Five-Year Credit-Default Swap Levels April 13, 2005

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Five-Year Credit-Default Swap Levels April 13, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  19 25 -2
AOL Time Warner  32 48 -4
Bear Stearns  27 33 0
Citigroup  13 19 -2
Disney  23 33 -7
Ford  573 587 180
General Electric Cap Corp.  19 25 0
GMAC 562 578 105
Goldman Sachs  25 31 0
Hertz 415 435 135
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 12.63 12.63 0.53
Akzo Nobel 30 30 5
Aventis  27.3 27.3 5.25
Carrefour  23.19 23.19 -2.11
DaimlerChrysler 138.6 138.6 53.55
Dixons 103.77 103.77 20.75
Endesa 35.84 35.84 -2.1
France Telecom  35.02 35.02 1.03
Iberdrola 23.2 23.2 -4.21
Marks & Spencer  119 129 6
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 40 40 0
Australia  2 2 0
BHP Billiton  24 24 1
China 21 31 -1
Fujitsu 37.5 42.5 1
Hutchison Whampoa 35 43 -2
Korea 29.5 39.5 -1.5
Mizuho Bank  27 27 -1


 

North America 13-Apr-05 7-Apr-05 Spd change week
CDX.NA 52.5 48 4.5
CDX.NA.HY 352.02 342.07 9.95
CDX.EM 208.88 0 208.88
Europe 13-Apr-05 7-Apr-05 Spd change week
iTraxx Main 41 38 3
iTraxx Non Financial 46.75 43 3.75
iTraxx High Vol 78 68 10
Asia 13-Apr-05 7-Apr-05 Spd change week
iTraxx Japan 23.75 23.75 0
iTraxx Asia 49 49 0
iTraxx Australia 28 28 0

 

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