Weekly Data Update
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Weekly Data Update
November 19, 2009 www.creditresearch.com
The CDR Government Risk Index™ Three Months
One Year
56
140 54
120
52
100
50 48
80
46
60
44
40
42 40
20 0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
38 8/27/09
9/10/09
9/24/09
10/8/09
10/22/09
11/5/09
Since January 1, 2007 140
The CDR Government Risk Index
120
An index of the CDS of seven sovereign names selected on the basis of volume of outstanding debt and CDS liquidity, converted to US dollars.
100 80 60
Re-distribution permitted with this citation: “The CDR Government Risk Index is the property of Credit Derivatives Research LLC.”
40 20 0 4/07
7/07
10/07
1/08
4/08
7/08
10/08
1/09
4/09
7/09
10/09
Components France Germany Italy
Japan Spain United Kingdom
© Copyright 2005-2009 Credit Derivatives Research LLC. All Rights Reserved.
United States
One Year Component Data USA
France
120
120
100
100
80
80
60
60
40
40
20
20
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
Source: CMA Datavision
UK
Germany
200
100
180
90
160
80
140
70
120
60
100
50
80
40
60
30
40
20
20
10
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
Source: CMA Datavision
Japan 140
Italy 250
120 200
100 150
80 60
100
40 50
20 0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
Source: CMA Datavision
Spain 180 160 140 120 100 80 60 40 20 0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
© Copyright 2005-2009 Credit Derivatives Research LLC. All Rights Reserved.
November 19, 2009 www.creditresearch.com
The CDR Government Risk Index™ Three Months
One Year
56
140 54
120
52
100
50 48
80
46
60
44
40
42 40
20 0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
38 8/27/09
9/10/09
9/24/09
10/8/09
10/22/09
11/5/09
Since January 1, 2007 140
The CDR Government Risk Index
120
An index of the CDS of seven sovereign names selected on the basis of volume of outstanding debt and CDS liquidity, converted to US dollars.
100 80 60
Re-distribution permitted with this citation: “The CDR Government Risk Index is the property of Credit Derivatives Research LLC.”
40 20 0 4/07
7/07
10/07
1/08
4/08
7/08
10/08
1/09
4/09
7/09
10/09
Components France Germany Italy
Japan Spain United Kingdom
© Copyright 2005-2009 Credit Derivatives Research LLC. All Rights Reserved.
United States
One Year Component Data USA
France
120
120
100
100
80
80
60
60
40
40
20
20
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
Source: CMA Datavision
UK
Germany
200
100
180
90
160
80
140
70
120
60
100
50
80
40
60
30
40
20
20
10
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
Source: CMA Datavision
Japan 140
Italy 250
120 200
100 150
80 60
100
40 50
20 0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
Source: CMA Datavision
Spain 180 160 140 120 100 80 60 40 20 0 11/08 12/08 1/09 2/09 3/09 4/09 5/09 6/09 7/09 8/09 9/09 10/09
Source: CMA Datavision
© Copyright 2005-2009 Credit Derivatives Research LLC. All Rights Reserved.
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