Sentences with phrase «bond spread looks»

@Reaper: I don't know why the FRM / bond spread looks steady compared to the VRM / BoC rate spread.

Not exact matches

But it looks like a high probability bet that the spread between the returns on stocks and bonds should be wider in the future than it has been for the past three decades or so.
Here, we take a look at the more recent June «Bond Market Group» minutes; the main concern was that, despite a functioning JGB market, there has been a notable increase in bid - ask spreads and general decrease in liquidity since the start of aggressive «QQE» last October.
This led to a substantial tightening of credit spreads, which made Russian bonds look expensive compared to their peers in other emerging markets.
Investors will also look at credit spreads for clues as to where the bond and other markets may be headed.
There is a common misconception that looking at credit spreads gives you a complete picture of the credit risk of one bond compared to another.
If you are looking at a 10 year corporate bond which is yielding 5 % for example, and at the same time the 10 Year treasury bond is yielding 2 %, then the credit spread is 300 basis points (3 %).
By looking at how the credit spread for a category of bonds is changing, you can get an idea of how «cheap» (wide credit spread) or «expensive» (tight credit spread) the market for those bonds is related to historical credit spreads.
In addition to looking at credit spreads for individual bonds, investors will also look at the credit spread of different categories of bonds.
Investors typically evaluate corporate bonds by looking at their yield advantage, or «yield spread,» relative to U.S. Treasuries.
EM bonds also look like a relative bargain within fixed income after this year's spread widening.
I look at the spreads offered for various classes of domestic bond risk.
This spread has a ways to tighten before equities» relative valuation starts to look less attractive (it's when the stock / bond PE ratio is closer to 1 that investors should start to worry).
Instead of looking at individual stocks, now I might be focusing on asset classes, making sure I'm diversifying with 12 or 14 different asset classes — small companies, value companies, domestic, US, international, even on the bond side making sure I'm spreading that risk out into all different types of bonds.
What goes through your mind when you look at the rising spreads on high yield bonds?
Another incident seemed unrelated at the time, but today seems very related — one day I asked the high yield manager what sorts of spreads he looked for in buying bonds.
As for distressed, if we look at high - yield bonds as a proxy, 5 % yields now leave little room for error... and let's not even mention Euro high - yield, where the spread actually fell below the most recent default rate!?
Wall Street looks at bond spreads and P / Es.
The good bond manager looks at the risks versus the incremental yields, and spreads his investments among a mix of good risks.
In examining the subparts of the S&P 500 ® Bond Index, we can take a deeper look at how credit spreads have changed for AA - and BB - rated corporate bonds issued by constituents of the S&P 500.
just as bond managers look at yield spreads to commit capital, so should investors in risky assets aim for a margin of safety in what they invest.
However, a look at spreads in the high yield corporate bond market yesterday shows that investors were warming back up to the sector (at least temporarily).
«Investors have either changed their perception of the risk in those subordinate bonds (non-investment grade) and are willing to accept lower spreads, or investors are looking at fairly unattractive investment alternatives and have decided that CMBS is a good place to be,» says Hurley.
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