Investing Glossary Generic Credit spread credit rating

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Investing Glossary: Generic credit spread

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Term:

Generic credit spread

Definition:

Refers to the corporate Bond spread for a particular Credit rating and expiry. For example, 10-year single A corporates were priced or Trading at 130 Basis points above Treasuries last night, or said diffrently, 130 is the generic Credit spread for 10-year single A corporates.

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02/09/2012 - SV1n