A curve that shows the relationship between yields and maturity dates for a set of similar bonds, usually Treasuries, at a given point in time. See Also flat yield curve, normal yield curve, inverted yield curve
A graph displaying the relationship between bond maturity and yield. The longer-maturity bonds yield more than short-maturity bonds; therefore, the curve slopes up as maturity lengthens. The spread of long- and short-term rates is shown by the steepness of the yield curve.
A graphical depiction of the relationship between yields and time for bonds that are identical except for maturity; the pattern of interest rates across the entire spectrum of maturities represented in the U.S. Treasury bond market; A "normal" yield curve is positively sloped such that longer.
It refers to the graphical or tabular representation of interest rates across varying maturity periods. It reflects the market's views about implied inflation/deflation, liquidity, economic and financial activity and other market forces.
A graph that plots market yields on securities of equivalent quality but different maturities at a given point in time. The vertical axis represents the yields, while the horizontal axis depicts time to maturity. The relationship of interest rates over time, as reflected by the yield curve, will vary according to market conditions, resulting in a variety of yield curve configurations, as follows
A diagram showing the relationship between yields and maturities for a set of similar securities or interbank deposits. An ascending, positive or normal yield curve slope is characterised by interest rates rising as maturities lengthen. A horizontal or flat slope is characterised by similar yield levels for all maturities. A descending, negative or inverted slope is characterised by interest rates falling as maturities lengthen. Analysis ranges from short term out to about one year and then through to long term, around ten years. See Forward Yield Curve, Zero Coupon Yield Curve.
The curve gives the relationship between yields on a group of fixed-income securities with varying maturities viz. treasury bills, notes, and bonds. The curve typically slopes upward since longer maturities normally have higher yields, although it can be flat or even inverted.
Simple graph showing the relationship between bond maturity and yield. Generally longer-maturity bonds yield more than short-maturity bonds so the yield curve slopes up as maturity lengthens. The steepness of the yield curve indicates the spread between short- and long-term rates.
A graph showing the term structure of interest rates by plotting the yields of all bonds of the same quality with maturities ranging from the shortest to the longest possible. The Y-axis represents the interest rate and the X-axis represents time with a normal curve being convex in shape.
The relationship at any given point in time between yields on fixed-income securities with varying maturities — commonly, Treasury bills, notes and bonds. The curve typically slopes upward because longer maturities normally have higher yields, although it could be flat, even "inverted" or downward sloping.
A graph formed by plotting and linking the yields of a range of bonds of differing maturities in a particular market (for example UK Gilts) at one point in time. The term is also commonly used to describe the range of available issues in a bond market. There are three main shapes of yield curve: Positive, ascending or normal. In this case, interest rates rise as maturities lengthen. Flat or horizontal. Similar yields are found for all maturities. Negative, descending or inverted. Interest rates fall as maturities lengthen.
Refers to the graghical or tabular representation of interest rates across different maturities. The presentation often starts with the shortest term rates and extends towards longer maturities. It reflects the market's views about implied inflation/deflation, liquidity, economic and financial activity and other market forces.
In the securities market, the yield curve is the graphic representation of the different yields of short-term, mid-term and long-term U.S. Treasury notes. The 1-year T-Bill would have lower yields than the long-term 30-year T-Bonds. When a line is drawn from the yields of the 1-year T-Bill, through the medium-term notes, to the 30-year T-Bond's yield, the line is usually an ascending curve. In rare occasions, however, an inverted yield curve may arise. For more information, see the "Interest Rates" article in the "Mortgage Industry" section.
The graph showing changes in yield on instruments depending on time to maturity. A system originally developed in the bond markets is now broadly applied to various financial futures. A positive sloping curve has lower interest rates at the shorter maturities and higher at the longer maturities. A negative sloping curve has higher interest rates at the shorter maturities.
A graph illustrating the projected yield from government securities (including gilts) over the next 10 years or so. It stretches from overnight money to the 10-year bond. In a normal market, money costs more in the future, but when an economy is approaching a recession it is common to see short term costing more than long term money. The yield curve shows you this and also shows how your mortgage might be affected.
A graph depicting yield as it relates to maturity. If short-term rates are lower than long-term rates, it is called a positive yield curve. If short-term rates are higher, it is called a negative, or inverted, yield curve. If there is little difference, it is called a flat yield curve.
A graphic depiction of interest rates across all maturities, 0-30 years. The shape of the curve is largely influenced by the Federal Reserve Policy as well as factors listed under "Interest Rates" above.
