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Speculation about possible new corporate bond issues pushed credit default swaps on several telecoms wider on Monday, as a fall in US equities erased earlier gains in key European credit derivatives indexes.
By 1610 GMT, the Markit iTraxx Crossover index, made up of 50 mostly "junk"-rated credit default swaps, was at 471 basis points, according to Markit data, 9 basis points wider versus late on Friday. The Crossover index was little changed even after a US government report showed improved orders for both US factory and durable goods - the session's only major economic data.
The investment-grade iTraxx Europe index was 2.25 basis points wider at 79.75 basis points. The cost of insuring France Telecom's debt against default widened modestly on market talk the company was considering issuing a bond. France Telecom could not be reached for comment late on Monday. Five-year credit default swaps on France Telecom widened 5 basis points to 77.5 basis points, a second trader said.
More rumours of new issuance drove Telekom Austria's CDS wider 2.5 basis points to 79.5 basis points. Telekom Austria, which is partly state-owned, organised a roadshow late last year but never launched its planned 800 million euro ($1.2 billion) maximum bond. Anticipation of OTE's potential dual tranche benchmark euro bond also pushed the CDS of the Greek telecoms group out 5 basis points to 195 basis points. OTE is considering issuing a three-year and seven-year tranche, an official at one of the banks managing the sale said on Friday, following the completion of investors meetings across Europe nearly two weeks ago.
Elsewhere, five-year credit default swaps on British broadcaster ITV widened 5 basis points to 195 basis points, a third trader said, after a newspaper reported that private equity firms were considering a 3 billion pound ($5.9 billion) bid for the company. Elsewhere, British engineer FKI's CDS tightened 5 basis points to 395 basis points, according to Markit data, after British industrial investor Melrose Plc said it had approached FKI about a possible take-over.

Copyright Reuters, 2008

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