Search Results for: spread

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

High-Yield Option-Adjusted Spread and Banks Reporting Tightening C&L Loan Standards Banks are tightening lending standards amid uncertain economic outlook, while credit spreads have largely normalized. Image: Goldman Sachs Global Investment Research

High Yield Spread vs. U.S. Default Rate Current high yield spreads are predicting decline in U.S. default rates. Image: BofA Global Investment Strategy

U.S. Corporate High Yield Bond Spreads A breakthrough in the 200-day moving average has historically been bullish for high yield. Image: Morgan Stanley Wealth Management

S&P 500 vs. Investment Grade Spread Will the gap close between the S&P 500 and the IG spread? Image: Credit Suisse

Bank to IG Index Spread Ratio and Bank to S&P 500 Ratio Are U.S. bank stocks a buying opportunity, despite Warren Buffett’s selloff? Image: Goldman Sachs Global Investment Research

VIX vs. IG Credit Spread and S&P 500 This chart shows that the VIX has realigned with the IG credit spread, but not with the S&P 500. Image: Deutsche Bank