Lisa S Pollack

@LSPollack

FT Alphaville Reporter, data addict, footnote reader, coffee drinker. These are my opinions. There are many like them, but these ones are mine.

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Oh great, $BAC's curve has inverted for real - from yesterday's close on consensus basis at 1Y & 2Y. Watch 3s/5s..

  • 1455 days ago via site
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Over in Europe, 5Y CDS referencing the UK and Germany converged, which was.. different.

  • 1456 days ago via site
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Recap. Markit iTraxx Japan closed at 132bps, +5bps on the day, and +13bps on the week.

  • 1456 days ago via site
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Recap. The Markit iTraxx Asia ex-JP IG closed at 145bps today; +12bps on the day, +26bps on the week.

  • 1456 days ago via site
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Recap. Markit iTraxx Oz went up, then down, then up, then down. Close was 146bps, +10bps on day, +25bps on week.

  • 1456 days ago via site
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Intraday chart for German CDS. At 83bps, it's now more expensive than UK CDS, which is at 81bps. #OhAngie

  • 1456 days ago via site
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And then everyone so was worried about sovs & their banking sectors, that it made the some corps look less risky.

  • 1457 days ago via site
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Once upon a time, in lands not too far ago, Markit iTraxx Europe & CDX.NA.IG traded really close to each other.

  • 1457 days ago via site
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[Switches asset classes, does a #VIX chart.] And I thought credit was scary..

  • 1457 days ago via site
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This chart goes out to anyone who had taken a view on sovs vs corps using Markit iTraxx Europe indices.

  • 1457 days ago via site
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Markit Desktop Intraday chart of $BAC. Covers last 2 weeks. That's one extreme move. #gasps and cc's

  • 1457 days ago via site
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French banks were the worst performers in the Markit iTraxx Europe Fins index. Chart of history from Apr '10

  • 1457 days ago via site
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CDS referencing France are 10bps wider, at 154bps. #AAA

  • 1457 days ago via site
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Impressive amount of volatility in the skew of that index.

  • 1481 days ago via site
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What the constituents of the Markit iTraxx Senior Fins looked like just before the results were released..

  • 1481 days ago via site
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Portuguese CDS spreads also been widening out significantly. $BPI $BCP $CXGD $ESF (no intraday on ESF).

  • 1481 days ago via site
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CDS spreads on French banks widening. $BNP 155bps (+19), $ACA 182bps (+22), $GLE 185bps (+21).

  • 1481 days ago via site
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  • 1482 days ago via site
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