Five-Year Credit-Default Swap Levels - March 10, 2004

  • 14 Mar 2004
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NameBidOfferBid Change (Weekly)
U.S.
American Express  27 33 1
AOL Time Warner  72 88 1
Citigroup  20 26 1
Disney  58 68 0
Federated Dept. Stores 39 55 0
Ford  226 240 20
General Electric Cap Corp.  28 34 2
GMAC 164 180 16
Hertz 181 201 16
Hewlett Packard 18 26 0
IBM 22 28 -2
Philip Morris 124 136 -3
Wal-Mart 11.3 18.8 0
Europe
Aventis  27.9 35.9 0
BAE Systems  61.65 91.65 4.2
Carrefour  26.7 36.7 0
Credit Lyonnais 11.19 14.19 0
DaimlerChrysler 89.5 99.5 1.05
Deutsche Telekom 59.67 64.67 -1.05
Endesa 41.45 51.45 0
France Telecom  60.5 65.5 -1.05
Iberdrola 27.69 37.69 0
Marks & Spencer  40.1 50.1 0
Siemens 26.5 36.5 2.1
UBS  11.15 14.15 0
Vodafone  40.46 50.46 0
Asia 
BHP Billiton  25 25 0
China 30 40 0.5
Fujitsu 76 96 6
Hutchison Whampoa 87.5 102.5 2
Japan  7.5 10.5 -1
Korea 50 60 2
Malaysia  37.5 52.5 1
Mizuho Bank  135 135 0
NEC 30 50 0
Philippines 495 525 5
Qantas Airways 66 66 0
Sony  26 36 2
Toshiba 23 43 0.5


North America10-Mar-044-Mar-04Spd change week
TRAC-X NA 68 64.5 3.5
TRAC-X NA High Yield 358.4 358.19 0.21
TRAC-X Emerging Markets 280 297 -17
Europe10-Mar-044-Mar-04Spd change week
TRAC-X Europe Main 46 44.5 1.5
TRAC-X Europe Sub Fin 39 39 0
TRAC-X Europe High Yield 290 275 15
Asia10-Mar-044-Mar-04Spd change week
TRAC-X Japan 26 28 -2
TRAC-X Asia 69 56 13
TRAC-X Australia 27.5 26.5 1


  • 14 Mar 2004

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 357,043.08 1340 9.06%
2 JPMorgan 319,078.96 1445 8.09%
3 Bank of America Merrill Lynch 316,666.04 1099 8.03%
4 Goldman Sachs 236,643.87 789 6.00%
5 Barclays 230,494.28 891 5.85%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 34,591.50 163 6.58%
2 Deutsche Bank 34,293.84 117 6.53%
3 Bank of America Merrill Lynch 31,293.04 95 5.96%
4 BNP Paribas 27,578.61 168 5.25%
5 SG Corporate & Investment Banking 23,982.83 136 4.56%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,745.92 80 8.86%
2 Morgan Stanley 16,323.54 83 7.32%
3 Citi 15,946.50 94 7.15%
4 UBS 15,487.17 60 6.95%
5 Goldman Sachs 14,053.61 76 6.30%