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Markit CDS Sov Report Oct 2011
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| 7 November 2011 |
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| October was a relatively strong month for sovereign credit. The Markit iTraxx SovX Western Europe went from 340bp at September month-end to 304bp on October 31 – a robust performance. But appearances can be deceptive, and the still elevated level of the index demonstrates that all is not well in the world of sovereign credit. |
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Markit CDS Sov Report Q3 2011
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| 13 October 2011 |
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| The third-quarter of 2011 will be remembered in the credit markets as one of the worst in recent memory. A sovereign debt crisis that began in Greece now threatened to engulf the core of the eurozone. |
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Markit Update: Markit iTraxx Europe Index Rolls
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| 16 September 2011 |
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| The final membership of the new Markit iTraxx indices, scheduled to roll on 20 September 2011, was announced this
week. The following report outlines the changes and provides some colour on the constituents. |
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Markit Sovereign Report Q2 2011
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| 01 July 2011 |
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| The sovereign CDS market really came of age in the second-quarter of 2010. It seemed unlikely that such extreme volatility could ever be matched. |
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