Five-Year Credit-Default Swap Levels June 23, 2005

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Five-Year Credit-Default Swap Levels June 23, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  29 35 1
AOL Time Warner  34 50 4
Bear Stearns  33 39 3
Citigroup  18 24 1
Disney  24 34 0
Ford  558 572 115
Ford credit 427 443 85
General Electric Cap Corp.  26 32 -1
GMAC 502 518 60
Goldman Sachs  32 38 2
Hertz 340 360 140
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 12.63 12.63 0
Akzo Nobel 27 27 -1
BAE Systems  42 42 -5.25
Carrefour  21 21 -1
Credit Lyonnais 12.6 12.6 0
DaimlerChrysler 84 84 -2.1
Deutsche Telekom 35.02 35.02 -4.12
Endesa 31 31 -2
France Telecom  38.11 38.11 -4.12
Iberdrola 22 22 -1
Marks & Spencer  99 109 -2
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 49 49 0
BHP Billiton  31 31 2
Fujitsu 41.5 46.5 -8
Hutchison Whampoa 44 52 1
Mizuho Bank  27.5 27.5 0
NEC 29 37 -5
Qantas Airways 47 47 0
Sony  21 27 -1.5
Telstra 37 37 2
Toshiba 24 30 -2


 

Europe 22-Jun-05 17-Jun-05 Spd change week
iTraxx Main 39.25 39.25 0
iTraxx Non Financial 45.13 45.41 -0.28
iTraxx High Vol 69.25 70.5 -1.25
North America 22-Jun-05 17-Jun-05 Spd change week
CDX.NA 60 56.5 3.5
CDX.NA.HY 322.81 319.63 3.18
CDX.EM 160 161 -1
Asia 22-Jun-05 17-Jun-05 Spd change week
iTraxx Japan 26 30.5 -4.5
iTraxx Asia 49.5 51.5 -2
iTraxx Australia 34 33 1

 

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