59) Over the Past Three Months, How Have Liquidity and Functioning in the High-Yield Corporate Bond Market Changed?| Answer Type: Deteriorated Considerably

SFQ59TNNR • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

0.00

Year-over-Year Change

N/A%

Date Range

10/1/2011 - 4/1/2025

Summary

Tracks the liquidity and functioning of high-yield corporate bond markets. Provides critical insight into financial market stress and credit market conditions.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

This indicator measures changes in corporate bond market dynamics. It helps economists assess potential financial system risks and market sentiment.

Methodology

Collected through Federal Reserve survey of financial market participants and institutions.

Historical Context

Used by policymakers to monitor potential credit market disruptions.

Key Facts

  • Indicates corporate bond market stress levels
  • Critical for understanding credit market conditions
  • Reflects financial institution perspectives

FAQs

Q: What does a deterioration in high-yield bond market liquidity mean?

A: It suggests increased market stress and potential challenges in corporate credit availability. Indicates potential economic headwinds.

Q: How often is this data updated?

A: Typically updated quarterly through Federal Reserve surveys. Provides timely market condition snapshots.

Q: Why do investors care about high-yield bond market liquidity?

A: It signals potential investment risks and overall corporate financial health. Helps predict potential economic contractions.

Q: Can this indicator predict economic downturns?

A: It can be an early warning sign of potential financial market stress. Not a definitive predictor, but valuable diagnostic tool.

Q: How do market participants use this data?

A: Used for risk assessment, investment strategy, and understanding broader market conditions.

Related Trends

52) Over the Past Three Months, How Have the Terms Under Which High-Grade Corporate Bonds Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 2. Maximum Maturity. | Answer Type: Tightened Somewhat

SFQ52B2TSNR

79) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Lending Against Each of the Following Collateral Types Changed?| E. Non-Agency RMBS. | Answer Type: Decreased Considerably

SFQ79EDCNR

56) Over the Past Three Months, How Have the Terms Under Which High-Yield Corporate Bonds Are Funded Changed?| A. Terms for Average Clients | 2. Maximum Maturity. | Answer Type: Tightened Considerably

SFQ56A2TCNR

51) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| B. Interest Rate. | Answer Type: Increased Considerably

ALLQ51BICNR

71) Over the Past Three Months, How Has Demand for Funding of Cmbs by Your Institution's Clients Changed?| Answer Type: Decreased Considerably

ALLQ71DCNR

19) To the Extent That the Price or Nonprice Terms Applied to Mutual Funds, ETFs, Pension Plans, and Endowments Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 17 and 18), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 1. Improvement in Current or Expected Financial Strength of Counterparties. | Answer Type: First In Importance

CTQ19B1MINR

Citation

U.S. Federal Reserve, High-Yield Corporate Bond Market Liquidity (SFQ59TNNR), retrieved from FRED.