Five-Year Credit-Default Swap Levels May 11, 2005

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Five-Year Credit-Default Swap Levels May 11, 2005

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  27 33 5
AOL Time Warner  29 45 1
Bear Stearns  35 41 8
Citigroup  19 25 3
Ford  803 817 210
GMAC 717 733 145
Dixons 97 97 8
Halifax 14.71 14.71 1.05
Iberdrola 22 22 -1
Vodafone  27.81 27.81 4.12
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 14.74 14.74 1.58
Akzo Nobel 37 37 2
Aventis  27.3 27.3 0
Dixons 97 97 8
Endesa 37 37 2
France Telecom  47.38 47.38 8.24
Halifax 14.71 14.71 1.05
Iberdrola 22 22 -1
Marks & Spencer  119 129 13
Vodafone  27.81 27.81 4.12
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 54 54 4
BHP Billiton  28 28 3
Mizuho Bank  31 31 3
NEC 44 52 4
Sony  31 37 3
Toshiba 35 41 4
China 25 35 3
Korea 34 44 6
Thailand  26.5 41.5 0.5


 

North America 11-May-09 6-May-09 Spd change week
CDX.NA 54 55.5 -1.5
CDX.NA.HY 380.35 363.52 #N/A
CDX.EM 188 187 1
Europe 11-May-09 6-May-09 Spd change week
iTraxx Main 50.5 42 8.5
iTraxx Non Financial 57.11 48.06 9.05
iTraxx High Vol 97.5 82 15.5
Asia 11-May-09 6-May-09 Spd change week
iTraxx Japan 35 30 3
iTraxx Asia 50 46 -1
iTraxx Australia 31 28 0

 

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