Massive PIIGS CDS Spike 12/16

Discussion in 'Trading' started by MrDODGE, Dec 17, 2011.

  1. That's incorrect... PIIGS actually rallied quite a bit on Friday.
     
  2. Are you showing Greece' CDS above 14,000?
     
  3. Nah, that's way too high... It closed arnd 70 (that's in pts), so 7,000 bps.
     
  4. Hmmm, dunno, it looks wrong... I can't find the semi-official Markit close on the web, but all the runs I got on Friday had roughly the same levels of arnd 70 pts.
     
  5. From the run I got this morning:
    5yr
    Ggb Pts 66 / 71 +0
    Port 1075 / 1145 +0
    Ireland 725 / 765 +13
    Spain 402 / 422 -7
    Italy 528 / 558 +0
    Belg 325 / 345 +14
    France 227 / 241 +6
    Aust 193 / 203 +0
    UK 92 / 98 +0
    German 104 / 110 +1
    Nether 118 / 128 -1
    Denk 134 / 149 -1
    Sweden 74 / 82 -1
    Finl 75 / 83 -1
    Norway 42 / 50 +0
    USA 49 / 55 -1
    SOVX 364 / 370 -3