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Samstag, 17. März 2012

Sovereign Credit-Default Swaps GRI erstaunlich billig....geringe Ausfallwahrscheinlichkeit

Sovereign Credit-Default Swaps
AUSTRIA 5-YR157.3450.32+0.2%
BELGIUM 5-YR212.32-1.43-0.67%
CHINA 5-YR173.5719.34+12.54%
DENMARK 5-YR109.00-0.305-0.28%
DUBAI 5-YR345.000.005+0%
EGYPT 5-YR550.00---UNCH0
FINLAND 5- YR57.895-0.42-0.72%
FRANCE 5-YR165.000.605+0.37%
GERMANY 5-YR68.50---UNCH0 GREECE 5-YR75.90---UNCH0 HUNGARY 5-YR520.00---UNCH0
INDONESIA 5-YR145.50-0.905-0.62%
IRELAND 5-YR633.335-0.125-0.02%
ITALY 5-YR357.021.44+0.41%
JAPAN 5-YR106.00---UNCH0
REP. OF KOREA 5-YR109.920.235+0.21%
NETHERLANDS 5-YR94.0850.615+0.66%
PANAMA 5-YR108.675-0.895-0.82%
PORTUGAL 5-YR1394.54-10.60-0.75%
SLOVAKIA 5-YR225.00-1.01-0.45%
SPAIN 5-YR399.5250.805+0.2%
SWEDEN 5-YR42.50-0.08-0.19%
SWITZERLAND 5-YR54.78-14.87-21.35%
UNITED KINGDOM 5-YR59.160.16+0.27%
UNITED STATES 5-YR32.661.12+3.55%

Source: CMA
This page provides a daily update of selected countries' credit-default swaps. Other essential rates can be found on the CNBC Bonds and Markets pages. Data provided by CMA Datavision.
Credit-default swaps are derivative financial instruments that "swap" the credit exposure from one entity to another.  In simple terms it is an insurance policy for an entity's debt obligations.  The buyer of the swap holds the insurance, while the seller takes the risk. The listed number is the price, in thousands, to insure $10 million in debt.
Although the markets for such instruments are somewhat illiquid, the prices and their movements are used by some to gauge the perceived creditworthiness of a particular entity, in this case, the sovereign nations listed above.


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