Search Results for: spread

Historical CCC Junk Bond Spreads CCC junk bond spreads are at lowest levels since 2007, thanks to the Fed’s low-rate policies. Image: BofA Global Investment Strategy

Performance – S&P 500 Banks vs. S&P 500 and 2-10 Year Spreads Historically, banks tend to outperform the S&P 500 in periods of modest inflation. Image: BofA Global Research

Performance – Rolling 3-Month Total Return Spread: Zombie Companies – S&P 500 Is zombie companies’ outperformance over? Image: Arbor Research & Trading LLC

AAII U.S. Investor Sentiment Bull – Bear Spread Are stocks calling for caution, as U.S. individual investors remain very bullish? Image: The Daily Shot

Euro to U.S. Dollar (EUR/USD) and 10-Year Spread (Leading Indicator) The 10-year spread (Euro vs. U.S. dollar swap rates) tends to lead EUR/USD by 22 days. Image: Nordea and Macrobond

U.S. Yield Curve – Spread Between the 10-Year and 2-Year Treasuries A steepening yield curve suggests a stronger economic growth and rising inflation. Image: CNBC

U.S. Dollar and Federal Reserve – ECB Shadow Rate Spread Is the U.S. dollar finding a support, as it tends to track the Fed – ECB shadow rate spread? Image: Arbor Research & Trading LLC

Coronavirus – EM High Yield Spread The coronavirus pandemic has left credit spreads at distressed levels for a number of EM high-yield sovereigns. Image: Goldman Sachs Global Investment Research

Volatility – IG Credit Spreads vs. VIX IG credit spreads could suggest that VIX should be at 20. Image: BofA

Credit Spreads and U.S. Labor Market Despite the Fed’s support, credit spreads remain above their pre-COVID-19 levels and may be taking a cue from the U.S. labor market. Image: Morgan Stanley Wealth Management