Sov CDs Archive

SOV CDS Indicative Level

[Skip to the end] SOV CDS Indicative Levels Country 5yr CDS/10yr CDS Change Curve Euro/USD Austria 242/262 -5 -20/-5 8/18 Belgium 137/147 -3 -10/-2 6/12 Finland 78/88 -2 -3/0 4/9 France 83/93 -5 -4/0 5/10 Germany 80/90 -3 -4/0 5/10 Greece 240/265 unch -25/-8 9/20 Ireland 330/360 -10 -30/-10 10/22 Italy 184/194 ...Read More

SOV CDS Indicative Level

[Skip to the end] Starting this week off higher as equity markets sag. Systemic risk in the eurozone remains elevated. Wide spreads in the US, UK, Sweden, etc. show markets misunderstand the risks of governments with their own non-convertible currency and floating FX policy. SOV CDS Indicative Levels Country 5yr CDS/10yr CDS ...Read More

SOV CDS Indicative Levels

[Skip to the end] Thanks! Germany and France touch 100, up from 5 cents not long ago and climbing rapidly. Ireland on the verge of going parabolic. SOV CDS Indicative Levels Country 5yr CDS/10yr CDS Austria 235/260 -10/0 Belgium 143/153 -5/0 Finland 80/95 -1/+2 France 88/100 -3/0 Germany 88/100 -1/+1 Greece 240/270 ...Read More

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: Sov CDS: ny open 15Jul08

[Skip to the end] (an email exchange) >    On Tue, Jul 15, 2008 at 11:03 AM, Mike wrote: > >    Should we be looking at selling protection on USTs for 20bps? > makes sense And makes even more sense for the Fed to be selling it: free money (really sort of a tax for ...Read More