Europe Corporate Bonds Sink Amid Widespread Market Sell-Off

  • Markit Itraxx Europe debt risk gauge highest since June 2016
  • The worst is yet to come, ING credit strategist says

    

Photographer: Cyril Marcilhacy/Bloomberg
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Europe’s corporate debt risk gauges soared on Friday afternoon as credit markets reacted to the slump in global stocks and the spike in bond prices.

The Markit iTraxx Europe Crossover index of credit-default swaps on high-yield companies roseBloomberg Terminal 80.3 basis points to 384, its highest level since June 2016. The cost of insuring senior financial debt also rocketed, up 16 points in its biggest moveBloomberg Terminal in almost two years. Elsewhere, secondary prices for European leveraged loans fell to their lowestBloomberg Terminal level since July 2016.