Bond Risk Rises to Record on Concern of Worst Slump Since
'30s............ as the sunsets on the US Reich
By Abigail Moses

Oct. 20 (Bloomberg) -- The cost of protecting European corporate bonds
from default rose to a record amid investor concern bankruptcies will
soar as Deutsche Bank AG analysts forecast the worst economic slump
since the Great Depression.
Credit-default swaps on the benchmark Markit iTraxx Crossover Index
jumped 17 basis points to 780, according to JPMorgan Chase & Co.
prices at 10:22 a.m. in London. Contracts on HeidelbergCement AG,
Germany's biggest cement maker, climbed 80 to 845 and Paris-based
Schneider Electric SA, the world's biggest maker of circuit breakers,
increased 28 to 194, CMA Datavision prices show.
``The real deterioration in the economy is only just beginning,'' said
Jim Reid, head of fundamental credit strategy at Deutsche Bank in
London. ``The focus now will be on how earnings hold up in light of
potentially the worst economic outlook we've had since the Great
Depression.''
Growth in industrial countries will likely fall to the slowest since
the 1930s and global growth to the slowest since the early 1980s,
Deutsche Bank economists Peter Hooper and Thomas Mayer wrote in a
report. An index of U.S. leading economic indicators, a measure of the
economy's direction over the next three to six months, probably fell
in September for a third month, economists said before a report
today.
iTraxx Europe
Credit-default swaps on the Markit iTraxx Europe index of 125
companies with investment-grade ratings rose 2.5 basis points to 145,
JPMorgan prices show. The Markit iTraxx Financial index of contracts
linked to 25 European banks and insurers increased 4 basis points to
104.
Credit-default swaps, contracts conceived to protect bondholders
against default, pay the buyer face value in exchange for the
underlying securities or the cash equivalent should a company fail to
adhere to its debt agreements. An increase indicates a deterioration
in the perception of credit quality; a decline signals the opposite.
A basis point on a credit-default swap contract protecting 10 million
euros ($13.5 million) of debt from default for five years is
equivalent to 1,000 euros a year.
The CDX North America Investment Grade Index of 125 companies in the
U.S. and Canada, was unchanged at 195 basis points at the close of
trading in New York on Oct. 17, according to Deutsche Bank.
To contact the reporter on this story: Abigail Moses in London
[EMAIL PROTECTED]
Last Updated: October 20, 2008 05:31 EDT

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