Five-Year Credit-Default Swap Levels November 2, 2005

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Five-Year Credit-Default Swap Levels November 2, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
AOL Time Warner  59 59 0
Bear Stearns  26 26 -1
Citigroup  15 15 -1
Disney  42 42 -2
Federated Dept. Stores 45 45 0
Ford  722 722 56
General Electric Cap Corp.  20 20 0
GMAC 264 264 27
Goldman Sachs  24 24 -1
Hertz 349 349 41
Hewlett Packard 28 28 0
IBM 17 17 -3
Lehman Brothers 25 25 -1
Morgan Stanley  24 24 -1
Philip Morris 79 79 -6
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10 10 0
Akzo Nobel 24 24 0
Aventis  32 32 0
BAE Systems  36 36 -2
Carrefour  23 23 1
Credit Lyonnais 10 10 0
Deutsche Telekom 45 45 1
Dixons 69 69 -2
Endesa 29 29 0
France Telecom  45 45 2
Halifax 11 11 -1
Iberdrola 23 23 -1
Marks & Spencer  64 74 -4
UBS  9 9 0
Vodafone  26 26 0
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 53 53 -1
BHP Billiton  25 25 0
Fujitsu 35 35 2
Hutchison Whampoa 37 44 -2
Mizuho Bank  18 18 0
Qantas Airways 48 48 2
Sony  37 37 -2
Telstra 33 33 0
Toshiba 21 21 -1
Australia  2 2 0
China 22 22 0
Japan  5 5 0
Korea 28 28 1
Malaysia  28 28 1
Philippines 314 314 -24
Thailand  39 39 1


 

North America 3-Nov-09 28-Oct-09 Spd change week
CDX.NA 49 48.75 0.25
CDX.NA.HY 296.76 311.38 -14.62
CDX.EM 155 155 0
Europe 3-Nov-09 28-Oct-09 Spd change week
iTraxx Main 37 37.75 -0.75
iTraxx Non Financial 42.26 42.95 -0.69
iTraxx High Vol 77.5 80.25 -2.75
Asia 3-Nov-09 28-Oct-09 Spd change week
iTraxx Japan 29.35 28.55 0.8
iTraxx Asia 47.45 48.01 -0.56
iTraxx Australia 31.06 30.46 0.6


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