Lehman CDS Data

lixek14 · July 18th, 2010, 2:02 pm

Hi! Does anyone have Lehman Brothers CDS data for the period Jan 2007-Sept. 2008? Thank you?

mazznyc · July 19th, 2010, 2:00 pm

you might be able to find it on Markit.com. blomberg might even have something. having been personally involved in the market at that time, lehman cds blew out in a matter of a week. up until that point, it was trading just like the rest of the banks if memory serves me correct.