Five-Year Credit-Default Swap Levels September 21, 2005

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Five-Year Credit-Default Swap Levels September 21, 2005

North America Bid Offer rate Bid Change (Weekly)
American Express  24 24 0
AOL Time Warner  55 55 2
Bear Stearns  28 28 1
Citigroup  17 17 0
Federated Dept. Stores 39 39 1
Ford credit 435 435 40
GMAC 502 502 47
Goldman Sachs  27 27 1
Hertz 385 385 20
Hewlett Packard 28 28 0
IBM 22 22 0
Lehman Brothers 28 28 1
Morgan Stanley  27 27 1
Philip Morris 101 101 1
Europe  Bid Offer rate Bid Change (Weekly)
ABN AMRO 9 9 0
Akzo Nobel 24 24 -3
Aventis  32 32 0
BAE Systems  39 39 3
Carrefour  18 18 0
Credit Lyonnais 9 9 0
DaimlerChrysler 76 76 4
Deutsche Telekom 39 39 1
Dixons 74 74 4
Endesa 24 24 -1
Halifax 11 11 0
Iberdrola 22 22 1
Marks & Spencer  103 113 4
UBS  9 9 0
Asia Bid Offer rate Bid Change (Weekly)
Amcor 54 54 5
BHP Billiton  25 25 0
Fujitsu 31 31 0
Hutchison Whampoa 36 44 -2
Mizuho Bank  22 22 -2
Qantas Airways 46 46 3
Sony  26 26 1
Telstra 34 34 2
Toshiba 20 20 -1
China 25 25 -1
Korea 31 31 -4
Malaysia  27 27 -2
Philippines 367 367 -5
Thailand  39 39 -1

 

Europe 21-Sep-05 15-Sep-05 Spd change week
iTraxx Main 39.50 34.25 5.25
iTraxx Non Financial 44.54 38.73 5.81
iTraxx High Vol 78.25 62.75 15.50
       
North America 21-Sep-05 15-Sep-05 Spd change week
CDX.NA 47.50 50.00 -2.50
CDX.NA.HY 318.35 301.29 17.06
CDX.EM 142.00 176.00 -34.00
   
Asia 21-Sep-05 15-Sep-05 Spd change week
iTraxx Japan 21.59 21.56 0.03
iTraxx Asia 49.83 44.71 5.12
iTraxx Australia 32.00 29.22 2.78


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