Overview
Universe snapshot, model fit, and the most mispriced bonds in scope.
Quick views
Spread vs duration
Open full chart →In scope
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Held WNBF
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R²
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model fit
IG / HY
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Baa3+ is IG
Largest cheap
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Largest rich
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Cheapest in view
0| Bond | R | +bp |
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Richest in view
0| Bond | R | −bp |
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RVM grid
Model fair spread (bp) at each rating × duration cell as of —.
Click highlight cell on scatter
Drag filter to range
Double-click filter to one cell
Shift+drag extend range
Live preview
0Spread vs duration
Actual OAS plotted against duration, coloured by cheapness. Reference curves are anchored to the average rating of the filtered set. Click a marker to drill in.
Opportunities
Full cheap and rich lists. Per-issuer cap stops a single ticker dominating.
Cheapest
0| Bond | Country | R | Dur | OAS | Fair | +bp | Ret |
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Richest
0| Bond | Country | R | Dur | OAS | Fair | −bp | Ret |
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No bond selected
Click any marker on the scatter, a row in the Opportunities table, or a cell on the RVM grid.
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Today
Actual OAS
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Fair
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Residual
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Expected return
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Static
Rating
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Notches
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Duration
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Maturity
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Credit profile
Select a bond to load the credit profile.