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 fell to 1.50% as global recession fears grow.
More grim news: the spread between the three-month Treasury yield and that of the 10-year note (https://www.insider.com/yield-curve-inversion-deepest-since-2007-flashes-recession-signal-2019-8) plunged to -52 basis points , its lowest since March 2007.
"Equity markets have been volatile over the past month, with stocks undermined by a rise in the 10-year Treasury yield and concerns about trade tariffs," said Mark Haefele, global chief investment officer at UBS.
Looking at the debt market, US treasury yields retreated last week as the 10-year treasury yield reached a low of 2.807 percent after President Donald Trump sparked fears of a trade war announcing tariffs on steel and aluminum.
What happened instead was the 10-year Treasury yield plateauing between 2% and 2.25% for several years and high-yield bond prices rising enough to help index portfolios holding some return around 5% in 2017, which soothed bond investors, writes Gross.
To do this, we regressed weekly percentage changes in the Bloomberg Commodity Index against percentage changes in a number of market indicators potentially correlated with global economic demand, namely the Fed's dollar index of major currencies, the MSCI World Index, and the slope of the US Treasury yield curve (10-year Treasury yield minus two-year Treasury yield).
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.
The 10-year Treasury yield ended the year 126 basis points higher.
The statistical significance of each Treasury yield response in the table is assessed relative to the unconditional standard deviation for the same maturity and window size in the bottom panel.
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.
investors require much higher earnings yields (relative to the benchmark ten-year Treasury yield) than before.
Pursuant to this agreement, the taxpayer received a payment because of an increase in a benchmarked Treasury yield. (The taxpayer would have made a payment if that yield had decreased.) The benchmarked yield was based on a Treasury security with a term of about one-third the stated term of bonds then issued by the taxpayer.