US corporate bonds spreads mixed

14 Feb, 2010

US corporate bonds were mixed on Friday, with spreads on higher-quality names steady while the rest of the market widened on weak consumer sentiment data and ongoing concerns over sovereign risk, traders said. A move by China to restrict bank lending also put pressure on some corporate bond spreads as investors worried about the impact of the move on global growth, strategists said.
"The risk is really just will that eventually cause a world-wide economic slowdown, because they're obviously one of the biggest economies in the world," said Arnold Espe, vice president of fixed-income research with USAA Investment Management Co in San Antonio, Texas. The main index of investment-grade credit default swaps widened by about one basis point to 99 basis points, according to Markit Intraday.
Investment-grade corporate bond spreads have crept wider for four straight weeks, ending on Thursday at 191 basis points over Treasuries, their widest level since December 29, according to Merrill Lynch indexes. Concerns over sovereign risk have contributed to the spread widening, but the flare-up will not likely derail the bull market in US corporate bonds, Espe said.
"There's been over the last month a flight to quality - nothing like we saw in 2008, but just a mini version of that - so any risk assets have been correcting," he said. "I think there's still value in the corporate bond market." In one sign of the market's jitters, investors pulled a net $984 million out of US junk bond funds for the week ended Wednesday, the largest outflow since the week ending September 28, 2005, when there was $1.32 billion in outflows, according to data from LipperFMI, a Thomson Reuters service.
Pressured by concerns over whether debt problems in Europe would slow economic growth, junk bond spreads have widened by nearly 100 basis points since mid-January to 698 basis points over Treasuries, according to Merrill Lynch indexes.
"There's been weakness in almost every sector of the high-yield market," said Christopher Munck, high-yield trader at B. Riley & Co in Los Angeles. A few distressed names, however, such as Blockbuster and MGM, started attracting some interest in recent days after their bonds had cheapened, he said.
High-yield bonds have posted a 1.8 percent loss in February to date, leaving returns for the year in the red at negative 0.3 percent. With investors pulling cash out of the market, six borrowers postponed new issues this week, according to IFR, a Thomson Reuters service. Less attractive pricing was the reason for most of these deals being delayed, as issuers would have had to offer 50 to 200 basis points higher yields than their initial expectations, IFR said.

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