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

    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

    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

    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 $.