File:Sovereign credit default swaps.png

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Original file ‎(369 × 620 pixels, file size: 73 KB, MIME type: image/png)

Summary[edit]

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
Other versions

http://commons.wikimedia.org/wiki/File:CDS-Europaeische-Laender.png (German version)

Understanding the chart[edit]

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[edit]

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

Licensing[edit]

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File history

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Date/TimeThumbnailDimensionsUserComment
current16:25, 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
12:57, 12 June 2013Thumbnail for version as of 12:57, 12 June 2013361 × 584 (67 KB)Spitzl (talk | contribs)update
10:46, 2 May 2013Thumbnail for version as of 10:46, 2 May 2013363 × 588 (67 KB)Spitzl (talk | contribs)add April
11:52, 30 March 2013Thumbnail for version as of 11:52, 30 March 2013359 × 586 (68 KB)Spitzl (talk | contribs)add March
19:30, 27 February 2013Thumbnail for version as of 19:30, 27 February 2013362 × 588 (65 KB)Spitzl (talk | contribs)update
01:58, 1 February 2013Thumbnail for version as of 01:58, 1 February 2013351 × 590 (65 KB)Spitzl (talk | contribs)add January
23:19, 6 January 2013Thumbnail for version as of 23:19, 6 January 2013359 × 584 (66 KB)Spitzl (talk | contribs)add December (as of 26th of Dec.)
14:30, 21 December 2012Thumbnail for version as of 14:30, 21 December 2012355 × 584 (65 KB)Spitzl (talk | contribs)add December (as of 21 Dec. 2012)
18:29, 29 November 2012Thumbnail for version as of 18:29, 29 November 2012365 × 584 (67 KB)Spitzl (talk | contribs)add November
13:06, 31 October 2012Thumbnail for version as of 13:06, 31 October 2012363 × 585 (66 KB)Spitzl (talk | contribs)add October (end of month data) add magnifier
00:42, 11 October 2012Thumbnail for version as of 00:42, 11 October 2012367 × 615 (51 KB)Spitzl (talk | contribs)correct September data (well actually from October 11, due to lack of historical data)
10:16, 29 September 2012Thumbnail for version as of 10:16, 29 September 2012359 × 607 (50 KB)Spitzl (talk | contribs)add September. NB: August is only a proxy due to lack of data.
11:14, 2 August 2012Thumbnail for version as of 11:14, 2 August 2012397 × 629 (52 KB)Spitzl (talk | contribs)add July
19:55, 11 July 2012Thumbnail for version as of 19:55, 11 July 2012413 × 632 (52 KB)Spitzl (talk | contribs)add June
11:59, 6 June 2012Thumbnail for version as of 11:59, 6 June 2012410 × 633 (52 KB)Spitzl (talk | contribs)add May
00:20, 3 May 2012Thumbnail for version as of 00:20, 3 May 2012428 × 633 (57 KB)Spitzl (talk | contribs)add April
14:46, 30 March 2012Thumbnail for version as of 14:46, 30 March 2012444 × 808 (63 KB)Spitzl (talk | contribs)add March
16:47, 29 February 2012Thumbnail for version as of 16:47, 29 February 2012438 × 772 (59 KB)Spitzl (talk | contribs)add February
18:22, 31 January 2012Thumbnail for version as of 18:22, 31 January 2012576 × 795 (105 KB)Spitzl (talk | contribs)add January 2012
15:28, 1 January 2012Thumbnail for version as of 15:28, 1 January 2012553 × 790 (104 KB)Spitzl (talk | contribs)making it smaller
15:54, 30 December 2011Thumbnail for version as of 15:54, 30 December 2011788 × 1,303 (138 KB)Spitzl (talk | contribs)add december
14:25, 1 December 2011Thumbnail for version as of 14:25, 1 December 2011376 × 621 (61 KB)Spitzl (talk | contribs)add November (NB: data now corresponds to end of month!)
21:13, 2 November 2011Thumbnail for version as of 21:13, 2 November 2011375 × 592 (64 KB)Spitzl (talk | contribs)add November
09:47, 2 October 2011Thumbnail for version as of 09:47, 2 October 2011411 × 607 (61 KB)Spitzl (talk | contribs)add october
11:53, 20 September 2011Thumbnail for version as of 11:53, 20 September 2011378 × 591 (75 KB)Spitzl (talk | contribs)now graph starts beginning of January 2010
11:31, 20 September 2011Thumbnail for version as of 11:31, 20 September 2011376 × 591 (71 KB)Spitzl (talk | contribs)add France
10:43, 20 September 2011Thumbnail for version as of 10:43, 20 September 2011371 × 594 (69 KB)Spitzl (talk | contribs){{Information |Description ={{en|1=Monthly prices of sovereign credit default swaps from June 2010 till September 2011 of Greece, Ireland, Portugal, Hungary, Spain, Italy, Belgium, UK and Germany. (price of the beginning of each month)}} {{de|1=Monatli
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Horizontal resolution 59.06 dpc
Vertical resolution 59.06 dpc
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