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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  • 1869 days ago via site
  • 266

Activity in CDS referencing Spain again, but this time by notional rather than contracts.

  • 1870 days ago via site
  • 64

While activity in Italy CDS was up last 3wks, Spain was active rel. to historical trend w/e June 17 & 24.

  • 1870 days ago via site
  • 81

The activity in Italy CDS in notional terms also shows an increase, but is even more volatile from week to week.

  • 1870 days ago via site
  • 71

Trading activity in Italy CDS has been higher last 3 wks compared to the rest of the year. 475 contracts last wk.

  • 1870 days ago via site
  • 86

However, on a relative basis, the magnitude of this is on a different scale. cc

  • 1871 days ago via site
  • 79

Core countries, like NL, have seen their CDS spreads follow recent moves in the SovX WE. cc

  • 1871 days ago via site
  • 55

CDS on Spain showing off by being the only SovX WE member currently experiencing an improvement on the day.

  • 1871 days ago via site
  • 130

BSkyB CDS deteriorating. Has highest Markit Liquidity Score (1). Quotes/day down recently though. $BSY

  • 1871 days ago via site
  • 125

According to Markit BOAT, OTC equity turnover for UniCredit & Intesa Sanpaolo was muted ystry compared to last wk.

  • 1871 days ago via site
  • 77

Markit iTraxx SovX WE closed at 291bp ystrdy. Markit iTraxx Eur Snr Fins at 183bps & Sub Fins at 320bps.

  • 1871 days ago via site
  • 382

In the spirit of 's "Eurocrashing" http://on.ft.com/pmBjY1: Top 10 worst performers in the iTraxx Europe

  • 1872 days ago via site
  • 64

Bca Monte Paschi SpA CDS, from start of year to Friday. This time with net notional history. cc

  • 1872 days ago via site
  • 106

Thursday was a record in daily trading activity in the Markit iTraxx SovX WE. Giving my graph scaling issues..

  • 1872 days ago via site
  • 89

Graph of the same (Markit iTraxx SovX WE & CEEMEA), closing levels up to Friday.

  • 1872 days ago via site
  • 81

Markit iTraxx SovX Western Europe vs SovX CEEMEA today. The y-axes are not mislabelled.

  • 1872 days ago via site
  • 72

Graph 19 from the BIS report http://t.co/IUAXI2A Note size of circles and BE + DE not on ultimate risk basis.

  • 1872 days ago via site
  • 96

Bca Monte Paschi SpA senior & sub CDS, from start of year to Friday. There's $1.4bn net notional outstanding $BMPS

  • 1872 days ago via site
  • 139

Intesa Sanpaolo SpA senior & sub CDS, from start of year to Friday. There's $2.0bn net notional outstanding. $ISP

  • 1872 days ago via site
  • 77