Fitch Solutions: Seasonality Evident in 48% Wider U.S. Oil & Gas CDS

NEW YORK--()--Seasonal pressures for U.S. oil and gas companies are becoming more evident in widening credit default swap (CDS) spreads, according to Fitch Solutions in its latest earnings commentary.

CDS for the oil and gas sector have widened 48% over the past quarter. Additionally, two of the bigger names in the space; Marathon Oil and Murphy Oil, saw spreads come out 60% and 66%, respectively. CDS liquidity spiked for Marathon Oil (up 13 rankings to trade in the 25th regional percentile), more so for Murphy (up 21 to the 27th regional percentile). 'Increased market uncertainty over future CDS pricing for Marathon and Murphy likely stems from oil price volatility and concerns over demand,' said Author and Director Diana Allmendinger.

Not all is uncertain in the oil & gas sector, however. CDS on petroleum refiner Tesoro Corporation (reporting tomorrow) have come in 9% while CDS liquidity fell 11 rankings to trade in the 25th regional percentile. 'Tighter CDS spreads for Tesoro may be attributed to returning market confidence surrounding efforts to stabilize economies in Europe,' said Allmendinger.

Companies reporting earnings this week are as follows:

Apache Corporation (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 49 basis points (bps) to 79 bps, an increase of 61%. The liquidity score on Apache Corporation decreased from 7.96 to 7.89 over the three-month period, causing a decrease in liquidity from trading in the 39th percentile to the 42nd percentile.

Baker Hughes Inc. (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 48 bps to 78 bps, an increase of 62%. The liquidity score on Baker Hughes Inc. decreased from 8.31 to 7.95 over the three-month period, causing an increase in liquidity from trading in the 49th percentile to the 44th percentile.

Chesapeake Energy Corporation (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 256 bps to 331 bps, an increase of 29%. The liquidity score on Chesapeake Energy Corporation decreased from 7.06 to 6.84 over the three-month period, causing a decrease in liquidity from trading in the 11th percentile to the 12th percentile.

Devon Energy Corporation (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 54 bps to 75 bps, an increase of 38%. The liquidity score on Devon Energy Corporation decreased from 7.48 to 6.98 over the three-month period, causing an increase in liquidity from trading in the 25th percentile to the 17th percentile.

EOG Resources, Inc. (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 74 bps to 119 bps, an increase of 62%. The liquidity score on EOG Resources, Inc. decreased from 9.16 to 8.54 over the three-month period, causing an increase in liquidity from trading in the 64th percentile to the 56th percentile.

El Paso Corporation (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 144 bps to 210 bps, an increase of 46%. The liquidity score on El Paso Corporation decreased from 7.98 to 7.71 over the three-month period, causing an increase in liquidity from trading in the 39th percentile to the 38th percentile.

Enterprise Products Partners LP (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 93 bps to 163 bps, an increase of 75%. The liquidity score on Enterprise Products Partners LP decreased from 8.79 to 8.06 over the three-month period, causing an increase in liquidity from trading in the 59th percentile to the 46th percentile.

Energy Transfer Partners LP (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 153 bps to 240 bps, an increase of 57%. The liquidity score on Energy Transfer Partners LP decreased from 7.7 to 7.5 over the three-month period, causing a decrease in liquidity from trading in the 32nd percentile to the 33rd percentile.

Marathon Oil Corporation (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 85 bps to 136 bps, an increase of 60%. The liquidity score on Marathon Oil Corporation decreased from 7.93 to 7.22 over the three-month period, causing an increase in liquidity from trading in the 38th percentile to the 25th percentile.

Murphy Oil Corporation (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 83 bps to 138 bps, an increase of 66%. The liquidity score on Murphy Oil Corporation decreased from 8.26 to 7.24 over the three-month period, causing an increase in liquidity from trading in the 48th percentile to the 27th percentile.

ONEOK Partners, L.P. (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 102 bps to 168 bps, an increase of 65%. The liquidity score on ONEOK Partners, L.P. decreased from 8.28 to 7.74 over the three-month period, causing an increase in liquidity from trading in the 48th percentile to the 39th percentile.

Plains All American Pipeline L.P. (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 115 bps to 188 bps, an increase of 63%. The liquidity score on Plains All American Pipeline L.P. decreased from 8.8 to 8.18 over the three-month period, causing an increase in liquidity from trading in the 59th percentile to the 50th percentile.

Parker Drilling Company (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 383 bps to 461 bps, an increase of 20%. The liquidity score on Parker Drilling Company increased from 7.22 to 7.23 over the three-month period, causing a decrease in liquidity from trading in the 16th percentile to the 26th percentile.

Sunoco, Inc. (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 202 bps to 323 bps, an increase of 59%. The liquidity score on Sunoco, Inc. decreased from 7.6 to 7.58 over the three-month period, causing a decrease in liquidity from trading in the 29th percentile to the 35th percentile.

Tesoro Corporation (OIL & GAS/Oil & Gas Producers)

Credit spreads have tightened over the last three months, with the five-year point tightening from 280 bps to 276 bps, a decrease of -1%. The liquidity score on Tesoro Corporation increased from 7.17 to 7.19 over the three-month period, causing a decrease in liquidity from trading in the 14th percentile to the 25th percentile.

Valero Energy Corporation (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 131 bps to 168 bps, an increase of 29%. The liquidity score on Valero Energy Corporation decreased from 6.84 to 6.33 over the three-month period, causing an increase in liquidity from trading in the fifth percentile to the second percentile.

Williams Partners LP (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 121 bps to 167 bps, an increase of 38%. The liquidity score on Williams Partners LP decreased from 9.57 to 9.41 over the three-month period, causing an increase in liquidity from trading in the 71st percentile to the 67th percentile.

Magellan Midstream Partners, L.P. (OIL & GAS/Oil Equipment Services & Distribution)

Credit spreads have widened over the last three months, with the five-year point widening from 93 bps to 154 bps, an increase of 65%. The liquidity score on Magellan Midstream Partners, L.P. increased from 10.52 to 10.82 over the three-month period. The regional percentile ranking stayed the same

Pioneer Natural Resources Company (OIL & GAS/Oil & Gas Producers)

Credit spreads have widened over the last three months, with the five-year point widening from 182 bps to 247 bps, an increase of 35%. The liquidity score on Pioneer Natural Resources Company decreased from 7.14 to 6.85 over the three-month period. The regional percentile ranking stayed the same

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Fitch Solutions, a division of the Fitch Group, focuses on the development of fixed-income products and services, bringing to market a wide range of data, analytical tools and related services. The division is also the distribution channel for Fitch Ratings content.

The Fitch Group also includes Fitch Ratings and is a majority-owned subsidiary of Fimalac, S.A. For additional information, please visit 'www.fitchsolutions.com'; 'www.fitchratings.com'; and 'www.fimalac.com'

Contacts

Contact:
Diana Allmendinger
Director
+1-212-908-0848
or
Media Relations:
Peter Fitzpatrick
London
+44-20-3530-1103
peter.fitzpatrick@fitchratings.com
or
Sandro Scenga
New York
+1-212-908-0278
sandro.scenga@fitchratings.com

Contacts

Contact:
Diana Allmendinger
Director
+1-212-908-0848
or
Media Relations:
Peter Fitzpatrick
London
+44-20-3530-1103
peter.fitzpatrick@fitchratings.com
or
Sandro Scenga
New York
+1-212-908-0278
sandro.scenga@fitchratings.com