Sentences with phrase «average corporate bond spreads»

Not exact matches

Still, corporate bond spreads have come up to around their historical average, providing impetus for institutional investors trying to claw out yield any way they can, even if it means an extraordinarily long - term commitment.

The average bid / ask spread was 29 cents (per $ 100 par value) for both investment - grade and high - yield bonds, and the average daily trading volume was $ 2.2 million ($ 2.5 million) for investment - grade (high - yield) corporate bonds.

While spreads between yields on highly - rated corporate bonds and government bonds have remained above their historical averages, this continues to reflect strong demand for Commonwealth Government bonds rather than concerns about corporate credit quality.

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.

The average bid - offer spread for trading an investment grade corporate bond, for example, is 50 basis points.

The average bid - offer spread for trading an investment grade corporate bond, for example, is 50 basis points.

In the construction of the S&P U.S. High Yield Low Volatility Corporate Bond Index, an individual bond's credit risk in a portfolio context is measured by its marginal contribution to risk (MCR), calculated as the product of its spread duration and the difference between the bond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see EquationBond Index, an individual bond's credit risk in a portfolio context is measured by its marginal contribution to risk (MCR), calculated as the product of its spread duration and the difference between the bond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see Equationbond's credit risk in a portfolio context is measured by its marginal contribution to risk (MCR), calculated as the product of its spread duration and the difference between the bond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see Equationbond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see Equation 1).

The average retail investor pays about 0.90 % in bid - offer spread on municipal and 0.64 % on corporate bonds, according to S&P 1.

For example, the average BBB rated EM corporate bond recently offered more than 100 basis points of additional spread versus similarly rated U.S. corporates.

Investment grade corporate bonds possess an average yield spread of 2.2 % to Treasuries, which is above the historical average of 1.5 % and notably greater than MBS spreads.

For example, over a three - year period, the average spread difference between single - A rated corporate bonds was 28 basis points, but this year that difference narrowed to two basis points, Wheeler explains.