Archive for February, 2012

Eastman Kodak CDS auction results

Final price: 23.875

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Northern Rock Asset Management settlement auction result

The second settlement auction for the year was held for Northern Rock Asset Management earlier this month.

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Wells Fargo’s relative CDS performance

Wells Fargo credit default swaps are tightening relative to the other major American banks as investors find comfort in is smaller geographic footprint and less volatile business activities.

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Greek CDS could payout afterall

Collective action clauses being considered by the Greeks could be a positive development for long protection holders.

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Turkey CDS update

Turkish CDS fell to 256 bps today

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Turkey CDS

Turkey CDS are at 266 basis points right now

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Sampling of some CDS prices for this week

Some of the latest CDS prices for companies in the midst of reporting earnings.

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Fiat could be downgraded

and Fiat CDS jumped 53 bps to 755 bps in response to fears.

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Current Portuguese credit curve

The current credit curve for Portugal as measured by credit default swaps

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Energy Future gets a second chance

Energy Future Holdings is raising money in order to pay off a loan that has been the source of technical default claims since last year.

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