The document discusses the high volatility in the US credit market following a global risk asset shake-up. It highlights the failure to price equity ETFs, the VIX index's behavior, and the widening of credit spreads. The document also notes significant outflows from the HY market.
documents/vol00010-efta01362027-pdf.pdf
{"title":"US Fixed Income Weekly","key_people":["Oleg Melentyev","Daniel Sorid"],"document_date":"2016-09-04","document_type":"correspondence","key_locations":["United States"],"key_organizations":["Deutsche Bank"]}