5 banks write 97% of all CDS

Enough said

Read More »

American banks reacting to Italy

Bank of America – 377.4 bps
Citigroup – 257.9 bps
Goldman Sachs – 339 bps
JP Morgan Chase – 153.1 bps
Morgan Stanley – 426.8 bps
Wells Fargo – 153 bps

Read More »

American bank CDS widening

Morgan Stanley CDS up to 410 bps, Wells Fargo CDS up to 150 bps.

Read More »

Are Canadian banks the safest in the world

“Yes” say the credit default swaps. “No” says Zerohedge.

Read More »

Large American bank CDS prices

An update on some of the large American bank CDS prices.

Read More »

CBOE adds more CEBOs

Due to apparently demand from customers, the Chicago Board Options Exchange (CBOE) has added more single-names to its Credit Event Binary Options (CEBO) offering.

Read More »

Weekly: China CDS trading up

As Chinese economic worries grow, derivative investors are moving into credit default swaps to hedge their bets.

Read More »

Weekly: Italy volumes almost reach $10 billion

Italy CDS volumes reached a new record high.

Read More »

Weekly: Venezuela volume tops a billion

It was good enough for 11th spot on the active list.

Read More »

Weekly: France most active last week

France was most active with about $2.4 billion in activity last week

Read More »