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The article reports on the growth of the single-borrower bonds market in the U.S. in 2013. Topics include why investors are willing to pay more money to achieve higher yields on their investments, the impact of credit-rating firm Standard & Poor's Rating Service's decision to change its standards for single-borrower bonds, and the growing volume of single-loan commercial mortgage-backed securities in 2013

The article focuses on changes which have been seen in the bond market of the United States. Traditionally, the yields on long-term U.S. government bonds have been higher than yields on short term ones, but since July of 2006 the yields of short-term bonds have been higher. Factors leading to the change are discussed.

This article examines the predictive power of the United States bond market, given the recent inversion where yields on long-term debt have fallen below those of short-term securities. Inversions usually predict an economic downturn, but amid overall low interest rates and one of the most stable stretches of economic growth, many economists are saying the bond market could be wrong this time. The comments of Ethan Harris, chief U.S. economist at Lehman Brothers, suggesting the yield curve is not a serious predictor of economic recession. Economists says the yield curve inversion is not so severe. The author notes the differences between short-term and long-term yields have snapped back to normal territory in recent bond market trading. Although the yield curve's predictive powers have come into question in the most recent case, the curve has only given two false signals in the last 50 years. An assessment of the current yield curve inversion is discussed and rational for the inversion is offered.

This article focuses on the economic conditions in the United States with a particular focus on bond yields. Many investors expect the U.S. economy to hit tougher times over the course of the next year because long-term interest rates have dropped lower than short-term interest rates, a trend that often -- but not always -- precedes an economic downturn. This development is commonly known as an inversion, because it flips the traditional upward-sloping shape of bond yields plotted on a graph. Inversions act to squeeze or eliminate profit margins for banks, hedge funds and any other financial business that borrows money at short-term rates and lends it at long-term rates. The comments of Paul Kasriel, chief economist at Northern Trust Co., suggesting that an economic recession could occur. A comparison of the yield on a 10-year Treasury Note, which reflects investors' long-term view of the economy and is a key benchmark for mortgage loans, and the yield of a two-year note, which tracks expectations for the Federal Reserve's monetary policy in the nearer term, are given. Some analysts have cautioned against reading too much into this inversion, given the U.S.' growth in the third quarter of 2005, but it is the first inversion in five years.

The article reports on the implications for small investors of a flattening yield curve when the gap between short-term and long-term interest rates narrows. Efforts by the Federal Reserve Board to ward off inflation by increasing short-term rates are bringing them within the range of long-term rates and they could eventually go higher. This could signal an economic slowdown and a decline in the stock market. Corporate bonds could also be negatively impacted. Those with bank stocks, high-yield bonds, or homes with a big adjustable rate mortgage could face difficulties.

The article reports that U.S. corporate bonds are attracting international investors because of high yields and soaring corporate profits. Overseas investors purchased $51 billion in corporate bonds while the purchase of U.S. Treasury bonds has fallen by 15%. September 2005 set a monthly record for foreign investments in U.S. securities. However, U.S. investors feel that bond prices are going down.

The article explores ways that investors can protect themselves against the affects of inflation. Emphasis is placed on the increase in bond yields on inflation-protected securities. The Treasury Department increased the yield to 6.73% from 4.8%. The article refers to the contrast with increases in consumer prices as a result of higher energy costs. Inflation reduces real returns for investors and the I Bond is one part of a category of inflation-linked products whose returns depend on whether consumer prices are rising or falling.

Examines the impact of rising bond yields on the stock portfolios of investors. Financial performance of the Dow Jones Industrial Average since June 2003 when the bond yields began to rise after a 45-year low; Reaction of investors to the interest-rate rise, indicating a shift to companies that benefit from a growing economy; View that there is great uncertainty about the economic recovery; Spending habits of corporations and consumers; Impact of recent economic activity on the house building industry; Performance of industrial-equipment makers, such as Caterpillar Inc. and Deere & Co.

Assess the junk bond market and claims firms are trying to sell their junk bonds quickly. Cost of acquiring Qwest Communications International's directory business, to be financed by a combination of bank loans and junk bond debt from Carlyle Group and Welsh, Carson, Anderson & Stowe; Comments from Alan Jones, a managing director at Morgan Stanley, about the junk bond market; Why some think the health of the junk bond market will collapse; Impact of rising long-term rates on junk bond market; Details of a deal involving Cincinnati Bell, a company with a Triple-C-plus credit rating, suggesting it will have trouble repaying its debt.

