What are some of the key metrics and models used by fixed-income professionals to analyze bond yields and assess relative value?

May 30, 2024 ... ... yield to maturity of the applicable U.S. Treasury Security, or the ... This press release is for informational purposes only and is ... Feb 14, 2018 ... “Liquidity, Maturity, and the Yields on U.S. Treasury Securities.” Journal of Finance, 46 (1991), 1411–1425.CrossRefGoogle Scholar. Amihud, Y ... Duration is a measurement of a bond's interest rate risk that considers a bond's maturity, yield, coupon and call features. The maturity date refers to the ... Jun 16, 2020 ... maturities), the yield to call, the yield to maturity, and a proposed takedown for each maturity. B) $50,000,000 taxable issuance as of 6/22 ... ... yield, unless the member is calling for rate information under a maturity notice. (f) Rounding and Accuracy Rules for Rates and Yields. (f)(1) Rounding. 1 ... Jul 24, 2014 ... Prices for most municipal securities are quoted on a yield-to-maturity basis and can be converted to a dollar price. Daily pricing information ... Offering yield rates for AAA, AA and A rated municipal bonds in 10, 20 and 30-year maturity ranges. Call 1-800-FMS-BOND for more information. 10-Year T-Note: The average daily treasury yield for U.S. Treasury Notes with maturities of ten years (negotiable debt obligations backed by the full faith and ... Using a non-linear least squares procedure, we relate the yield to maturity to Moody's rating, Standard & Poor's rating, and accounting measures of credit ... Voluntary waiver and caps may not be included in the prospectus net expense ratio. The yields and total returns shown reflects any waivers or reimbursements ...