Archive for February 12th, 2010

Please click the link below to download the excel file.
CEC Portfolio… »

Click the link below to download the sector profile.
426 CDS… »

Please click the link below to download the excel file.
Ratio… »

Label Key
S/T Momentum

L/T Momentum
Combo Momentum
CEC… »

Credit Market Overview
February 12, 2010

CDS spreads for the CDX investment grade index bottomed at 76bps on January 13th of this year.  They rose fairly quickly to 84bps on 1/19 stalled for a day and then shot through the 86bps level that was a last rally attempt before the lows were reached.
The next level of… »