Focuses on the bond market and how it has helped securities firms that have invested in them. Comments from James Bianco, president of Bianco Research LLC; View that the bond market is struggling, which may result in some heavy losses for securities firms holding too many; Percentage increase in bond holdings; Performance of Lehman Brothers Holdings Inc; Drop in U.S. Treasury bond yields, suggesting big losses if the economy turns bearish.

The article reports the contrasting effects of the weak gross domestic product (GDP) registered in the U.S. in the first quarter of 2015 to the dollar and the bond market, with Treasury yields performing better.

The article presents charts and graphs which contribute to an overview of markets for September 21, 2013 and include corporate borrowing rates and yields for the bond market, net changes in trading on international stock price indexes, and companies with the highest trading volumes.

The article reports that bulls in the U.S. Treasury market are buying the instrument while there is a sell-off in November 2010. They believe that prices will increase in the coming months due to weak growth and support from the Federal Reserve. There are also signs of stabilization in the bond market, with the benchmark 10-year yield rising to 2.97%.

The article reports that corporate borrowers were active in the bond market due to low yields, selling more than 13 billion U.S. dollars of investment-grade debt.

The article looks at the shift in relative power in the government-bond markets to emerging markets in 2009. It predicts the continued rally of international bonds sold by emerging-market governments in Eastern Europe and Latin America. According to the author, there are some cases when resilient banking sectors will drive faster recovery of emerging economies from the crisis. He predicts the convergence of yields on developed- and emerging-market government bonds despite some volatility.

The article reports on the treasury market in the U.S. Weak sales of 30-year bonds influenced other maturities to go down as well. Yield of the said bond increased to 4.009 percent which means that there is less demand in the auction. Indirect bids from foreign investors such as international central banks declined to 34.5 percent.

This article presents a risk assessment for the corporate-bond market as the economy recovers in 2009. For this year, the market was able to deliver 14% to 15% returns in the U.S., Great Britain and Europe. Particular focus is given to Bank of England's corporate-bond purchasing activity. There have been some government-guaranteed bond sales in the market in spite of improved accessibility to funding sources. It notes the possibility that limited buyers would force prices down in illiquid corporate-bond markets.

The article reports on the decline in yields of U.S. tax-free bonds to its lowest level in over 40 years after the increase in their prices. It is said that the surge in prices was spurred by falling tax-exempt bonds supply and strong demand. Miller Tabak Asset Management chief executive officer (CEO) Michael Pietronico noted that bond yield contracted to 4% from 6% and 7%. Bond analysts added that tax-free bond yields surpassed yields of taxable investments.

The article presents updates on the credit markets in the U.S. in 2009. According to Dealogic, 27 high-yield bond deals amounted to 10.1 billion U.S. dollars were issued. It is noted that investment-grade bonds also increased while risk premium tighten and declines were incurred by Treasury yields. Wes Sparks of Schroders asserted that investors are prepared for more issuance.

The article examines prospects for the U.S. bond market in 2009. In the short term, prices are expected to narrow as supply adds pressure on the market. Sean Simko, head of fixed-income management at SEI, expects bond yields to move higher in the next six months. The Treasury plans to sell $136 billion in notes and bills during the week of July 6, 2009.

The article reports that the U.S. government bonds market has relaxed as a result of a sharp increase in short-dated government bond yields. Large gains were attained by investors who decided to bet on the declining government bond yield curves. The gap between two-year and 10-year Treasury yield had increased to 2.74% by June 4, 2009.

This article reports on the concern by central banks about the rising long-term yields in major government-bond markets. The rise in long-term yield of government bonds could challenge central banks' actions to stabilize the credit markets and revive growth. The rise in yields stems from the abundance of supply of government bonds as governments raised funds to cover short falls in revenue.

The article reports on the recovery of most Treasurys in the U.S. after the bidding on 10-year note sale in May 2009. The losses of Treasurys due in 10 years or less were eliminated after an auction. Also noted is the increase in value of 10-year note by $0.625. Its yield fell from 3.157% on May 5 to 3.152% on May 6. The yield of the 30-year bond fell to 4.081%.