anyone watch the corp/treasury spreads?

Discussion in 'Financial Futures' started by oldschool, Oct 21, 2007.

  1. If you do, could you post a current chart or a link?

    ...also if someone could point to emerging mkts spreads, that would be also greatly appreciated. :D

    thanks and i promise to post something worthwhile at some point. :eek:
  2. jrkob


  3. Thanks for the info.

    When I went to the site, I noticed the charts are very short term.
    Do you know of charts that go back a few years?
    Preferably 10 yrs or more?

    Thanks again...
  4. jrkob


    each index roll over every 6 months, and the most populars, CDX and iTraxx have been created, if I remember correctly, in 2004 or something along those lines.
    So there will be no 10y historical.
  5. jrkob


    JPM has an index called "JPMorgan Emerging Markets Bond Index Plus EMBI + Sovereign Spread".

    My Bloomberg subscription restricts me from accessing the datas but may be you can check JPM's website and get them there.
  6. I looked around and did find a recent chart, but once again, nothing longterm.

    When I had my bloomberg terminal, I used to plot my own spreads.
    That thing is a beast of a research tool.
    I doubt most users utilize even half of its capabilities.

    Thanks for the help and make $.