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Widening Spreads

Slowly but firmly, #highyield spreads are going up. It reflects the tightening economic environment, investors risk apetite and liquidity conditions. It is also an important indicator for the #federalreserve to decide wether their tightening has gone too far. The spread price dynamic usually starts with slow and steady ramp up, until it reacts abruptly to an event, such as a big default, negative economic news, such as negative gdp, or simply lack of liquidity. Then, it goes vertical. In the past, the high yield market has offered #interestrates risk protection through high coupons, able to withstand the whiplash effect of the yield curve. This time, thanks to the low interest rate environment, coupons are lower than in prior cycles and durations are longer. It’s definitely an indicator to keep a close eye on.


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Source: Bianco research.



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