Long end of the yield curve

Long end of the yield curve

Usually refers to yields that are 10-yrs or greater.
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Liquidity "Islamic banks have struggled in managing their liquidity as well as profit-rate risk due to the absence of having instruments at the short and long end of the yield curve," Hasan Bilgrami, chief executive at Karachi-based BankIslami Pakistan, said in a May 31 interview.
The long end of the yield curve moved 10bp north, as some foreign players sold local currency bonds.
Fundamentally, however, when one discusses short term interest rates, the long end of the yield curve must be used as a benchmark.
Long-term Treasury yields increased more than 30 bp from the beginning of April, resulting in a noticeable steepening at the long end of the yield curve.
Since an explicit goal of the paper is to explain volatility at the long end of the yield curve, this answer is not satisfactory.
in an attempt to keep the long end of the yield curve low.
This likely flood of government debt will send Treasury prices lower add substantial upward pressure at the long end of the yield curve.
Recent economic growth and increases in the discount rate have not moved the long end of the yield curve, which could result in even lower discount rates at year-end 2004.
Of surprise to the market though was the larger than expected $30 billion debt repurchase program for 2000 that focuses primarily on the long end of the yield curve.
This bodes well for the long end of the yield curve," said Kagawa, "and will keep it from changing substantially.
The long end of the yield curve seems to be finally showing signs of sustaining a move in the direction that the Federal Reserve's series of short-term rate increases has desired.
Positions in short-term global interest rates, particularly on the long end of the yield curve, performed exceedingly well in April, as did positions in many metal markets.