Treasury Yield

Treasury Yield

The income one receives from an investment in a U.S. Treasury security. The yield is calculated as the coupons that the investor receives in a year expressed as a percentage of the cost of the investment. Trends in Treasury yields indicate what the market expends in future interest rates or inflation. See also: Treasury yield curve.
References in periodicals archive ?
The 10-year Treasury yield ended the period 18 basis points lower.
I invariably look at China, the US Treasury yield curve, earnings revision/macro high frequency data and commodities in my tactical paradigm in emerging markets.
S dollar bonds or sukuk in the Gulf tend to price off the Treasury yield curve, so any sharp movement in the benchmark yields will have an impact on pricing.
The bottom panel reports the unconditional standard deviation of Treasury yield changes over 1- and 2-day windows as benchmarks for comparison.
The benchmark 10-year Treasury yield has spiked 36 basis points in just three trading days and are climbing towards four-month highs of 3 percent.
In 2003 we saw the 2-10 Treasury yield spread hit its highest in at least three decades.
The MBAA forecasts that the 10-year Treasury yield will rise by the year's end, perhaps even warranting a shift from adjustable rate mortgages to fixed rate mortgages.
Pursuant to this agreement, the taxpayer received a payment because of an increase in a benchmarked Treasury yield.
Strong demand for treasuries pushed the nominal benchmark thirty-year Treasury yield to record lows, while two-year through ten-year Treasury yields declined below the 5.
Price return was positive for the second consecutive quarter due to tighter mortgage spreads and a downward shift in the treasury yield curve.
Last week's advance in the 10-year US Treasury yield has many investors wondering whether or not we are finally seeing the long-awaited back-up in rates.
The Treasury yield curve has been in the news because its inversion might herald a recession, but Treasury yields are not the only rates with a name for prognostication.