Five-Year Credit-Default Swap Levels August 24, 2005

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Five-Year Credit-Default Swap Levels August 24, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  25 25 0
AOL Time Warner  50 50 -5
Bear Stearns  28 28 -2
Disney  32 32 2
Ford  515 515 -30
Goldman Sachs  28 28 -1
Hewlett Packard 28 28 -4
IBM 22 22 -2
Lehman Brothers 28 28 -2
Morgan Stanley  28 28 -1
Philip Morris 107 107 -13
Wal-Mart 14 14 0
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10 10 0
Akzo Nobel 27 27 0
Credit Lyonnais 11 11 0
Deutsche Telekom 39 39 5
Dixons 70 70 0
Endesa 26 26 0
France Telecom  42 42 2
Halifax 11 11 0
Marks & Spencer  106 116 4
Siemens 21 21 0
UBS  10 10 0
Vodafone  27 27 1
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 49 49 0
BHP Billiton  26 26 -1
Fujitsu 30 30 -2
Hutchison Whampoa 44 52 3
Korea 37 37 1
Malaysia  31 31 2
Mizuho Bank  23 23 -2
Telstra 30 30 -2
Thailand  39 39 2
Toshiba 21 21 0

 

North America 24-Aug-09 19-Aug-09 Spd change week
CDX.NA 48.5 51.5 -3
CDX.NA.HY 281.74 303.82 -22.09
CDX.EM 135 175 0
Europe 24-Aug-09 19-Aug-09 Spd change week
iTraxx Main 35.25 36.25 -1
iTraxx Non Financial 40.18 41.12 -0.94
iTraxx High Vol 65 66.5 -1.5
Asia 24-Aug-09 19-Aug-09 Spd change week
iTraxx Japan 20.36 20.83 -0.47
iTraxx Asia 46.64 46.3 0.34
iTraxx Australia 29.76 30.52 -0.76

 

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