周二的时候，以信贷互换违约利差计算的大机构借贷成本下降。

Borrowing costs for big financial institutions plunged on Tuesday, as measured by credit-default swap spreads.

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2007年初公司债券的利差实在是低的离谱。对于可能的违约水平，回报是无法弥补投资者的风险的。

Indeed, by early 2007 corporate-bond spreads were ridiculously low, offering a return that failed to compensate investors for the likely level of defaults.

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一些人将债券利差上升当做违约和欧盟解体的前兆。

Some people had taken rising bond spreads as an omen of default and euro break-up.

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