CDS indices widen further

09 Feb, 2010

European credit default swap indices widened late Monday, pushing the Europe index to a fresh 4-month wide, on negative sentiment about sovereign risk. By 1529 GMT, the investment-grade Markit iTraxx Europe index was at 95 basis points, according to data from Markit, 3 basis points wider versus late on Friday, according to data from BGC Partners.
The last time the index was over 95 basis points was October 2 last year, when it was at 98.75 basis points. The Markit iTraxx Crossover index, made up of 50 mostly "junk"-rated credits, was at 502 basis points, 7 basis points wider.

Read Comments