Option-adjusted spread (OAS) (1) The spread over an issuer's spot rate curve, developed as a measure of the yield spread that can be used to convert dollar differences between theoretical value and market prices.
Positive basis trade Selling both a CDS with a higher spread than yield spread on the bond it hedges... Positive carry A profitable difference between the income an investment generates and the cost of financing it....
Variables and risk factors referenced in arbitrage pricing theory models might include GDP, inflation, interest rates, yield spreads, etc.
the yield spread that can be used to convert dollar differences between theoretical value and market price.
2) The cost of the implied call embedded in a MBS, defined as additional basis-yield spread. When added to the ...
(1) The spread over an issuer's spot rate curve, developed as a measure of the yield spread that can be used to convert dollar differences between theoretical value and market prices.
Matrix trading occurs when the yield spread between two categories of bonds with different levels of risk is temporarily inconsistent with what that spread would normally be, ...
When negative points are retained by a mortgage broker, they are called a "yield spread premium". Read Can Mortgage Points Be Negative? and Ignore Lender Payments to My Broker?
Mob spread
Definition: [crh] The yield spread between a tax-free municipal bond and a Treasury bond withDefinition: the same maturity.
Greek/German 10 year bond yield spread hits 456 bps, a record difference of over 4 percentage points. This interest rate gap or spread, only makes it more expensive for Greece to borrow funds once again.
Option Adjusted Spread - OAS
Mainly used for fixed income products, OAS measures the yield spread that is not directly attributable to the fixed income's characteristics.
Interest-Crediting Methods - There are at least 35 interest-crediting methods that insurers use. They usually involve some combination of point-to-point, annual reset, yield spread, averaging, or high water mark.
The manager may regularly shift the percentage allocated to each bond category (corporate, provincial, federal) based on economic forecasts in an attempt to benefit from the increase or decrease in yield spreads between the categories.
yield spread The differences between yields on discrete debt securities. The YS is affected...
Yield Spread
The difference between yields on different types of bonds reflecting factors such as creditworthiness and supply and demand....(Read more)
Yield To Maturity
See 'redemption yield'....(Read more)
Yours ...
 See also: Yield curve, Spot rate, Values, Assumptions, Banks
  
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