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Investors rushed out of junk-bond ETFs in May

Published 06/02/2017, 07:49 AM
© Reuters.  Investors rushed out of junk-bond ETFs in May
BARC
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CIK
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DHY
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EAD
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NHS
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PHF
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HYLD
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HYG
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JNK
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SJB
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ACP
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DSU
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FHY_old
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HIX
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HYT
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JQC
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MCI
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PHT
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  • The iShares iBoxx High-Yield Corporate Debt ETF (NYSEARCA:HYG) saw $1.5B of outflows last month - the most in a year. Short interest also rose to its highest level of the year.
  • The SPDR Bloomberg Barclays (LON:BARC) High-Yield Bond ETF (NYSEARCA:JNK) suffered $424M in outflows, bringing the three-month total to $1.4B. Short interest also hit the year's high.
  • Both funds are higher by just over 2% for the year (this doesn't included dividends).
  • The outflows are rekindling old worries that ETFs could be the tail wagging the dog, i.e. that a liquidity crunch for the funds could trigger a need to sell paper, causing price declines, more outflows, more sales ...
  • So far, at least, those concerns have proven to be overblown. Bid-ask spreads continue to narrow, and liquidity has remained robust even amid massive withdrawals - witness the easy functioning of the market when HYG was hit with $1B of outflows in early November.
  • Source: Cecile Gutscher and Sid Verma at Bloomberg
  • ETFs: HYG, JNK, HIX, DHY, HYLD, PHT, EAD, HYT, JQC, CIK, DSU, SJB, NHS, ACP, PHF, FHY, MCI
  • Now read: 'I Told You So': A 'Crude' Awakening


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