Expanding the Client Network slide image

Expanding the Client Network

Estimated Market Share Market Conditions and U.S. Credit LIQUID U.S. CORPORATE INDEX (LUCI) Benchmark Spreads (bps) 210 190 170 150 130 110 90 70 50 Benchmark Spreads* ил 212 2Q12 2Q13 2Q14 2Q15 2Q16 Source: Credit Suisse Global Credit Strategy *Data based on quarterly average 2Q17 3-Month Rolling Volatility 12.8 6.4 3.2 1.6 0.8 0.4 0.2 0.1 2Q18 2Q19 COMPOSITE CORPORATE BOND ESTIMATED 2Q20 MARKET SHARE¹ 25.0% 20.0% 15.0% 10.0% 5.0% 2Q16 3 Month Rolling Volatility (% log scale) U.S. HIGH-GRADE & U.S HIGH-YIELD TRACE VOLUME U.S. High-Grade U.S. High-Yield Q2 YoY Change HG TRACE: 5% HY TRACE: -1% 3,000 2,500 2,000 1,500 1,000 500 Volume (in $ billions) Source: BondTicker 10-YEAR & 2-YEAR TREASURY YIELD & MKTX U.S HIGH-GRADE WEIGHTED AVG. YEARS TO MATURITY 10Y TSY -Weighted Avg. Years-to-Maturity New Record -2Y TSY 3.5% 20.2% 3.0% 2.5% 15.6% +460 bps Improvement from Pre-Pandemic Levels Treasury Yield 2.0% 1.5% 1.0% 0.5% Source: Federal Reserve 1. Composite corporate bond estimated market share is defined as combined estimated market share across U.S. high-grade (derived from FINRA TRACE-reported data), U.S. high-yield (derived from FINRA TRACE-reported data), emerging markets (derived from FINRA TRACE-reportable emerging markets volume only) and Eurobonds (derived from MarketAxess TRAX data which is estimated to represent approximately 75% of the total European market) product areas. Note: Data based on quarterly average X Market Axess® 1Q19 2Q19 3Q19 4Q19 1Q20 2Q20 3Q20 4Q20 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 11.0 10.5 10.0 9.5 9.0 8.5 8.0 7.5 7.0 Weighted Avg. Years-to-Maturity
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