File:Sovereign credit default swaps.png

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Summary

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Description
English: Monthly sovereign credit default swap prices (5Y quotes) of selected European countries since January 2010 (price at end of each month). The left axis is in basis points; a level of 1,000 means it costs $1 million to protect $10 million of debt for five years.
Data: CNBC (no historical data) If you know of another source with historical CDS quotes, please add it here, thanx.
Original data sources: Greece, Portugal, Ireland, Hungary, Italy, Spain, Belgium, France, Germany, and the UK (not available anymore)
Deutsch: Monatliche CDS-Preise von 2010 bis 2011. (Die Daten beziehen sich jeweils auf das Monatsende)
Čeština: Měsíční CDS ceny vybraných států v letech 2010-2011.
Date
Source Own work
Author Spitzl
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  • German version
    German version

Understanding the chart

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The left axis is in basis points; there are 100 basis points to 1 percent. A basis point on a credit-default swap protecting $10 million of debt from default for five years costs $1,000 a year. So to protect $10 million of Greek debt when it costs 2,000 basis points is 2,000 x $1,000 = $2,000,000. There may also be initial fees on top of this amount, which may be quoted as a percentage of the amount covered.[1]

References

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  1. ↑ Bloomberg-Credit Swap Disclosure Obscures True Financial Risk-November, 2008

Licensing

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I, the copyright holder of this work, hereby publish it under the following licenses:
GNU head Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License.
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This file is licensed under the Creative Commons Attribution-Share Alike 3.0 Unported, 2.5 Generic, 2.0 Generic and 1.0 Generic license.
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Date/TimeThumbnailDimensionsUserComment
current14:51, 24 October 2016Thumbnail for version as of 14:51, 24 October 2016392 × 620 (71 KB)Spitzl (talk | contribs)update
16:25, 2 July 2016Thumbnail for version as of 16:25, 2 July 2016369 × 620 (73 KB)Spitzl (talk | contribs)update
07:21, 4 December 2015Thumbnail for version as of 07:21, 4 December 2015401 × 616 (74 KB)Spitzl (talk | contribs)update
23:08, 29 April 2015Thumbnail for version as of 23:08, 29 April 2015387 × 621 (73 KB)Spitzl (talk | contribs)update
14:07, 8 February 2015Thumbnail for version as of 14:07, 8 February 2015368 × 616 (71 KB)Spitzl (talk | contribs)update
08:43, 7 October 2014Thumbnail for version as of 08:43, 7 October 2014369 × 611 (73 KB)Spitzl (talk | contribs)update
13:01, 1 April 2014Thumbnail for version as of 13:01, 1 April 2014359 × 590 (69 KB)Spitzl (talk | contribs)update
16:29, 2 January 2014Thumbnail for version as of 16:29, 2 January 2014364 × 584 (80 KB)Spitzl (talk | contribs)update
18:23, 20 October 2013Thumbnail for version as of 18:23, 20 October 2013362 × 585 (65 KB)Spitzl (talk | contribs)update
18:12, 8 August 2013Thumbnail for version as of 18:12, 8 August 2013357 × 582 (67 KB)Spitzl (talk | contribs)update
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