The cost of insuring Hungarian state debt rose on markets in London on Friday to levels not seen since the spring of 2010.
CMA DataVision said that the benchmark 5-year mid-spread of Hungary’s credit default swaps contracts (CDS) was a little over 400bp in trade in London on Friday, up from 370.5bp late Thursday.
A CDS contract valued at 400bp means that the cost to insure every €10 million worth of bond exposure against default is €400,000 a year for the benchmark five-year horizon.
One month earlier, Hungary’s CDS mid-spread was about 265bp.
In a front-page story published on Friday morning, broadsheet Népszabadság said Hungary’s indebted local councils need a three-year moratorium on principal repayments on their foreign currency-denominated debt because of the firming Swiss franc, citing the head of local council alliance TOOSZ.
On Wednesday, the mid-spread of Hungary’s CDS contracts also rose after one of the country’s other local council associations said it was asking the prime minister to intervene to get a one-year moratorium on repayment of principal on foreign currency-denominated debt.