Five-Year Credit-Default Swap Levels June 8, 2005

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Five-Year Credit-Default Swap Levels June 8, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  29 35 0
Disney  25 35 -10
Federated Dept. Stores 30 46 -4
Ford  473 487 -40
Ford credit 362 378 -15
GMAC 497 513 -55
Hertz 200 220 5
Lehman Brothers 34 42 5
Morgan Stanley  33 39 4
Philip Morris 109 121 -5
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 12.63 12.63 -1.05
Akzo Nobel 31 31 -2
BAE Systems  50.4 50.4 -2.1
Deutsche Telekom 42.23 42.23 -2.06
Dixons 74 74 -7
Endesa 34 34 0
Halifax 13.66 13.66 0
Marks & Spencer  100 110 -5
Siemens 25.2 25.2 2.1
Vodafone  24.72 24.72 -1.03
Asia 
Name Bid Offer Bid Change (Weekly)
BHP Billiton 
Amcor 49 49 1
BHP Billiton  29 29 -1
Fujitsu 54.5 59.5 -3
Hutchison Whampoa 45 53 1
NEC 37 45 -4
Qantas Airways 47 47 2
Sony  25 31 -3
Toshiba 29 35 -4


 

North America 8-Jun-09 3-Jun-09 Spd change week
CDX.NA 58 57 1
CDX.NA.HY 323.34 326.82 -3.48
CDX.EM 167 168 -1
Europe 8-Jun-09 3-Jun-09 Spd change week
iTraxx Main 41 39.75 1.25
iTraxx Non Financial 47.93 46.73 1.2
iTraxx High Vol 76 75 1
Asia 8-Jun-09 3-Jun-09 Spd change week
iTraxx Japan 30.5 35 0
iTraxx Asia 51.5 52 1
iTraxx Australia 33 30.5 -0.5


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