Graph depicting the relation of interest rates to time: time is plotted on the x-axis, and yields in the y-axis. The curve shows whether short-term interest rates are higher or lower than long-term rates. A positive yield curve results if short-term rates are higher. A flat yield curve results if long- and short-term rates do not differ greatly. Generally, the yield curve is positive because investors tie up their money for longer periods and are rewarded with better yields.
A graphic depiction of bond yields across a range of maturities. A normal, positive slope indicates interest rates are rising with longer maturities. A flat, horizontal slope indicates similar yields for all maturities. An inverted, negative slope indicates interest rates are falling with longer maturities.
A graph that illustrates the relationship between the yields of bonds with the same credit quality, but with varying maturities. A positive yield curve means short term interest rates are lower versus long term rates. A negative yield curve is just the opposite, whereas a flat yield curve shows little variance in the yields of short term bonds and long term bonds.
A chart in which the yield level is plot on the vertical axis and the term to maturity of debt instruments of similar creditworthiness is plotted n the horizontal axis. The yield curve is positive when long-term rates are higher than short-term rates; however, the yield curve is negative, or inverted, when long term rates are lower than short term rates.
Graph depicting the relation of interest rates to time. Time is plotted on the x-axis, and yields on the y-axis. The curve shows whether short-term interest rates are higher or lower than long-term rates. A positive yield curve results if short-term rates are lower, and a negative yield curve results if short-term rates are higher. A flat yield curve results if long- and short-term rates do not differ greatly.
A yield curve is a graph that shows the relationship between yields and maturity dates. Under normal circumstances, the longer it takes for a CD, bond or other investment to mature, the greater the yield. When economic forces cause a shorter maturity to produce a greater yield than a long maturity, the yield curve is said to be inverted.
(Courbe des taux d'intérêt) Curve representing the relationship between the maturity and yield to maturity of similar bonds that differ only in terms of maturity. It is a graphic representation of the term structure of interest rates.
The yield curve, a graph that depicts the relationship between bond yields and maturities, is an important tool in fixed-income investing. Investors use the yield curve as a reference point for forecasting interest rates, pricing bonds and creating strategies for boosting total returns.
A graph depicting the relationship between yields and maturity dates for a set of similar securities. These curves are in constant flux, and one of the key activities in managing any income-orientated unit trust is to study trends reflected by comparative yield curves.
The graphic depiction of the relationship between the yield on bonds of the same credit quality but different maturities. Related: Term structure of interest rates. Harvey (1991) finds that the inversions of the yield curve (short-term rates greater than long term rates) have preceded the last five U.S. recessions. The yield curve can accurately forecast the turning points of the business cycle.
Graph depicting the term structure of interest rates. It plots the yields of bonds of the same class (corporates, governments, etc.) and quality with maturities that range from the shortest to the longest term. The yields are plotted on the y-axis, and time to maturity on the x-axis. The curve will show whether short-term interest rates are higher or lower than long-term interest rates. In general, the yield curve is positive. Investors usually receive a higher yield for the extra risk of tying up their money long term. However, if short-term rates are higher, the curve is considered to be a "negative (or inverted) yield curve". And, if a small variation exists between short-term and long-term rates, the curve is considered to be a "flat yield curve". To make a sound judgment about the direction of interest rates, fixed income analysts and economists will carefully watch the yield curve. See: Negative Yield Curve; Positive Yield Curve
A graphic line chart that shows interest rates at a specific point for all securities having equal risk, but different maturity dates. For bonds, it typically compares the 2 or 5 year treasury with the 30 year.
The relationship between time and yield on securities is called the Yield Curve. The relationship represents the time value of money - showing that people would demand a positive rate of return on the money they are willing to part today for a payback into the future.
Graph that shows a series of current interest rates, most often of U.S. Treasury issues from 3 months to 30 years maturity. A snap shot of the interest rate structure of the economy and sometimes a predictor of economic trends. Normally, the yield curve is moderately positive meaning that investors want higher rates the longer the maturity to offset the risk of holding the bond to maturity while rates go up for newly issued bonds. A negative curve occurs when investors fear that in the short term, rates will be high and money will remain "tight" near-term. When a negative curve starts to flatten, a powerful stock and bond rally usually ensues. A steep curve occurs when investors don't fear inflation in the near-term but are concerned about the long term. A sudden flattening of a steep curve in which the short end rises can be a harmful sign for the stock and bond markets. Top of 'Y'