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U.S. Treasury Yield Curve/ 

  • U.S. Treasury Yield Curve/

  • Definition of yield curve
    According to Investopedia, the yield curve graphs the relationship between bond yields and bond maturity. More specifically, the yield curve captures the perceived risks of bonds with various maturities to bond investors.

    The U.S. Treasury Department issues bonds with maturities ranging from one month to 30 years. As bonds with longer maturities usually carry higher risk, such bonds have higher yields than do bonds with shorter maturities. Due to this, a normal yield curve reflects increasing bond yields as maturity increases. Figure 1 shows a normal yield curve.

    However, the yield curve can sometimes become flat or inverted. In a flat yield curve, short-term bonds have approximately the same yield as long-term bonds. An inverted yield curve reflects decreasing bond yields as maturity increases. Such yield curves are harbingers of an economic recession. Figure 2 shows a flat yield curve while Figure 3 shows an inverted yield curve.
    [ 2018/05/01 06:47 ] Bond Chart | トラックバック(-) | コメント(-)

    Greece 10yr Govt Bond (GGGB10YR) 指数概要/Bloomberg 

  • Greece 10yr Govt Bond (GGGB10YR) 指数概要/Bloomberg

  • 指数概要
    The rates are comprised of Generic EUR Greece government bonds. The underlying benchmark bonds are located under {YCGT0156 DES} 2 for 'Members'. These yields are based on the bid side of the market and are updated intraday. To view all terms/securities type {ALLX GGGB}. Pricing source for the bond: BGN. The generic will not update if we do not have rates for the underlying benchmark bonds, or if we do not have the underlying terms on the curve.
    [ 2015/02/08 17:14 ] Bond Chart | トラックバック(-) | コメント(-)

    Euro area 10-year maturity/ECB 

  • Euro area 10-year maturity/ECB

    Yield curve spot rate, 10-year maturity - Government bond, nominal, all issuers whose rating is triple A - Euro area (changing composition)

    Title Complement
    Euro area (changing composition) - Government bond, nominal, all issuers whose rating is triple A - Svensson model - continuous compounding - yield error minimisation - Yield curve spot rate, 10-year maturity - Euro, provided by ECB

  • [ 2015/01/24 09:30 ] Bond Chart | トラックバック(-) | コメント(-)

    ICOV Chart:iShares Euro Covered Bond UCITS ETF/Bloomberg 

  • ICOV Chart :iShares Euro Covered Bond UCITS ETF/Bloomberg

  • iShares Euro Covered Bond UCITS ETF is an UCITS compliant exchange traded fund incorporated in Ireland. The Fund aims to track the performance of the Markit iBoxx € Covered Index. The index offers exposure to Euro denominated covered bonds with investment grade rating. The fund distributes income received to shareholders.
    [ 2014/10/20 21:16 ] Bond Chart | トラックバック(-) | コメント(-)


    [ 2012/11/24 07:44 ] Bond Chart | トラックバック(-) | コメント(-)

    BB国債CMY/Japan Bond trading 

  • BB国債CMY/Japan Bond trading

  • BB国債CMYとは、国債の利回り(BB国債価格)を基に当社が算出した金利情報です。残存1~10年までの各年および15・20・25・30・35・40年にそれぞれ対応する複利利回りとスポットレートを公表しています。
    [ 2012/10/17 06:44 ] Bond Chart | トラックバック(-) | コメント(-)


    [ 2012/08/04 11:40 ] Bond Chart | トラックバック(-) | コメント(-)

    Government Bonds/Bloomberg 

    [ 2012/04/25 18:31 ] Bond Chart | トラックバック(-) | コメント(-)


    [ 2012/04/20 07:23 ] Bond Chart | トラックバック(-) | コメント(-)


    [ 2012/04/11 07:21 ] Bond Chart | トラックバック(-) | コメント(-)

    ブレーク・イーブン・インフレ率(BEI)の推移_Japan Bond Trading Co.,Ltd 

  • ブレーク・イーブン・インフレ率(BEI)の推移/Japan Bond Trading Co.,Ltd

    <「BEI」 計算式>
     ブレーク・イーブン・インフレ率(BEI:Break-Even Inflation rate)の値は、市場が推測する期待インフレ率を表す情報として利用されています。表中のデータは、国債市場の金利状況を表す「BB国債価格(引値)」を元に、以下の簡便式を用いて算出しています。

     R:名目イールド(複利) r:実質イールド(複利)
  • [ 2012/04/10 07:16 ] Bond Chart | トラックバック(-) | コメント(-)

    Euro area yield curve/ECB 

  • Euro area yield curve/ECB

  • A yield curve is a representation of the relationship between market remuneration rates and the remaining time to maturity of debt securities, also known as the term structure of interest rates. The ECB publishes several yield curves as shown below.
    [ 2012/03/28 20:20 ] Bond Chart | トラックバック(-) | コメント(-)

    Bond Market Indicators/AsianBondsOnline 

  • Bond Market Indicators/AsianBondsOnline

  • Asia Bond Indicators contain key economic and financial data pertinent to the bond markets of ASEAN + 3 economies. For ease of navigation, we have conveniently divided the list of indicators into Size and Composition Indicators and Liquidity Indicators.
    [ 2012/03/27 21:12 ] Bond Chart | トラックバック(-) | コメント(-)

    Estimates of UK Yield Curves/BANK OF ENGLAND 

  • Estimates of UK Yield Curves/BANK OF ENGLAND

  • The Macro Financial Analysis Division of the Bank of England estimates yield curves for the UK on a daily basis. They are of two kinds. One set is based on yields on UK government bonds (gilts) and includes nominal and real yield curves and the inflation term structure for the United Kingdom. The other set is based on sterling interbank rates (LIBOR) and on yields on instruments linked to LIBOR, short sterling futures, forward rate agreements and LIBOR-based interest rate swaps. These commercial bank liability curves are nominal only.
    [ 2012/03/25 19:26 ] Bond Chart | トラックバック(-) | コメント(-)
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