Five-Year Credit-Default Swap Levels June 29, 2005

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Five-Year Credit-Default Swap Levels June 29, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  31 37 2
Disney  24 34 0
Ford  523 537 5
Ford credit 407 423 15
GMAC 502 518 40
Goldman Sachs  32 38 1
Hertz 325 345 10
Hewlett Packard 33 41 1
IBM 22 28 0
Wal-Mart 11.3 18.8 3
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 12.63 12.63 0
Akzo Nobel 32 32 4
Carrefour  19 19 -2
Credit Lyonnais 13.65 13.65 1.05
DaimlerChrysler 87.15 87.15 3.15
Endesa 31 31 -1
France Telecom  43.26 43.26 5.15
Halifax 13.66 13.66 0
UBS  11.63 11.63 -0.53
Vodafone  25.75 25.75 0
Asia 
Name Bid Offer Bid Change (Weekly)
BHP Billiton  32 32 1
NEC 29 37 0
Qantas Airways 50 50 3
Telstra 37 37 0
Toshiba 23 29 -1
Malaysia  25.5 35.5 -1.5
Philippines 375 405 15
Thailand  26.5 41.5 1

 

North America 29-Jun-09 24-Jun-09 Spd change week
CDX.NA 60 58 2
CDX.NA.HY 327.72 322.81 4.91
CDX.EM 164 158 6
Europe 29-Jun-09 24-Jun-09 Spd change week
iTraxx Main 40.5 39.25 1.25
iTraxx Non Financial 46.69 45.02 1.67
iTraxx High Vol 73 69 4
Asia 29-Jun-09 24-Jun-09 Spd change week
iTraxx Japan 26 26 0
iTraxx Asia 51 52 -1
iTraxx Australia 35 33 2

 

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