Five-Year Credit-Default Swap Levels October 6, 2004

  • 08 Oct 2004
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Name Bid Offer Bid Change (Weekly)
U.S.      
American Express  20 26 -1
AOL Time Warner  52 68 -8
Bear Stearns  27 33 -3
Citigroup  17 23 -1
Disney  33 43 -3
Federated Dept. Stores 39 55 0
GMAC 163 179 -6
Goldman Sachs  28 34 -3
Hertz 136 156 2
IBM 19 25 -1
Lehman Brothers 26 34 -3
Morgan Stanley  26 32 -4
Philip Morris 179 191 -20
Wal-Mart 14.3 21.8 -1
Name Bid Offer Bid Change (Weekly)
Europe      
ABN AMRO 9.45 9.45 0
Akzo Nobel 20 30 0
Aventis  15.8 23.8 0
BAE Systems  33.3 63.3 -1.05
Carrefour  16.1 26.1 2.11
Credit Lyonnais 10.14 13.14 0
DaimlerChrysler 63.25 73.25 -3.15
Deutsche Telekom 37.67 42.67 -1.03
Dixons 55.19 65.19 0
Endesa 24.52 34.52 1.05
France Telecom  46.94 51.94 -2.06
Halifax 6.6 16.6 0
Iberdrola 19.26 29.26 1.06
Marks & Spencer  101.91 111.91 0
Siemens 10.75 20.75 0
UBS  6.95 9.95 0
Vodafone  27.96 37.96 1.03
Name Bid Offer Bid Change (Weekly)
Asia       
Amcor 39 39 0
BHP Billiton  20 20 0
China 25 35 -2
Fujitsu 42 52 3
Hutchison Whampoa 74 82 -3
Japan  5 8 0
Korea 31 41 -3.5
Malaysia  27 42 -1.5
Mizuho Bank  29 29 -1
NEC 31 39 1.5
Philippines 425 455 -15
Qantas Airways 53 53 -2
Sony  20 26 1.5
Telstra 24 24 0
Thailand  27.5 42.5 -0.5
Toshiba 23 29 1
North America 6-Oct-04 30-Sep-04 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 342.14 366.02 -23.87
CDX.EM 241.02 253.52 -12.5
Europe 6-Oct-04 30-Sep-04 Spd change week
iTraxx Main 37 37 0
iTraxx Non Financial 41.75 42 -0.25
iTraxx High Vol 62.25 62 0.25
Asia 6-Oct-04 30-Sep-04 Spd change week
iTraxx Japan 22.75 22.25 0.5
iTraxx Asia 54 57 -3
iTraxx Australia 24.5 26 -1.5


  • 08 Oct 2004

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 313,852.39 1175 8.95%
2 JPMorgan 286,674.13 1305 8.17%
3 Bank of America Merrill Lynch 281,869.72 974 8.04%
4 Goldman Sachs 214,547.99 704 6.12%
5 Barclays 205,147.76 790 5.85%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Deutsche Bank 31,971.88 102 6.84%
2 HSBC 31,343.18 140 6.70%
3 Bank of America Merrill Lynch 28,468.55 82 6.09%
4 BNP Paribas 24,679.63 135 5.28%
5 SG Corporate & Investment Banking 22,195.55 122 4.75%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 15,956.24 68 8.20%
2 Morgan Stanley 15,028.69 75 7.73%
3 UBS 14,195.29 55 7.30%
4 Citi 13,827.82 85 7.11%
5 Goldman Sachs 11,994.74 65 6.17%