Credit market indicators – Nov 30th

as of 10:45a eastern: Indicator value (chg) TED Spread 53 (+2) LIBOR-OIS 53 (-19) USD 2yr Swap Spread 39 (-14) US Inv Grd Baa/10yr UST Spread 313 (+1) EUROZONE: German 10yr note 2.29% (-2) France 10yr note 3.40% (-18) Italy 10yr note 7.06% (-14) Spanish [...]

Credit market indicators – Nov. 28

as of 11:20a eastern: Indicator value (chg) TED Spread 51 (+1) LIBOR-OIS 72 (-2) USD 2yr Swap Spread 53 (-1) US Inv Grd Baa/10yr UST Spread 312 (-4) EUROZONE: German 10yr note 2.31% (+4) France 10yr note 3.58% (-12) Italy 10yr note 7.20% (-10) Spanish [...]

Credit market indicators – Nov 25…

as of 10:40a eastern: Indicator value (chg) TED Spread 50 (+1) LIBOR-OIS 74 (0) USD 2yr Swap Spread 54 (0) US Inv Grd Baa/10yr UST Spread 316 (-2) EUROZONE: German 10yr note 2.27% (+7) France 10yr note 3.70% (-2) Italy 10yr note 7.30% (+19) Spanish [...]

Credit market indicators – Nov 23…

as of 11:35a eastern: Indicator value (chg) TED Spread 49 (0) LIBOR-OIS 74 (+2) USD 2yr Swap Spread 54 (+2) US Inv Grd Baa/10yr UST Spread 318 (+2) EUROZONE: ———————– Italy 10yr note 6.96% (+14) Spanish 10yr note 6.65% (+5) German 10yr note 2.14% (+21) Ireland [...]

Nov 22 – credit market indicators …

as of 11:45a eastern: Indicator – value (chg) ————————————————– TED Spread 49 (0) LIBOR-OIS 72 (-1) USD 2yr Swap Spread 52 (0) US Inv Grd Baa/10yr UST Spread 316 (-3) Italy 10yr note 6.82% (+16) Spanish 10yr note 6.60% (+5)

credit indicators update…

as of 11:30a eastern time (chg): TED Spread 49 (0) LIBOR-OIS 73 (+2) USD 2yr Swap Spread 52 (+1) US Inv Grd Baa/10yr UST Spread 319 (+8) Italy 10yr note 6.66% (-1) Spanish 10yr note 6.55% (-21)

quick look at some credit stress indicators

Some of the key credit market stress indicators we are watching – values taken 10:45a eastern time on Friday … TED Spread — 49 LIBOR-OIS — 71 USD 2yr Swap Spread — 51 US Inv Grd Baa/10yr UST Spread — 311 Italy 10yr note — 6.67% Spanish 10yr note — 6.76%

FOMC statement–November 2, 2011

FRB: Press Release–Federal Reserve issues FOMC statement–November 2, 2011.

November 2011 edition now online

The November 2011 edition of the Brinker Fixed Income Advisor is now available for subscriber download at BrinkerAdvisor.com