Sentences with phrase «swap spread data»
The S&P / ISDA U.S. Energy Select 10 Index tracks the largest debt issuers of energy companies with consistent credit default swap spread data.
http://www.indexologyblog.com/ Not exact matches
According to data provided by CMA DataVision, the credit specialists, the 10 - year credit default swap spread — a form of insurance contract against issuer default — has risen steadily — from 1.6 basis points (0.016 %) in July 2007, to 16 basis points in March 2008, to 30 basis points in September, to over 40 basis points on October 27 — see the chart below for the spread history so far this year.
Our debt ratings utilize fixed income market data such as bond - implied gaps and credit default swap spreads as well as traditional credit analysis to arrive at a debt rating that we feel is more accurate and timely than conventional debt ratings.
Finally, at the execution stage, the project's software will scan cryptocurrency markets in order to obtain the following data: token, token futures and token swaps prices, swap / borrow rates, bid / ask spreads, commissions / rebate rates.
During the week of December 19, the fixed - rate spread on a 10 - year AAA bond was swaps plus 85 basis points compared to a rate of swaps plus 162 in the week of December 16, 2011, according to data from Commercial Mortgage Alert.