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European corporate credit default swap spreads edged wider on Friday, as stock futures pointed lower on worries about how much capital European banks might have to raise due to stricter new bank rules. Sources said on Thursday Deutsche Bank was mulling a capital increase of up to 9 billion euros ($11.4 billion) to beef up its balance sheet as Basel capital requirements are finalised.
The German bank's US-listed shares fell 3.2 percent. European stocks were poised to fall at the open despite rises in both US and Asian shares following reassuring US jobs and trade data. By 0644 GMT, the investment-grade Markit iTraxx Europe index was at 107 basis points, according to data from Markit. That was 0.5 basis point wider versus late Wednesday, according to data from BGC Partners. The Markit iTraxx Crossover index, made up of 50 mostly "junk"-rated credits, was at 484.75 basis points, 0.75 basis point wider. The Markit senior and subordinated financial indexes were about 2 bps and 3 bps wider respectively, BGC Partners said.

Copyright Reuters, 2010

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