Five-Year Credit-Default Swap Levels August 10, 2005

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Five-Year Credit-Default Swap Levels August 10, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  25 25 0
Bear Stearns  31 31 2
Citigroup  19 19 2
Disney  30 30 3
Ford  520 520 10
Goldman Sachs  30 30 2
Hertz 365 365 20
Lehman Brothers 31 31 2
Morgan Stanley  31 31 2
Philip Morris 118 118 8
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10 10 0
Akzo Nobel 28 28 1
Aventis  32 32 0
Carrefour  18 18 0
DaimlerChrysler 74 74 3
Deutsche Telekom 35 35 0
Dixons 69 69 3
Endesa 26 26 -1
Halifax 11 11 0
Iberdrola 21 21 0
Asia 
Name Bid Offer Bid Change (Weekly)
Qantas Airways 47 47 3
Sony  23 23 2
Telstra 32 32 2
China 27 27 -4
Korea 36 36 1
Malaysia  28 28 -1
Philippines 395 395 -10
Thailand  37 37 2


 

North America 9-Aug-05 4-Aug-05 Spd change week
CDX.NA 53 52.5 0.5
CDX.NA.HY 302.28 287.57 14.71
CDX.EM 145 141 4
Europe 9-Aug-05 4-Aug-05 Spd change week
iTraxx Main 36.75 36.5 0.25
iTraxx Non Financial 41.44 41.31 0.13
iTraxx High Vol 67.75 66.5 1.25
Asia 9-Aug-05 4-Aug-05 Spd change week
iTraxx Japan 22 22 0.75
iTraxx Asia 46 46 0
iTraxx Australia 35 35 0

 

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