Five-Year Credit-Default Swap Levels September 14, 2005

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Five-Year Credit-Default Swap Levels September 14, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  24 24 -1
AOL Time Warner  53 53 -2
Bear Stearns  27 27 -4
Disney  34 34 2
Ford  520 520 -50
Ford credit 395 395 -40
GMAC 455 455 -25
Goldman Sachs  26 26 -3
Hertz 365 365 -5
Lehman Brothers 27 27 -4
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 9 9 -1
BAE Systems  36 36 -6
Carrefour  18 18 -2
DaimlerChrysler 71 71 -6
Dixons 70 70 -4
Endesa 25 25 -1
Halifax 11 11 -1
Iberdrola 21 21 0
Marks & Spencer  99 109 -8
UBS  9 9 -1
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 49 49 -2
China 25 25 -2
Fujitsu 31 31 -1
Hutchison Whampoa 38 46 -4
Philippines 372 372 -18
Qantas Airways 43 43 -4
Sony  26 26 -1
Telstra 32 32 -2
Toshiba 21 21 -1


 

North America 14-Sep-05 8-Sep-05 Spd change week
CDX.NA 50 51 -1
CDX.NA.HY 298 305.07 -7.07
CDX.EM 176 176 0
Europe 14-Sep-05 8-Sep-05 Spd change week
iTraxx Main 34.75 36 -1.25
iTraxx Non Financial 39.28 40.78 -1.51
iTraxx High Vol 64 66.5 -2.5
Asia 14-Sep-05 8-Sep-05 Spd change week
iTraxx Japan 21.56 21.36 0.2
iTraxx Asia 44.71 47 -2.29
iTraxx Australia 29.22 30.68 -1.46


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