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  2. Yield curve - Wikipedia

    en.wikipedia.org/wiki/Yield_curve

    However the 10-year vs 3-month portion did not invert until March 22, 2019 and it reverted to a positive slope by April 1, 2019 (i.e. only 8 days later). [25] [26] The month average of the 10-year vs 3-month (bond equivalent yield) difference reached zero basis points in May 2019. Both March and April 2019 had month-average spreads greater than ...

  3. CBOE S&P 500 PutWrite Index - Wikipedia

    en.wikipedia.org/wiki/CBOE_S&P_500_PutWrite_Index

    (Other annualized standard deviations were 17.39% for MSCI EAFE Index, 4.05% for the Barclays Capital Aggregate Bond Index, and 0.53% for 3-Month Treasury Bills.) 3. Relative Performance. The PUT Index has tended to outperform the S&P 500 in quiet and falling markets, and underperform the S&P 500 in months when stock prices rise sharply. In the ...

  4. List of sovereign states by central bank interest rates

    en.wikipedia.org/wiki/List_of_sovereign_states...

    This is a list of countries by annualized interest rate set by the central bank for charging commercial, depository banks for loans to meet temporary shortages of funds. List [ edit ]

  5. List of countries by sovereign wealth funds - Wikipedia

    en.wikipedia.org/wiki/List_of_countries_by...

    A sovereign wealth fund (SWF) is a fund owned by a state (or a political subdivision of a federal state) composed of financial assets such as stocks, bonds, property or other financial instruments. Sovereign wealth funds are entities that manage the national savings for the purposes of investment.

  6. List of countries by credit rating - Wikipedia

    en.wikipedia.org/wiki/List_of_countries_by...

    This is a list of countries by credit rating, showing long-term foreign currency credit ratings for sovereign bonds as reported by the largest three major credit rating agencies: Standard & Poor's, Fitch, and Moody's.

  7. Federal funds rate - Wikipedia

    en.wikipedia.org/wiki/Federal_funds_rate

    Inflation (blue) compared to federal funds rate (red) Federal funds rate vs unemployment rate In the United States, the federal funds rate is the interest rate at which depository institutions (banks and credit unions) lend reserve balances to other depository institutions overnight on an uncollateralized basis.

  8. File:Inverted yield 30 year - 3 month.webp - Wikipedia

    en.wikipedia.org/wiki/File:Inverted_yield_30...

    This is a file from the Wikimedia Commons.Information from its description page there is shown below. Commons is a freely licensed media file repository. You can help.

  9. Fixed-income attribution - Wikipedia

    en.wikipedia.org/wiki/Fixed-income_attribution

    Ho defines a number of maturities on the yield curve as being the key rate durations, with typical values of 3 months, 1, 2, 3, 5, 7, 10, 15, 20, 25 and 30 years. At each point, we define a duration that measures interest-rate sensitivity to a movement at that point only, with the effect of the duration at other maturities decreasing linearly ...

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