European CDS wider

15 Oct, 2010

European corporate credit default swap spreads were marginally wider on Thursday but the overall trend remained positive, helped by expectations of more government stimulus for the US economy, plus a strong start to the US third-quarter earnings season.
"The earnings season has started well, stocks are holding at much higher levels than anticipated, yields are falling and credit is stable to tighter," Suki Mann, credit analyst at Societe Generale said in a note to investors.
By 0657 GMT, the investment-grade Markit iTraxx Europe index was at 97.50 basis points, according to data from Markit. That was 1 basis point wider versus late on Wednesday, according to data from BGC Partners. The Markit iTraxx Crossover index, made up of 50 mostly "junk"-rated credits, was at 449.25 points, 2.25 basis points wider. Both the Europe and the Crossover indexes had ended on Wednesday at their tightest levels for the current index series which started trading on September 20.

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