Five-Year Credit-Default Swap Levels March 30, 2005

  • 01 Apr 2005
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U.S.
Name Bid Offer Bid Change (Weekly)
American Express  22 28 0
AOL Time Warner  38 54 4
Bear Stearns  30 36 3
Citigroup  16 22 0
Ford  343 357 0
Ford credit 277 293 10
General Electric Cap Corp.  21 27 0
Goldman Sachs  28 34 1
Hertz 240 260 10
Hewlett Packard 24 32 0
Europe
Name Bid Offer Bid Change (Weekly)
Aventis  18.9 18.9 1.05
BAE Systems  43.05 43.05 -3.15
Carrefour  25.31 25.31 2.11
DaimlerChrysler 73.5 73.5 4.2
Deutsche Telekom 33.99 33.99 1.03
Dixons 80.95 80.95 3.11
Endesa 33.73 33.73 -1.05
France Telecom  36.05 36.05 3.09
Halifax 12.08 12.08 -0.04
Iberdrola 24.26 24.26 -1.05
Asia 
Name Bid Offer Bid Change (Weekly)
BHP Billiton  23 23 -1
China 24 34 -1
Fujitsu 37.5 42.5 2
Hutchison Whampoa 42.5 50.5 1.5
Malaysia  26.5 41.5 2
Mizuho Bank  31 31 5
NEC 29 37 2
Philippines 395 425 7
Qantas Airways 42 42 -2
Sony  21 27 3
North America 30-Mar-05 24-Mar-05 Spd change week
CDX.NA 48.5 47 1.5
CDX.NA.HY 365.03 361.78 3.25
CDX.EM 241.11 237.39 3.72
Europe 30-Mar-05 24-Mar-05 Spd change week
iTraxx Main 38.75 36.25 2.5
iTraxx Non Financial 44 40.5 3.5
iTraxx High Vol 66.5 62.5 4
Asia 30-Mar-05 24-Mar-05 Spd change week
iTraxx Japan 26 23.75 3.25
iTraxx Asia 54 52 5.5
iTraxx Australia 28 29 1.5


  • 01 Apr 2005

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 317,691.74 1201 8.90%
2 JPMorgan 291,227.96 1326 8.16%
3 Bank of America Merrill Lynch 285,088.11 991 7.99%
4 Goldman Sachs 217,749.25 714 6.10%
5 Barclays 209,291.80 811 5.87%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 32,320.82 147 6.67%
2 Deutsche Bank 32,259.50 104 6.66%
3 Bank of America Merrill Lynch 28,890.43 85 5.96%
4 BNP Paribas 25,663.29 144 5.30%
5 Credit Agricole CIB 22,617.86 130 4.67%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 18,160.85 71 9.15%
2 Morgan Stanley 15,215.44 76 7.67%
3 UBS 14,195.29 55 7.15%
4 Citi 14,014.57 86 7.06%
5 Goldman Sachs 12,113.98 67 6.10%