Five-Year Credit-Default Swap Levels June 15, 2005

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Five-Year Credit-Default Swap Levels June 15, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  28 34 -1
Bear Stearns  30 36 -4
Citigroup  17 23 -1
Disney  24 34 -1
Federated Dept. Stores 29 45 -1
Ford  403 417 -70
Ford credit 312 328 -50
GMAC 402 418 -95
Goldman Sachs  30 36 -3
Hertz 195 215 -5
Hewlett Packard 32 40 -2
Lehman Brothers 29 37 -5
Philip Morris 104 116 -5
Wal-Mart 8.3 15.8 -3
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 12.63 12.63 0
Akzo Nobel 28 28 -3
Aventis  31.5 31.5 0
BAE Systems  47.25 47.25 -3.15
Credit Lyonnais 12.6 12.6 0
DaimlerChrysler 84 84 -5.25
Deutsche Telekom 38.11 38.11 -4.12
Dixons 69 69 -5
France Telecom  42.23 42.23 -4.12
Halifax 13.66 13.66 0
Iberdrola 23 23 -1
Marks & Spencer  99 109 -1
Siemens 24.15 24.15 -1.05
Vodafone  26.78 26.78 2.06
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 49 49 0
BHP Billiton  29 29 0
Fujitsu 49.5 54.5 -5
Hutchison Whampoa 43 51 -2
Mizuho Bank  28.5 28.5 -1.5
NEC 34 42 -3
Sony  22.5 28.5 -2.5
Telstra 35 35 1
Toshiba 26 32 -3
China 26 36 -1
Japan  6 9 -0.5
Korea 32 42 -4
Philippines 370 400 -5
Thailand  25.5 40.5 -2


 

North America 15-Jun-09 10-Jun-09 Spd change week
CDX.NA 55 58 -3
CDX.NA.HY 316.36 333.19 -16.83
CDX.EM 178 181 -3
Europe 15-Jun-09 10-Jun-09 Spd change week
iTraxx Main 39.75 42 -2.25
iTraxx Non Financial 45.93 48.45 -2.52
iTraxx High Vol 73.5 77.5 -4
Asia 15-Jun-09 10-Jun-09 Spd change week
iTraxx Japan 26 30.5 -4.5
iTraxx Asia 52 51.5 -0.5
iTraxx Australia 33 33 2.5


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