Yield spread
The yield spread is the difference between the yield on a bond and the yield on a similar risk free debt instrument. It is the amount by which the yield on a bond exceeds the risk free rate for the same cash flows.
[edit] Yield Spread Analysis
Yield spread analysis is made by comparing the maturity, liquidity and creditworthiness of two instruments, or of one security to a benchmark.
Wikipedia:
Yield spread premium
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Yield spread
Definition:
The difference in yield between different security issues usually securities of different Credit quality. ...
A yield spread is an investment strategy that involves the comparison of two different bond issues that share a common time to maturity.
Yield spread
The difference of the yield between various securities. Yield spreads are often used to compare bonds of different maturities or credit ratings.
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 on debt security issues with the identical maturities but different credit quality. The yield spread is calculated by subtracting the yield of one instrument from another.
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Yield Spreads
Floater yields are typically defined as a certain number of basis points (or spread) over or under the designated index. Floaters based on indices such as T-bills will generally add the spread (e.g.
Yield spread strategies
Strategies that involve positioning a portfolio to capitalize on expected changes in yield spreads between sectors of the bond market.
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 SPREAD
The difference in yield between bonds.
YIELD TO MATURITY
The rate of return received by an investor for holding their securities to their maturity date.
The yield spread between two otherwise comparable debt instruments denominated in different currencies.
Intrinsic value ...
Mob spread
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.
Relative yield spread The ratio of the yield spread to the yield level. Rembrandt market The foreign market in the Netherlands. Replicating portfolio A portfolio constructed to match an index or benchmark.
Credit Option on Brady Bonds (COBRA) A credit spread option (q.v.) with a payoff that depends on the yield spread between a Brady bond and another bond - usually, a comparable maturity Treasury. (Gary L. Gastineau and Mark P.
This technical indicator is predicated on the belief that market trends first appear in the bond market-as the yield spread between the 2 sets of bonds narrows, the confidence index increases.
Historically, the JPY/USD exchange rate has demonstrated a very close correlation with the yield spread between 2-year US and Japan government bonds.
The key, as you state is the yield spreads. Sustainability is also in the % of their holdings that are in variable loans and gov backed securities. Each company has a different mix, I like AGNC's.
Y - Yield Advantage, Yield Curve, Yield Gap, Yield Spread, Yield to Maturity. .....more
Z - Zero - Coupon Bond, Zero - Rated Debentures, Zurich Axioms. .....more ...
is a bond swapping wherein traders take advantage of temporary aberrations in yield spread differentials between bonds of the same class, but with different ratings or between bonds of different classes.
MONETIZING DEBT
MONEY MARKET ...
a replacement issue that has similar attributes but increases the chance for a higher return. Swaps are done to increase the return, or yield. Other reasons to do a swap may be to take advantage of shifts in interest rates or to realign yield spreads ...
Fixed income investments security investors often move their securities from higher yielding bond to a lesser yielding bond if they believe the yield spread is between the two bonds is to vast.
yield spread The differences between yields on discrete debt securities. The YS is affected...
Related: Margin, Security deposit (initial) Option-adjusted spread (OAS)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 ...
 See also: Spread, Yield, Market, Investment, Interest
  
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