http://www.tradersnarrative.com/credit-default-swap-rates-widen-1139.html Freshly squeezed market commentary & analysis Sat, 21 Nov 2009 22:24:13 +0000 http://wordpress.org/?v=2.0.2 http://www.tradersnarrative.com/credit-default-swap-rates-widen-1139.html#comment-9003 Fri, 06 Jul 2007 21:18:04 +0000 http://www.tradersnarrative.com/credit-default-swap-rates-widen-1139.html#comment-9003 Could you please elaborate how this spread is calculated. Specifically, how could one get a reasonable data on CDS rate in the US? Is it possible using CX with CBOT http://www.cbot.com/cbot/pub/page/0,3181,1048,00.html ? Could you please elaborate how this spread is calculated. Specifically, how could one get a reasonable data on CDS rate in the US? Is it possible using CX with CBOT http://www.cbot.com/cbot/pub/page/0,3181,1048,00.html ?

]]> http://www.tradersnarrative.com/credit-default-swap-rates-widen-1139.html#comment-8881 Wed, 04 Jul 2007 07:01:44 +0000 http://www.tradersnarrative.com/credit-default-swap-rates-widen-1139.html#comment-8881 Even as a retail trader you can bet on CDS if you trade futures based on the iTraxx via EUREX. Here's the link: http://www.eurexchange.com/trading/products/CRD/F5C0_en.html Even as a retail trader you can bet on CDS if you trade futures based on the iTraxx via EUREX. Here’s the link: http://www.eurexchange.com/trading/products/CRD/F5C0_en.html

]]> http://www.tradersnarrative.com/credit-default-swap-rates-widen-1139.html#comment-8851 Tue, 03 Jul 2007 15:16:37 +0000 http://www.tradersnarrative.com/credit-default-swap-rates-widen-1139.html#comment-8851 Credit default swap spreads are highly correlated with option implied volatility and hence, stock price movement. Credit default swap spreads are highly correlated with option implied volatility and hence, stock price movement.

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