Five-Year Credit-Default Swap Levels January 5, 2005

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Five-Year Credit-Default Swap Levels January 5, 2005

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  16 22 1
AOL Time Warner  29 45 2
Bear Stearns  24 30 1
Citigroup  13 19 0
Disney  21 31 1
Federated Dept. Stores 23 39 3
GMAC 210 226 6
Goldman Sachs  24 30 1
Hewlett Packard 14 22 0
IBM 9 15 1
Lehman Brothers 23 31 1
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10.5 10.5 0
Akzo Nobel 18 28 0
Aventis  18 26 0
Carrefour  18.21 28.21 0
Credit Lyonnais 8.02 11.02 0
Deutsche Telekom 37.67 42.67 0
Dixons 69.71 79.71 2.08
Endesa 25.56 35.56 1.05
Halifax 6.6 16.6 0
Iberdrola 19.25 29.25 0
Marks & Spencer  142 152 10
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 37 37 0
China 18 28 -2
Fujitsu 32 42 0
Hutchison Whampoa 42 50 -1
Japan  4 7 0
Korea 26 36 1
Malaysia  15.5 30.5 -2
NEC 26 34 0
Philippines 455 485 -5
Sony  16 22 0


 

North America 5-Jan-05 30-Dec-04 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 304.13 293.99 10.14
CDX.EM 198.91 180.06 18.85
Europe 5-Jan-05 30-Dec-04 Spd change week
iTraxx Main 36.75 36 0.75
iTraxx Non Financial 41 40.5 0.5
iTraxx High Vol 61.5 60 1.5
Asia 5-Jan-05 30-Dec-04 Spd change week
iTraxx Japan 19 20.5 -1.5
iTraxx Asia 49 49 0
iTraxx Australia 27.5 27.5 0


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