That payment/amount never changes (unless the issuer defaults). A decrease in the inflation rate raises the real yield of the bond. The real yield is the nominal yield, or coupon rate, less the ...

Instead, yields have slid steadily since mid-February on anticipation that the Fed will shift back to dialing down interest rates again as concerns about a slowdown in growth overshadow still-elevated ...

Yield curve re-inversions are not uncommon and can occur multiple times before a recession, as seen in historical examples from 1988, 1998, and 2006. The 2022-23 inversion was unique due to ...

The yield on the 2-year Treasury BX:TMUBMUSD02Y fell 2.6 basis points to 4.071%, from 4.097% on Tuesday. Wednesday’s closing level was the lowest since Oct. 24, based on 3 p.m. Eastern time ...

This has led to a seismic shift toward WallitIQ (WLTQ), a project that fuses high-yield staking with an AI-powered crypto wallet solution. With the DeFi wallet surging past presale milestones and ...

Key rate duration measures a bond's sensitivity to shifts in interest rates at specific maturity points along the yield curve. Unlike traditional duration metrics, which assume parallel interest ...

Key rate duration is particularly relevant for understanding the impact of non-parallel yield curve shifts, such as flattening or steepening trends. For instance, if short-term rates increase ...

Key rate duration measures a bond's sensitivity to shifts in interest rates at specific maturity points along the yield curve. Unlike traditional duration metrics, which assume parallel interest rate ...

As shown in the chart below, that shift has been key to the Aussie’s resurgence, with the AUD/USD correlation to benchmark yield spreads strengthening to 0.82 over the past fortnight.

The asset manager worked with Qognitive to use the firm’s quantum cognition machine learning model to pick the most similar liquid replacements for hard-to-trade high-yield bonds, a common class of ...