Sentences with phrase «grade corporate bond spreads»

While volatility appears to be back, high - grade corporate bond spreads have tightened to levels not seen since 2007.

While volatility appears to be back, high - grade corporate bond spreads have tightened to levels not seen since 2007.

Not exact matches

This leaves us roughly in the same position that we started the year, slightly overweight to spread product, i.e., investment - grade and high - yield corporate bonds and emerging markets (more recently, we also went back to a slight overweight on commercial mortgage - backed securities).

Last week, spreads on the Morningstar Corporate Bond Index, an investment - grade corporate bond gauge, and the BofA Merrill Lynch High Yield Master Index, shoCorporate Bond Index, an investment - grade corporate bond gauge, and the BofA Merrill Lynch High Yield Master Index, shot higBond Index, an investment - grade corporate bond gauge, and the BofA Merrill Lynch High Yield Master Index, shocorporate bond gauge, and the BofA Merrill Lynch High Yield Master Index, shot higbond gauge, and the BofA Merrill Lynch High Yield Master Index, shot higher.

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.

With the exception of the very front end of the yield curve, Canadian government bond yields declined, as did spreads on investment grade corporate bonds.

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.

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.

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

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 %.

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 iCorporate 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 icorporate credit, which offers north of 600 bps in spread.

As of Feb. 5, 2018, investment - grade spreads had tightened 6 bps and were more than 110 bps tighter compared with February 2016, as measured by the S&P 500 Investment Grade Corporate Bond Index.

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.

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.

The premium paid on CMBS rated BBB -, the lowest investment - grade level before junk, has tumbled 105 basis points over the last month, more than 10 times the spread compression of investment - grade corporate bonds, Edward Reardon and Simon Mui wrote in a note dated Aug. 2.

In October, U.S. Treasury yields declined 23 basis points on a year - over-year basis, while corporate debt on the low end of the investment grade spectrum increased more than 65 basis points, nearly a 90 basis point increase in the spread between U.S. Treasuries and the low - end of investment grade corporate bonds.