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