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  19 2 2
AOL Time Warner  46 7 9
Ford credit 518 18 8
GMAC 335 22 10
Hertz 197 32 31
Europe
DaimlerChrysler 58 4 8
Deutsche Telekom 40 4 9
Telecom Italia 50 4 9
Vivendi Universal 56 10 18
Asia
Toshiba 32 0 1
Malaysia  26 2 1
Philippines 170 12 1
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 42 5 7
CDX.NA.HY 219.63 16.62 17.7
CDX.EM 113 19 23
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 31.5 3 4.75
iTraxx Crossover 257 24 29
iTraxx High Vol 55.5 5.75 9.25
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Sub Financial 22 2 1.5
iTraxx Japan 27.49 0.45 -0.18
iTraxx Asia 49.13 1.44 -0.32
iTraxx Australia 28.17 0.38 0.45
This data is updated every Wednesday.
Source: JPMorgan


Related articles

Gift this article