Five-Year Credit-Default Swap Levels August 3, 2005

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Five-Year Credit-Default Swap Levels August 3, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  25 25 -1
AOL Time Warner  39 39 1
Disney  27 27 -2
Ford  540 540 55
Ford credit 400 400 50
GMAC 415 415 65
Hertz 365 365 35
Hewlett Packard 32 32 0
Morgan Stanley  29 29 0
Philip Morris 110 110 5
Wal-Mart
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10 10 0
Akzo Nobel 27 27 0
Carrefour  18 18 -1
DaimlerChrysler 70 70 -3
Deutsche Telekom 35 35 1
Endesa 26 26 -1
France Telecom  40 40 -1
Iberdrola 21 21 0
Marks & Spencer  95 105 0
UBS  10 10 0
Asia 
Name Bid Offer Bid Change (Weekly)
Australia  2 2 0
Fujitsu 33 33 -2
Hutchison Whampoa 40 48 -1
NEC 28 28 -1
Philippines 405 405 -5
Telstra 30 30 0
Thailand  35 35 0
Toshiba 21 21 0


 

North America 4-Aug-09 30-Jul-09 Spd change week
CDX.NA 54.5 50 4.5
CDX.NA.HY 287.57 282.98 4.58
CDX.EM 141 144 -3
Europe 4-Aug-09 30-Jul-09 Spd change week
iTraxx Main 36 35.75 0.25
iTraxx Non Financial 40.82 40.49 0.33
iTraxx High Vol 65.75 63.75 2
Asia 4-Aug-09 30-Jul-09 Spd change week
iTraxx Japan 22 21.25 -1.75
iTraxx Asia 46 46 -1
iTraxx Australia 35 35 1

 

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