Sovereign, corporate and bank CDS spike sharply on coronavirus rout

Published 03/18/2020, 01:23 PM
Updated 03/18/2020, 01:26 PM
© Reuters.  Sovereign, corporate and bank CDS spike sharply on coronavirus rout
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LONDON (Reuters) - The cost of insuring debt issued by European sovereigns, major global banks and low-grade European companies against default rose sharply on Wednesday after fresh fears over the fallout from the coronavirus spread and shutdowns roiled markets.

Among European sovereigns, non-core governments saw the steepest increases with five-year credit default swaps (CDS) for Portugal jumping 19 basis points (bps) to 167 bps - the highest since the summer of 2017, while Spain added 18 bps to hit a 5-1/2 year high of 166 bps, data from IHS Markit showed.

Banks also felt the heat with CDS for U.S. lenders Morgan Stanley (NYSE:MS) jumping 22 bps to 174 bps, the highest since summer 2013. JPMorgan Chase (NYSE:JPM) and BofA both added 19 bps to fresh multi-year highs.

The Markit iTraxx Europe crossover CDS index , which measures the cost of insuring exposure to a basket of sub-investment grade European companies, extended gains to trade 87 bps higher at 697 bps - a fresh near-eight year high.

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