Credit Default Swaps Archive

CDS SOVS

[Skip to the end] RBS SOVEREIGN $$ CDS Indicative levels Reference Entity 5 yr 10 yr Germany 53/63 55/65 France 57/67 59/69 Austria 145/160 142/156 Ireland 275/310 270/308 Italy 175/195 175/195 Netherlands 110/128 110/130 Greece 285/310 280/280 Belgium 110/135 108/133 Spain 140/155 138/152 Portugal 138/152 133/150 UK 130/140 120/145   ** Another ...Read More

Re: Fed swaps up $85.6 to $628B

[Skip to the end] (email exchange) Thanks, way up! Probably means USD credit is tightening up for non-US institutions, and maybe the unlimited lines are starting to get used for a lot more than just funding previously existing assets. >    >   On Fri, Dec 12, 2008 at 9:53 PM, Cesar wrote: >    >   Fed ...Read More

CDS Update

[Skip to the end] Credit Default Swaps 5 Yr. CDS Jan. 1, 2007 Jan. 1, 2008 March, 14 2008 Sep. 26, 2008 Oct. 20, 2008 Germany 2.5 5.5 9 9 24.5 France 2.5 6.5 -13 12.5 33.5 Belgium 3 13 27.5 21.5 50.5 Spain 3.5 17.5 45.5 40 72 Italy 8.5 20.5 ...Read More