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Derivatives

BoE notes CDS-cash basis stable in Q1 2014

Bank of England

The CDS cash basis of the UK remained largely unchanged in the first quarter of 2014, according to the Bank of England’s quarterly bulletin. The basis had steadily decreased for the second half of 2013 because of increased confidence among investors and a growing willingness to bear risk, leading to an increase in the supply of protection and a decline in CDS premia.

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