Five-Year Credit-Default Swap Levels July 20, 2005

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Five-Year Credit-Default Swap Levels July 20, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  27 27 -5
AOL Time Warner  40 40 -8
Bear Stearns  31 31 -3
Citigroup  19 19 -3
Disney  29 29 -5
Federated Dept. Stores 37 37 -6
Ford  550 550 -7
Ford credit 420 420 -3
General Electric Cap Corp.  26 26 -4.5
GMAC 450 450 -38
Goldman Sachs  30 30 -3
Hewlett Packard 32 32 -6
IBM 24 24 -4
Lehman Brothers 31 31 -4
Philip Morris 112 112 -9
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10.52 10.52 0
Akzo Nobel 27 27 0
Aventis  31.5 31.5 0
BAE Systems  38.85 38.85 1.05
Carrefour  19 19 0
Credit Lyonnais 11.55 11.55 0
DaimlerChrysler 78.75 78.75 -2.1
Deutsche Telekom 36.05 36.05 2.06
Dixons 66 66 7
Endesa 27 27 -0.99
France Telecom  41.2 41.2 5.15
Halifax 12.08 12.08 2.99
Iberdrola 21 21 -2
Marks & Spencer  91 101 1
Siemens 22.05 22.05 1
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 48 48 -1
Australia  2 2 0
BHP Billiton  27 27 -1.99
China 21 31 -0.5
Fujitsu 38 38 -1.5
Hutchison Whampoa 42 50 1
Japan  5.75 5.75 -0.25
Malaysia  28 28 -0.5
Mizuho Bank  24 24 -1
NEC 28.5 28.5 -1
Philippines 410 410 -15
Qantas Airways 44 44 -3
Sony  20 20 0
Telstra 30 30 -1.99
Toshiba 22 22 0

 

North America 20-Jul-09 15-Jul-09 Spd change week
CDX.NA 54 56.25 -2.25
CDX.NA.HY 300.09 297.06 3.04
CDX.EM 148 150 -2
Europe 20-Jul-09 15-Jul-09 Spd change week
iTraxx Main 36.5 35.75 0.75
iTraxx Non Financial 41.27 40.67 0.6
iTraxx High Vol 64 62.25 1.75
Asia 20-Jul-09 15-Jul-09 Spd change week
iTraxx Japan 23 26 -3
iTraxx Asia 47 48.5 -1.5
iTraxx Australia 34 35 -1


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