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by TradingView. Corporate Credit Conditions: Part 4 In part 4 we look at the all in yield of investment grade IG and high grade HY credit, and why, despite OAS spreads resting at long term median, there still may be considerable investment value in the all-in-yields of short to intermediate maturity IG notes and ETFs.

Understand, this discussion does not constitute an investment recommendation, only an illustration of a portion of my corporate investment and evaluation process. The yield of a corporate security is primarily comprised of two elements, the base rate and the credit spread. The base rate is the treasury rate either real or extrapolated at the matched point of the yield curve and the credit spread is the compensation for the higher default risk and the occasional periods of higher than normal volatility.

The combination of the two is the all-in-yield. In other words, when you purchase a corporate bond, you receive a base rate the risk free treasury rate instrument with a compensatory credit spread. In most periods, the yield premium serves to reduce the volatility of the corporate compared to the treasury. In other words, corporate returns are generally driven by changes in treasury rates. There are exceptions. In all-in-yields rose sharply to all-time highs even as rates fell.

In this period, the widening was entirely due to widening credit spreads rather than rising rates. The sharply wider credit spread reflected fear of massive defaults which were not realized.

Currently the ICE BofA Investment Grade Corporate Index C0A0 all-in-yield is 6. This for an index with an 8.

This is the highest all-in-yield since June and picks up roughly basis points bps to the duration matched point on the Treasury curve extrapolated from the US Treasury daily par curve. When adjusted for expected default and downgrade risk, the all-in-yield is attractive, even given the growing evidence of a new downgrade cycle. Unfortunately, the index and LQD has a duration over 8 years.

Clearly, an investment in the IG index has a tremendous amount of rate risk. Unless you believe that yields and spreads have peaked, there is considerable risk in the trade. Due to the flatness of the curve, front end corporates with their much shorter durations offer much better risk reward profile.

For instance, the effective yield of the year investment grade index CVA0 is 5. If the combination of five year rates and spreads increase bps over the next year, the Anything less than a cumulative bps would produce a positive nominal return. High yield with its shorter duration roughly 4 years and at major resistance in the 9. The beginning yield of 9. Extrapolated over two three and five year periods, losses and defaults would have to be extreme to create negative period returns.

Once a fundamental relative value proposition is reached, traditional technical tools can be employed to design a trade and set risk management levels. Throughout this series we have made the case that the largest driver of corporate returns is the change in treasury rate. Begin by assessing the treasury charts in this case 2 and 5 year Treasuries. After assessing those charts, move to more specific corporate charts. Begin by looking at broad index yield and OAS charts and then drop directly to charts that more closely resemble the proposed trade in terms of duration and credit quality.

There are investment grade and high yield ETFs and funds available in most ratings and maturities. Good Trading: Stewart Taylor, CMT Chartered Market Technician Taylor Financial Communications Shared content and posted charts are intended to be used for informational and educational purposes only.

The CMT Association does not offer, and this information shall not be understood or construed as, financial advice or investment recommendations. The information provided is not a substitute for advice from an investment professional. The CMT Association does not accept liability for any financial loss or damage our audience may incur.

My initial idea on 16 Nov. was for RSI to move higher from 35 as price rose. Instead RSI fell and stayed below 40 for two days remember this is a 30m frame , until the green candle in the final Friday hour.

Price continued to gradually rise over the next four days. However looking at RSI below 30 on 9 Nov, I expected it to stall under 65 for a reversal. Now price has returned to make new lows but closed above , which is a good sign. I am looking for a candle close over the downtrend line, ideally early Monday, that pulls RSI over If price spends time struggling under during the first half of Monday or quickly makes a new low, then this trade design is completely negated and I may look for puts down to by OptionsRising.

Money markets shed about 30bsp off the implied terminal rate. As a result of this the USD saw intense selling but has largely stabilized this week. The data will lead the Fed, which means the data is what we should follow for high probability short-term directional flows for the USD.

POSSIBLE BULLISH SURPRISES With the Fed signalling a data dependent policy stance, we expect a cyclical reaction from the USD with incoming US data. Thus, extremely good growth, inflation or jobs data is expected to trigger short-term bullish reactions in the USD. POSSIBLE BEARISH SURPRISES With the Fed signalling a data dependent policy stance, we expect a cyclical reaction from the USD with incoming US data.

Thus, extremely bad growth, inflation or jobs data is expected to trigger short-term bearish reactions in the USD. Any big concerns about growth from Fed speakers could trigger outflows. BIGGER PICTURE The fundamental outlook for the USD remains bullish as long as the Fed stays aggressively hawkish and cyclical concerns put pressure on risk sentiment.

Thus, in the current context, we prefer trading the USD in the short-term with scalps out of key US economic data points. by thunderpips. provides seaborne transportation solutions in the dry bulk sector. The firm's vessels transport major bulks, which include iron ore, minerals and grain, and minor bulks, which include bauxite, fertilizers and steel products. SBLK has a VERY STRONG quantitative fundamental score Greater than 8 with great analyst prospects Strong Buy and Hold ratings.

Furthermore, SBLK has an awesome dividend pay out 2. Therefore, this SBLK long play has deep-value at the price levels from 9. In this idea, we have a deep-crab pattern and bat-pattern showing us that price should reverse between 9. I expect price to reverse right at 9.

Infact, many philanthropes unlike Jeff Bezos 's ex wife whom you probably don't even know about will only donate when the camera's are on. This is best way to keep it relevant, support me, keep the content here free and allow the idea to reach as many people as possible. I have 3 board exams on financial markets and studied economics from a top tier university for a year. Let's take a closer look at the intricacies. The news flows may change as we head into what will be a big December by way of event risk— bad US data will impact the right-hand side of the smile and weaken the USD, especially if the US labour market shows real signs of cooling and core CPI undershoots again. Some technical analysts use subjective judgment to decide which pattern s a particular instrument reflects at a given time and what the interpretation of that pattern should be. Foreign Exchange Futures On May 16, , IMM simultaneously launched seven futures contracts based on the US dollar exchange rates to British Pound CME:6B1!

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