European CDS Rerack #1

Tyler Durden's picture

The European CDS rollercoaster has troughed. And now it goes back up...

Sovereigns:

                                               5Y                          10Y                5/10's                        

  • ITALY                         429/437  +11            415.5/429.5       -16/-1                           
  • SPAIN                        361/369  +10              345/361          -13/-3                           
  • PORTUGAL                 1100/1140  +30          835/905        -280/-220                         
  • IRELAND                    725/755  +25             575/645        -160/-100                         
  • GREECE                     59.5/61.5  -0.5          59.5/63.5       -0.5/2.5
  • BELGIUM                    289/299  +7               286/300          -6/4                           
  • FRANCE                     167.5/170.5 +3        181.5/191.5       15/20                           
  • AUSTRIA                    154/162  +4            167.5/177.5       12/17                           
  • UK                             84.5/87.5  +2              99/105          14/18                           
  • GERMANY                   88/91    +0.5          106.5/112.5       17/21

 

Indices:

  • SOVX          317/321  0
  • XO              745/749 +5 
  • MAIN        174.5/175.5 +3
  • SEN 16:      236/239 +6.3                 
  • SUB 16:  465/475 +1.8