Fitch Solutions: CDS on Oil & Gas Companies Reverse Course
OREANDA-NEWS. The embattled oil & gas sector has seen a reprieve of sorts lately through tightening credit default swap (CDS) spreads, according to Fitch Solutions in its latest CDS Case Study Snapshot.
Five-year CDS on oil and gas companies have tightened in recent weeks, with the Fitch Solutions Global Oil & Gas CDS Index 18% tighter since Feb. 24. North American oil & gas companies led the firming last week with ConocoPhillips, Apache Corporation and Canadian Natural Resources CDS tightening most. In Europe, Repsol, Royal Dutch Shell Plc and Statoil led the sector tighter.
'Tighter oil & gas CDS spreads can likely be attributed to a decline in U.S. total weekly oil production as well as fading recession fears, resulting in a market correction after substantial CDS widening throughout the first two months of the year,' said Director Diana Allmendinger.
Fitch Solutions case studies build on data from its CDS Pricing Service and proprietary quantitative models, including CDS Implied Ratings. These credit risk indicators are designed to provide real-time, market-based views of creditworthiness. As such, they can and often do reflect more short term market views on factors such as currencies, seasonal market effects and short-term technical influences. This is in contrast to Fitch Ratings' Issuer Default Ratings (IDRs), which are based on forward-looking fundamental credit analysis over an extended period of time.
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