Fourth Quarter 1999 Index Of Charts - Office Of Thrift Supervision - U.s. Department Of Treasury Page 14

ADVERTISEMENT

INTEREST RATE RISK SENSITIVITY INCREASED IN LINE
WITH 10-YEAR TREASURY CONSTANT MATURITY
1
Sensitivity Measure in Basis Points
2
10-Year TCM Yield
800
8%
7.2%
10-Year TCM
6.9%
6.8%
6.7%
6.5%
6.3%
6.3%
6.3%
6.2%
6.2%
6.2%
5.9%
5.9%
600
5.7%
6%
5.8%
5.7%
5.5%
5.2%
4.8%
4.7%
420
90th Percentile
392
400
4%
370
366
362
359
352
348
335
332
317
316
310
305
307
299
271
263
257
257
230
Median
201
204
189
200
186
182
2%
182
183
168
164
153
154
144
139
136
130
116 116
112
109
74
70
67
67
66
62
62
53
54
10th Percentile
53
45
42
40
35
34
31
27
27
21
12
0
0%
Mar Jun Sep Dec Mar Jun Sep Dec Mar Jun Sep Dec Mar Jun Sep Dec Mar Jun Sep Dec
1995
1996
1997
1998
1999
1
Preliminary fourth quarter data for 989 thrifts with $842.9 billion in assets.
2
Average monthly yields for 10-year Treasury Constant Maturity.
Sources: Federal Reserve Board, “Statistical Release on Selected Interest Rates, H.15”, and OTS.
Office of Thrift Supervision / March 2000
13

ADVERTISEMENT

00 votes

Related Articles

Top 20 Happy Easter Cards And Gift Tags To Download For Free
Top Ten Easter Arts And Crafts Activities For Your Kids
Free Easter Coloring Pages And Easter Printables For Your Kids

Related forms

Profitability For Ots-regulated Private-sector Thrift Institutions Guide - Office Of Thrift Supervision - U.s. Department Of Treasury - 1998 Profitability For Ots-regulated Private-sector Thrift Institutions Guide - Office Of Thrift Supervision - U.s. Department Of Treasury - 1998 Legal
U.s. Department Of Justice Form Eoir-29 - Notice Of Appeal To The Board Of Immigration - Appeals From A Decision Of A Uscis Officer U.s. Department Of Justice Form Eoir-29 - Notice Of Appeal To The Board Of Immigration - Appeals From A Decision Of A Uscis Officer Legal
U.s. Department Of Homeland Security U.s. Coast Guard U.s. Department Of Homeland Security U.s. Coast Guard Business
U.s. Department Of Justice Subpoena U.s. Department Of Justice Subpoena Legal
U.s. Department Of Labor - Payroll U.s. Department Of Labor - Payroll Legal
Form 1041 - Fiduciary Return Of Income For Calendar Year 1933 - U.s. Department Of Treasury Form 1041 - Fiduciary Return Of Income For Calendar Year 1933 - U.s. Department Of Treasury Financial
Ref Cpi And Index Ratios For January 2000 - Treasury Inflation-indexed Securities - U.s. Department Of The Treasury, Bureau Of The Fiscal Service Ref Cpi And Index Ratios For January 2000 - Treasury Inflation-indexed Securities - U.s. Department Of The Treasury, Bureau Of The Fiscal Service Legal
G-20: Fact Sheet On Imf Reform - Office Of The Press Secretary - The White House - U.s. Department Of The Treasury - 2010 G-20: Fact Sheet On Imf Reform - Office Of The Press Secretary - The White House - U.s. Department Of The Treasury - 2010 Legal
Fs Form 5336 - Disposition Of Treasury Securities Belonging To A Decedent's Estate Being Settled Without Administration - U.s. Department Of The Treasury Fs Form 5336 - Disposition Of Treasury Securities Belonging To A Decedent's Estate Being Settled Without Administration - U.s. Department Of The Treasury Legal
Form 5230 - Advisement Of Rights (non-custodial) - Treasury Inspector General For Tax Administration - U.s. Department Of The Treasury Form 5230 - Advisement Of Rights (non-custodial) - Treasury Inspector General For Tax Administration - U.s. Department Of The Treasury Legal

Related Categories

Parent category: Legal
Download
Go
Page of 18