Tag Archives: Credit Default Swaps

CDS SOVS

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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 leg of aggressive widening in SOV CDS with UK out 20bps, Ireland out 40bps, Portugal/Spain/Italy/Greece out 15/20bps! Seen small buying flows in Belgium/Austria & Italy.


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Re: Fed swaps up $85.6 to $628B

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(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 swaps up $85.6 to $628B.
>   


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