Five-Year Credit-Default Swap Levels June 1, 2005

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Five-Year Credit-Default Swap Levels June 1, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  29 35 0
Bear Stearns  30 36 -1
Federated Dept. Stores 34 50 -2
Ford credit 377 393 -95
General Electric Cap Corp.  25 31 -1
GMAC 552 568 -100
Hertz 195 215 -30
Hewlett Packard 38 46 -8
IBM 22 28 -2
Morgan Stanley  29 35 -2
Philip Morris 114 126 10
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 13.68 13.68 -0.53
Akzo Nobel 33 33 0
BAE Systems  52.5 52.5 -4.2
Credit Lyonnais 12.6 12.6 0
DaimlerChrysler 99.75 99.75 -17.85
Dixons 81 81 -1
France Telecom  47.38 47.38 1.03
Halifax 13.66 13.66 0
Marks & Spencer  105 115 -1
Siemens 23.1 23.1 1.05
UBS  12.16 12.16 -0.53
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 48 48 -3
BHP Billiton  30 30 -1
Hutchison Whampoa 44 52 -4
NEC 41 49 -2
Qantas Airways 45 45 -3
Toshiba 33 39 -1
Japan  7.5 10.5 0
Korea 37 47 -2
Philippines 357 387 -16
Thailand  27.5 42.5 -1


 

North America 1-Jun-09 27-May-09 Spd change week
CDX.NA 57 60 -3
CDX.NA.HY 336.63 346.67 -10.03
CDX.EM 172 179 -7
Europe 1-Jun-09 27-May-09 Spd change week
iTraxx Main 43 42.75 0.25
iTraxx Non Financial 50.37 49.55 0.82
iTraxx High Vol 83 81.5 1.5
Asia 1-Jun-09 27-May-09 Spd change week
iTraxx Japan 35 35 0
iTraxx Asia 52 51 1
iTraxx Australia 30.5 31 -0.5

 

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