Historical Spreads

Posted on Wednesday, December 2, 2009

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With Agency MBS trading at Treasury levels and Investment Grade Credit spread at narrower levels than in June '08 (i.e. pre "system might crash"), I think the statement "we've come a long way in 12 months" is probably too much of an understatement.



Source: Barclay

Jake 03 Dec, 2009


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Source: http://econompicdata.blogspot.com/2009/12/historical-spreads.html
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