Sentences with phrase «investment grade credit spreads»

Investment grade credit spreads in CDS gapped out 4.5 bp on the IBOXX 7 deal.

US and CAD investment grade credit spreads, the difference in yield between corporates and Canadas, tightened by.3 % and US high yield bonds tightened by 1 %.

Not exact matches

Finally, it was a banner year for credit, with spreads narrowing across investment grade, high yield and emerging markets.

More broadly, he says that while corporate credit may benefit from aspects of tax reform (i.e., better earnings growth from the corporate tax cuts, modestly lower investment grade supply as repatriation becomes reality), he does not see tax cuts at this point in the cycle as a bullish driver of credit spreads.

There was a weaker correlation between the ability to trade (daily trading volume, issue size and frequency of zero - trading days) and credit spreads for both investment - grade and high - yield markets.

For example, by comparing a group of corporate bonds (like investment grade corporate bonds) vs. treasuries, you get a picture of where the average investment grade bond credit spread currently stands.

This event illustrates how central banks have distorted the credit markets and allowed inferior borrowers access credit at investment grade spreads.

This flight to quality movement also impacted credit spreads, which widened for both investment grade and high yield corporate bonds, negatively impacting the returns of bonds in those sectors.

What's more, just like the September - October pullback of 2014, market internals have been deteriorating at a noteworthy pace, whether one is looking at waning breadth of bullish stock participation or widening credit spreads between investment grade and higher yielding corporates / junk corporates.

Credit spreads can continue to narrow (supported by U.S. tax reform, which might result in more limited high yield and investment grade supply), but we don't anticipate a repeat of the Great Narrowing of 2017.

There was a weaker correlation between the ability to trade (daily trading volume, issue size and frequency of zero - trading days) and credit spreads for both investment - grade and high - yield markets.

In the next few blogs, we will detail our approach to and back - tested results of employing credit spread (value) and volatility as factors in order to systematically construct a portfolio of U.S. investment - grade corporate bonds.

The S&P 500 High Yield Corporate Bond Index presents a unique credit alternative to bridge the gap between existing investment grade, which offers spread levels of around 150 bps, and high - yield corporate credit, which offers north of 600 bps in spread.

Finally, it was a banner year for credit, with spreads narrowing across investment grade, high yield and emerging markets.

Since the financial crisis, investment grade corporate bond indexes have reached record highs, 1 and credit spreads have tightened significantly,» said Michael L. Sapir, Chairman and CEO of ProShare Advisors LLC, ProShares» investment advisor.