Five-Year Credit-Default Swap Levels

© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 4 Bouverie Street, London, EC4Y 8AX. Part of the Delinian group. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  11 0 0
AOL Time Warner  31 0 0
Bear Stearns  20 0 0
Citigroup  8 0 0
Disney  12 0 0
Federated Dept. Stores 51 0 -2
Ford  513 1 -48
Ford credit 270 -4 -28
General Electric Cap Corp.  12 0 0
GMAC 98 -3 -9
Goldman Sachs  19 1 1
Hertz 186 1 1
Hewlett Packard 11 0 0
IBM 9 0 0
Lehman Brothers 19 0 0
Morgan Stanley  20 0 0
Philip Morris 24 0 -1
Wal-Mart 7 0 0
Europe
British American Tobacco 26 0 1
DaimlerChrysler 50 0 -3
Deutsche Telekom 35 -2 -2
France Telecom 27 -2 -2
J Sainsbury 22 0 0
Marks & Spencer 26 -1 -1
Telecom Italia 60 0 -1
Vivendi Universal 51 -1 -1
Volkswagen 25 0 0
Asia
Amcor 47 0 -2
Australia  2 0 0
BHP Billiton  13 0 -1
China 11 0 0
Fujitsu 17 0 0
Hutchison Whampoa 25 0 0
Japan  4 0 0
Korea 17 0 0
Malaysia  17 0 0
Mizuho Bank  11 0 0
NEC 25 0 0
Philippines 120 0 -2
Qantas Airways 196 0 0
Sony  18 0 0
Telstra 22 -1 -1
Thailand  25 -2 -3
Toshiba 31 0 0
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 33.38 -0.13 -0.75
CDX.NA.HY 142.01 -5.61 -9.21
CDX.EM 92 -5 -5
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 23 -0.63 -0.63
iTraxx Crossover 214 -7 -8
iTraxx High Vol 45.5 -1 -1
iTraxx Sub Financial 14.5 -0.5 -0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 23.53 -0.99 -0.99
iTraxx Asia 40.44 -3 -3
iTraxx Australia 33.42 -1.08 -1.08

Related articles

Gift this article