European CDS widen

01 Sep, 2010

European corporate credit default swap spreads were wider on Tuesday, partly in response to falls equity markets in the United States and Asia that reflect investor caution about the health of the US economy. By 0700 GMT, the investment-grade Markit iTraxx Europe index was at 120 basis points, according to data from Markit. That is 1.50 basis points wider versus late on Friday, according to data from BGC Partners. UK markets were closed Monday for a public holiday.
The Markit iTraxx Crossover index, made up of 50 mostly "junk"-rated credits, was at 535 basis points, 10 basis points wider. The primary issuance market has a pipeline of new bond deals, which could begin to flow as investors return from holidays, debt capital market bankers said. "The markets are a bit jumpy from the macro newsflow," one banker said. "But the credit markets are strong and can take new issuance."

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