Weekly Relative Spread Change
Jan-27 08:39By: Francois Kotze
Link - Weekly Relative Spread Changes 20250127.pdf
We have put together a new weekly publication, ranking the top 10 best and worst performing bonds by sector.
The bonds are ranked according to an MNI relative value estimate, based on the spread moves of similarly rated bonds throughout the week. The report shows this weekly relative spread change as well as the absolute weekly spread change and a 90 day spread Z-score. Any ratings changes for the listed bonds will also be highlighted.
