Weekly Relative Spread Change

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Feb-03 08:31By: Francois Kotze

Link - Weekly Relative Spread Changes 20250203.pdf

Weekly publication highlighting the top 10 best and worst performing bonds by sector, ranked by relative spread move.

The bonds are ranked according on their spread moves over the past week relative to spread moves of similarly rated bonds. The report shows this weekly relative spread change as well as the absolute weekly spread change and a 90 day spread Z-score. Any ratings changes for the listed bonds will also be highlighted.