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September 16, 2011
New co-branded Standard & Poor’s ISDA CDS index
S&P’s current set of CDS indices will be rebranded as S&P/ISDA CDS Indices
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September 15, 2011
Growing gap between US vs. EU corporate CDS
The spread between European corporate CDS and American corporate CDS is at a record +61 bps right now compared to -42 bps in September 2008 when Lehman Brothers went bankrupt.
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September 14, 2011
French bank CDS rise to records
Investors fretting about French bank holdings of other European sovereign debts.
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September 13, 2011
CMA adds quanto CDS data
CMA has added support for quanto CDS spreads
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September 12, 2011
Fitch launches new CDS indices
Fitch just launched about 70 new credit default swap indices.
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September 9, 2011
CDS Seminar in New York on Oct.6
Structured Credit Investor is organizing a CDS seminar in New York in October for those interested in attending.
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September 8, 2011
Archstone in play
The ultimate buyer of Archstone, if there is one, could end up taking on a lot more debt to fund the purchase – and that could lead to CDS of the buyer rising higher.
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September 7, 2011
CDS bid-ask spreads triple
While equity markets may have backed off their volatility highs of earlier last month, credit default swap markets are seeing their volatility continue and bid-ask spreads have approximately tripled during the month of August.
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September 6, 2011
ISDA rules no TXU credit event
In an update to last week’s news, ISDA’s North American Determinations Committee ruled unanimously that no bankruptcy credit event had occurred
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September 5, 2011
Boeing CDS flying higher
Boeing credit default swaps are hovering at nearly 2-year highs
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