Sentences with phrase «spread widening»

The damage was decisively worse in the BBB - segment, with the spread widening at comparable levels throughout the six series: BBB - spreads came out by roughly 57 - 58 basis points for series 6 - 7, and 10 while those for series 8 - 9, and 11 inched out between 62 and 66 basis points, on the week.

If the PPP is rising, the median point falling and the compensation spread widening, the firm may be headed for challenging times.

The investor who bought at the issue spread of 125 bps in 1989 and sold at 425 bps in 1992 received additional spread of 3.75 % (3 years of 125 bps) versus Canada's, but had a price loss of about 21 % due to the spread widening for a total under - performance of Canada's of — 17.25 %!

The negative correlation of -0.66 between these two variables indicates that when the broad high yield universe benefited from spread tightening, the HYLV index underperformed the benchmark from spread changes, and that spread widening would have less downward impact on the HYLV index than the benchmark.

Well known fact: if a money fund experiences 20 % -30 % outflow at 60 - day WAM with spread widening of 300 bps it breaks the buck on marked - to - market.

Unlike recent index performance, January's and February's spread widening has crept into industry sectors other than energy and materials.

In 2017, high yield spreads (based on the Barclays High Yield Index) declined in 8 of 12 months, with relatively minor spread widening, 20 to 25 basis points (bps, or.20 to.25 percentage points) in March and August (see the chart below).

As monthly changes in credit spreads tend to be correlated, i.e. rising spreads in one month are often followed by a further rise the next month, spread widening often precedes equity market corrections.

With a USD / ZAR short position, a trader would have made even more profit than initially expected, with the interest rate spread widening from 4.35 % to 9.70 %.

UBS analysts pinpointed a key abnormality in last week's correction: «a U.S. equity decline of 7.4 %, as seen over the last five working days, has historically been associated with a high yield spread widening of 75 — 80 basis points... The actual move has only been 21 basis points.»

EM bonds also look like a relative bargain within fixed income after this year's spread widening.

More recently, cracks began to appear in the US growth theme and the pace of credit - spread widening accelerated, leading to an accelerated rise in the gold / commodity ratio.

That's one way to earn attractive yields while helping to minimize exposure to a turn in the credit cycle and a period of spread widening.

In 2017, high yield spreads (based on the Barclays High Yield Index) declined in 8 of 12 months, with relatively minor spread widening, 20 to 25 basis points (bps, or.20 to.25 percentage points) in March and August (see the chart below).

Deemed repatriation will be a focus of the front end and has the potential for some spread widening in 2018, depending on the timing and magnitude of tax payments from repatriated overseas profits.

Credit concerns multiplied, and spreads widened.

«Last year from a reported revenue point of view, we had a positive revenue as a consequence of our credit spreads widening.

«If there were greater worries about the economy or other downside risks, then we should have seen the dollar rise, credit and swap spreads widen, and emerging markets underperform.

The yield on the U.S. 10 year Treasury bond recently hit 9 - month highs and the 2s10s spread widened on news of the Bank of Japan trimming its long - dated bond buying program and questions around China's ongoing purchase of U.S. Treasuries (USTs) with its foreign - exchange reserves.

Credit spreads widen.

Now, thoughtful readers will recall that beginning in 2007, spreads widened significantly, peaking during the financial crisis at the end of 2008.

The high inflation seventies saw spreads widen considerably, reaching deep negative levels 3 times when the Fed jacked up short - term rates to reign inflation in.

As close as two months before the deal closed, the merger spread widened on credit concerns, causing Anheuser - Busch to sell at $ 64.86 a share, while the buyout offer stood at $ 70 a share.

The S&P / ISDA U.S. 150 Credit Spread Index has seen spreads widen by 56.52 % since July 2014.

You can see that back in the beginning of May when the Treasury rate got as low as 1.66 % the spread widened to 280bp because the loan rate was left at 4.5 %.

The credit default swap (CDS) market is beginning to show spreads widening for consumer discretionary entities which is a bad signal for the economy.

Credit spreads widening.

Speaking of the spread between the T10 and the ten year apartment loan rate, now that Continue reading Apartment Investment Loan Rates Drift Lower But Spread Widens

Now, thoughtful readers will recall that beginning in 2007, spreads widened significantly, peaking during the financial crisis at the end of 2008.

Private equity deals will likely continue to be made until something happens to disturb that gap, such as junk bond yield spreads widening or interest rates moving up, Levkovich said.

Speaking of the spread between the T10 and the ten year apartment loan rate, now that Continue reading Apartment Loan Rate Rises Faster than Treasuries as Spread Widens

The bid - ask spreads widen significantly as soon as we look outside the US at the average bid - ask spreads of non-US listed ETFs also tracking the S&P 500.

It's interesting that the spread plunged Continue reading Spreads Widen on 10 Year Apartment Investment Loan Rate, Trend or Seasonal?

The same can not be said for the S&P / ISDA CDS European Banks Select 15 Index whose spread widened by 35bps in tandem with the news of the banking crisis in Cyprus.

The spread widened slightly in 2018's first quarter, to 3.7 percentage points.

Spreads widen and slippage increases for both entries and exits.

Less than a year and a half later, in November 2008, the spread widened to almost 20 percentage points amid the panic selling of the financial crisis.

CDS «insurers» from the S&P / ISDA CDS U.S. High Yield OTR Index saw spreads widen only 26.07 % in the past 12 months, with the major discrepancy coming in 2015.

Junk bond holders have been beaten up by the one risk they did not want to see: credit spreads widening.

There may be instances when spreads widen beyond the typical spread.

It is not uncommon to see spreads widen particularly around rollover.

Meanwhile, the TED spread widened to over 400 basis points and has now retreated below 300 basis points (Figure 3).

The unsurprising result would be that the RAFI index should outperform the Merrill Lynch index when credit spreads widen, and underperform when spreads narrow.

CDS spreads widened further to Friday to 52.74 after ISDA's decision and the employment number failed to impress.

Since most mREITs use short term lending and roll it to buy 30 year loans, won't the spread widen and profitability improve?

If the creditworthiness recovers, though gains will be reversed, and good analysts should lower their future earnings estimates when bond spreads widen, to the degree that present gains are taken.

Value - at - Risk, and other systems that rely on liquid tradable markets fail when bid - ask spreads widen.

Similarly, fixed - income markets experienced losses for the quarter, as the yield on the 10 - Year Treasury soared nearly 20 % to a high of 2.95 % in late February.E Spreads widened and interest - rate - sensitive exposures declined in value.

It was notable that government bonds outperformed corporate bonds by a healthy margin as credit spreads widened.

There will be certain occasions when the Bid - Ask spread widens beyond the average market spread.