CDS spreads hit lows

news1-gif

Spreads in the credit default swap market have tightened dramatically in the last few months as demand for credit risk continues unabated, causing the DJ CDX benchmark to come in almost 10bp since August.

After a pause in the credit rally amid concerns of slow economic growth, weaker-than-expected earnings results and interest rate risk in the first half of the year, the US default swap market picked up during the summer and, thus far, has shown few signs of slowing down. According to a recent

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here