Повсеместно взлетели CDS индексы на джанк (высокодоходные облигации)
И в Европе
The cost of insuring against losses on European high-yield corporate debt rose to the highest in two months after Bank of Japan policy makers refrained from increasing monetary stimulus.
The Markit iTraxx Crossover Index of credit-default swaps on 50 companies with mostly junk credit ratings rose for a second day, jumping as much as 29 basis points to 477,
the highest since April 5. The gauge was trading at 473 at 11:01 a.m. in London.
The Markit iTraxx Europe Index of credit-default swaps linked to 125 companies with investment-grade ratings rose as much as seven basis points to 113,
the highest since April 19. An increase signals deterioration in perceptions of credit quality. The Markit iTraxx Financial Index linked to senior debt of 25 banks and insurers climbed nine basis points to 167 and the subordinated index rose 12 basis points to 242.
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