High Yield News

Global High Yield Option Adjusted Spread

Global High Yield Option Adjusted Spread

Thursday, August 2, 2007

US HY MARKET LAB (CLOSING PRICES AS OF 8/1) -0.42bp

Total HY trading volume by par value traded                    5.505 bln
# HY issues reported on TRACE 4.709
avg. price change since last close -0.42
# issues with price changes to last cls (% of reported) 1.024 (21 %)
# issues closed higher than last cls (% of changed) 410 (40 %)
# issues closed lower than last cls (% of changed) 614 (59 %)
# issues traded in last session (% of reported) 1.114 (23 %)
# issues with price activity in last session (% of reported) 753 (15 %)
# tickets in last session 5.156
# closed in upper half of session prx range (% of changed) 425 (56 %)
# closed in lower half of session prx range (% of changed) 328 (43 %)

issue with largest price range in last session GMAC 0 15.6.2015 (471.8)
most active issue in last session (# of trades) GM 8.375 15.7.2033 (70)

Have a good day... Guenter & Stefan

http://www.highyieldblog.com/

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