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One-Year Relative Score of the IHS Markit Five-Year European Sovereign CDS Spreads: April 12, 2019

22 April 2019 Chris Fenske

The following heat map shows IHS Markit's Relative CDS Score as of April 12, 2019 - compared to the past year's daily closing levels - for the IHS Markit five-year European Sovereign CDS spreads. Zero (green) indicates current spreads being at their tightest level, and 100 (red) indicates the widest level during the past 12 months.

Observations of note:

  • Portugal's Five-year sovereign CDS spreads closed at 68bps on April 12, 2019, which is a significant improvement since the widest level over the past year of 143bps on May 29, 2018.
  • Russia's CDS spreads at 133bps are also much tighter than the 180bps 12 month peak reported on September 10, 2018.

Heat Map: IHS Markit One Year Relative CDS Score

IHS Markit provides independent pricing of CDS single names, indices, tranches and options to support price discovery, risk management, compliance, research and valuations. Our CDS pricing service is driven by contributed CDS data from market makers' official books of record, live quotes and clearing submissions and results. All data is processed using rigorous automated cleaning tests in all our services to ensure data quality. Learn more.

Posted 22 April 2019 by Chris Fenske, Head of Fixed Income Research, Americas, IHS Markit


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