Thursday, December 04, 2008

High Yield Credit Spreads Out of Control

If you're a company with less than perfect credit looking to borrow money, hopefully you have made other plans. As shown below, based on data from Merrill Lynch, high yield spreads keep rising and have shown no signs of letting up. As of Wednesday's close, the spread between high yield debt and comparable Treasuries is 2,039 basis points. As shown in the chart below, spreads are well into record territory and the rate of increase has turned parabolic. Additionally, since bottoming in June 2007, high yield spreads have increased by nearly 750%.

With the 10-Year Treasury currently yielding about 2.65%, high-yield borrowers currently have to pay nearly 23% per year to borrow money for a ten-year period. It's going to take pretty high margins to maintain profitability in this kind of environment.

High Yield Spreads 120408

High Yield Spreads 120408a

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Lunch is for wimps

Lunch is for wimps
It's not a question of enough, pal. It's a zero sum game, somebody wins, somebody loses. Money itself isn't lost or made, it's simply transferred from one perception to another.