New Launches

Bank CDS / Bank Wrappers / Underlying Investments  


Credit Default Swap (CDS) levels relate to basis points over LIBOR per annum.


Catley Lakeman Securities takes no responsibility for the accuracy of Credit Default Swap levels.  Funding is ordinarily related to a bank's CDS, although it will differ per product and term.  Please ask us to confirm current funding levels for swap counterparties prior to trading at all times.