Euro Post-Roll CDS Update: Grind Wider Continues With Flare Ups In Austria, Spain

Tyler Durden's picture

The contagion is getting every closer to the core, with risk in Italy (+6) and Spain (+11) getting ever closer to Austria (+5), Germany (+1) and the UK (+0.5). Also, some rumbling out of ironclad Scandinavia with Finland +7 to 81.75 bps.

                        5Y.               10Y.             5s/10s
ITALY           514/524  +6       489/503      -28/-14                            
SPAIN          424/434  +11      399/415      -25/-11                           
PORTUGAL  1120/1170 -5       870/940     -270/-210                           
IRELAND      775/825  0         590/660     -205/-145                          
GREECE        55/59   0            56/60        -0.5/2.5
BELGIUM      269/279  -1       264/278        -8/2                              
FRANCE       186/189  +1       198/204       11/16                             
AUSTRIA     149/155  +5.    165.5/173.5   15/20                             
UK              83.5/86.5 +0.5   99.5/104.5    15/19                             
GERMANY    93.5/96.5 +1    111.5/116.5    16/20