Sentences with phrase «historical average spreads»

Both current and historical average spreads are clearly outlined, which should quell some traders concerns over hidden fees.

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.

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.

US corporate spreads narrowed modestly over the three months since the last Statement, from levels already well below historical averages (Graph 16).

But even within the past few months, spreads between investment - grade corporates and Treasuries remain above historical averages.

Most are now vastly more expensive, trading at spreads or valuations considerably richer than historical averages.

They assume brokerage fee 0.20 % and bid - ask spread 0.15 % (based on historical average) to estimate trading frictions.

This 5.2 % yield spread is well into the top decile of the historical range and well over the historical average of 3.9 %.

Fitch assumed excess spread to be the lesser of the average historical excess spread (earning on the assets minus interest payments to bondholders and fees) and the most recent 12 - month average excess spread, and applied that same rate over the stressed projection of remaining life.

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.

Recent quantitative easing measures announced by the European Central Bank are expected to drive spreads towards historical averages.