Five-Year Credit-Default Swap Levels October 19, 2005

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Five-Year Credit-Default Swap Levels October 19, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  23 23 -1
AOL Time Warner  58 58 -2
Bear Stearns  28 28 0
Citigroup  17 17 1
Federated Dept. Stores 46 46 -4
Ford  666 666 -89
Ford credit 371 371 -144
GMAC 272 272 -253
Hertz 302 302 -113
IBM 19 19 -3
Lehman Brothers 29 29 1
Morgan Stanley  26 26 -1
Philip Morris 87 87 -8
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 11 11 -1
Akzo Nobel 24 24 -1
BAE Systems  38 38 -1
Carrefour  22 22 0
DaimlerChrysler 75 75 -3
Deutsche Telekom 43 43 2
Dixons 71 71 -3
France Telecom  41 41 0
Iberdrola 23 23 1
Marks & Spencer  71 81 -6
Siemens 23 23 2
UBS  9 9 -1
Vodafone  25 25 -1
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 54 54 0
BHP Billiton  25 25 -1
Fujitsu 30 30 2
Hutchison Whampoa 39 46 -2
NEC 30 30 3
Qantas Airways 46 46 -2
Sony  32 32 4
Telstra 33 33 -2
Toshiba 18 18 -2
Australia  2 2 0
Korea 30 30 0
Malaysia  29 29 3
Thailand  37 37 1
North America 20-Oct-09 14-Oct-09 Spd change week
CDX.NA 47 49 -2
CDX.NA.HY 297.65 296.13 1.52
CDX.EM 155 155 0
Europe 20-Oct-09 14-Oct-09 Spd change week
iTraxx Main 38 39.25 -1.25
iTraxx Non Financial 43.04 44.43 -1.39
iTraxx High Vol 79.25 81.25 -2
Asia 20-Oct-09 14-Oct-09 Spd change week
iTraxx Japan 23.71 20.96 2.75
iTraxx Asia 49.44 48.25 1.19
iTraxx Australia 30.58 31.46 -0.88

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