Greek govvies being squeezed

Discussion in 'Financial Futures' started by ASusilovic, Feb 9, 2010.

  1. 2.15 pm LEVELS Bid/Offer Yield Spread to Germany
    Greece 4.3% 03/2012 95.92/05 6.43/39 +532 bps -18
    Greece 4.6% 05/2013 94.63/76 6.47/42 +495 bps -15
    Greece 5.5% 08/2014 96.90/03 6.27/24 +442 bps -24

    12.30 pm LEVELS Bid/Offer Yield Spread to Germany
    Greece 4.3% 03/2012 95.58/71 6.62/55 +550 bps
    Greece 4.6% 05/2013 94.10/23 6.66/62 +510 bps
    Greece 5.5% 08/2014 95.94/67 6.53/49 +466 bps
     
  2. This morning Spread change
    8.25 am LEVELS Bid/Offer Yield Spread to Germany vs. 12.30 yesterday
    Greece 4.3% 03/2012 97.12/25 5.80/73 +462 bps -88 bps
    Greece 4.6% 05/2013 95.88/01 6.02/98 +445 bps -65 bps
    Greece 5.5% 08/2014 98.45/58 5.87/84 +372 bps -94 bps


    TUESDAY
    2.15 pm LEVELS Bid/Offer Yield Spread to Germany
    Greece 4.3% 03/2012 95.92/05 6.43/39 +532 bps -18 bps
    Greece 4.6% 05/2013 94.63/76 6.47/42 +495 bps -15 bps
    Greece 5.5% 08/2014 96.90/03 6.27/24 +442 bps -24 bps

    12.30 pm LEVELS Bid/Offer Yield Spread to Germany
    Greece 4.3% 03/2012 95.58/71 6.62/55 +550 bps
    Greece 4.6% 05/2013 94.10/23 6.66/62 +510 bps
    Greece 5.5% 08/2014 95.94/67 6.53/49 +466 bps