High Yield News

Global High Yield Option Adjusted Spread

Global High Yield Option Adjusted Spread

Wednesday, August 1, 2007

US HY MARKET LAB (CLOSING PRICES AS OF 7/31) +0.25bp

Total HY trading volume by par value traded                    5.741 bln
# HY issues reported on TRACE 4.709
avg. price change since last close 0.25
# issues with price changes to last cls (% of reported) 1.134 (24 %)
# issues closed higher than last cls (% of changed) 636 (56 %)
# issues closed lower than last cls (% of changed) 498 (43 %)
# issues traded in last session (% of reported) 1.209 (25 %)
# issues with price activity in last session (% of reported) 790 (16 %)
# tickets in last session 5.725
# closed in upper half of session prx range (% of changed) 418 (52 %)
# closed in lower half of session prx range (% of changed) 372 (47 %)

issue with largest price range in last session GM 7.4 1.9.2025 (9.8)
most active issue in last session (# of trades) GM 8.375 15.7.2033 (90)

Have a good day... Guenter & Stefan

http://www.highyieldblog.com/

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