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  • GS History

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    CreditTrader
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    Page 1 - GS at widest since JUL09. Pages 2 and 3 - 3s5s astoundingly steep - its different this time...

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    Page 1 - GS at widest since JUL09. Pages 2 and 3 - 3s5s astoundingly steep - its different this time...

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    44 views3 pages

    GS History

    Uploaded by

    CreditTrader
    Page 1 - GS at widest since JUL09. Pages 2 and 3 - 3s5s astoundingly steep - its different this time...

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 3

    600

    500

    GS 5Y CDS
    400

    GS 3Y CDS
    300

    200

    100

    0
    Nov-01 Nov-02 Nov-03 Nov-04 Nov-05 Nov-06 Nov-07 Nov-08 Nov-09
    120% 40
    GS 3s5s / 3Y ratio
    GS 5Y - 3Y CDS (bps) 30
    100%
    20

    80% 10

    0
    60%
    -10
    40%
    -20

    20% -30

    -40
    0%
    Nov-01 Nov-02 Nov-03 Nov-04 Nov-05 Nov-06 Nov-07 Nov-08 Nov-09 -50

    -20% -60
    90%

    70%

    50%

    30%

    10%

    0 100 200 300 400 500


    -10%

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