Stats › Valorisation › March 2020 bonds
Immediate execution in corporate bonds cost over 250 basis points in March 2020
Corporate bond transaction costs in basis points. Agency execution means the dealer finds a counterparty and the customer waits. Immediate execution means the dealer takes the bond onto its own balance sheet. The final bar is a floor: the source reports the peak as more than 250 basis points.
Immediate execution in corporate bonds cost about 100 basis points by 9 March 2020 and more than 250 at the peak the following week, against a pre-crisis agency cost of about 8. Fed eligible bonds saw costs fall about 50 basis points more than ineligible ones.
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