(Note: Current day refers to Oct. 26)
Spaced out by Oct'06- June'07- July'07- Sept'07- Current Day
Ambac 11- 47-152- 180-478
AIG
Countrywide 36- 67-136- 260-410
Freddie Mac 5- 9- 27- 17- 25
MBIA 22- 65-160- 132-302
MGIC 30- 70-206- 163-381
PMI
Radian 32- 72-216- 379-784
Washington Mutual 22- 41-82- 91- 154
The scale for the table and the chart use the last day of the month, and Fairfax's last CDS update was on July 31st. So if you compare the July '07 numbers with the current day numbers, you can get a sense for just how much some of these positions have appreciated.
9 comments:
Hi, do you mind telling me what software this is?
Thanks!
This was shared with me by someone else so I am not sure, but it appears to be a Bloomberg product. If you look on the bottom of the chart it says "copyright 2007 Bloomberg L.P.".
It's the standard Bloomberg terminal. For anyone that has access to one, use function GCDS to pull this up.
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