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U.S. corporate junk-bond spread narrows, lowest since 2007

Published 06/17/2021, 02:32 PM
Updated 06/17/2021, 02:36 PM
© Reuters. FILE PHOTO: Floor traders work space is seen on the trading floor after the closing bell at the New York Stock Exchange (NYSE) in New York, U.S., March 19, 2020. REUTERS/Lucas Jackson
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CHICAGO (Reuters) - The yield spread between junk-rated corporate bonds and U.S. Treasuries tightened further late on Wednesday, falling to its lowest level in more than a decade as yield-hungry investors snapped up risky debt.

On the ICE (NYSE:ICE) BofA U.S. High Yield Index, a commonly used benchmark for the junk bond market, the spread dipped to 312 basis points, the lowest since July 2007. That was down from the prior day's 317 basis points, which was the lowest since October 2018.

The narrowing of spreads, which refers to the interest rate premium investors demand to hold corporate debt over safer Treasuries, comes as low-yielding government debt is driving money into riskier securities.

© Reuters. FILE PHOTO: Floor traders work space is seen on the trading floor after the closing bell at the New York Stock Exchange (NYSE) in New York, U.S., March 19, 2020. REUTERS/Lucas Jackson

The yield spread on the ICE BofA U.S Investment Grade Index has also contracted, reaching its lowest level since February 2007 this week.

The last time junk-bond spreads were this low was in July 2007, not long before the global financial crisis totally upended the perception of risk, catapulting the high-yield premium over Treasuries above 2,000 basis points by December 2008 and the investment-grade corporate bond premium above 600 basis points.

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