High Yield News

Global High Yield Option Adjusted Spread

Global High Yield Option Adjusted Spread

Tuesday, July 31, 2007

US HY MARKET LAB (CLOSING PRICES AS OF 7/30) -0.39bp

Total HY trading volume by par value traded                    4.734 bln
# HY issues reported on TRACE 4.709
avg. price change since last close -0.39
# issues with price changes to last cls (% of reported) 1.043 (22 %)
# issues closed higher than last cls (% of changed) 458 (43 %)
# issues closed lower than last cls (% of changed) 585 (56 %)
# issues traded in last session (% of reported) 1.123 (23 %)
# issues with price activity in last session (% of reported) 733 (15 %)
# tickets in last session 5.213
# closed in upper half of session prx range (% of changed) 450 (61 %)
# closed in lower half of session prx range (% of changed) 283 (38 %)

issue with largest price range in last session GM 8.375 15.7.2033 (14.5)
most active issue in last session (# of trades) GM 8.375 15.7.2033 (122)

Have a good day... Guenter & Stefan

http://www.highyieldblog.com/

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