...and relevant CDS rates (as provided by CMA Datavision)
Argentina 3752.8
Indonesia 568.8
Russia 500.0
Turkey 395.7
Mexico 381.5
South Africa 361.2
Brazil 325.8
Saudi Arabia 227.5
China 160.0
Italy 152
Australia 130
United Kingdom 122.5
Japan 92.8
France 62
United States of America 59.7
Germany 58.4
(No quotes available at moment for Canada, India, South Korea.)
Explanation of these prices (bassis, etc.) can be found here:http://en.wikipedia.org/wiki/Credit_default_swap
Thursday, April 02, 2009
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment