Five-Year Credit-Default Swap Levels (November 10, 2004)

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Five-Year Credit-Default Swap Levels (November 10, 2004)

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  15 21 -2
AOL Time Warner  35 51 -2
Bear Stearns  25 31 -2
Citigroup  14 20 -2
Disney  24 34 -1
Federated Dept. Stores 32 48 -1
Ford  202 216 3
Goldman Sachs  24 30 -3
Hertz 140 160 3
Hewlett Packard 21 29 -1
Lehman Brothers 23 31 -3
Morgan Stanley  24 30 -3
Philip Morris 151 163 -8
Wal-Mart 11.2 18.7 -0.1
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 9.45 9.45 0
Akzo Nobel 20 30 0
Aventis  18 26 0
BAE Systems  32.25 62.25 0
Carrefour  19.26 29.26 0
Credit Lyonnais 12.26 15.26 0
DaimlerChrysler 65.35 75.35 0
Deutsche Telekom 36.64 41.64 0
Dixons 51.03 61.03 1.04
Endesa 23.47 33.47 0
France Telecom  45.91 50.91 0
Halifax 5.55 15.55 0
Iberdrola 18.21 28.21 -1.05
Marks & Spencer  125 135 6
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 36 36 0
Australia  3 3 0
BHP Billiton  20 20 0
China 16 26 -4
Fujitsu 41 51 0
Hutchison Whampoa 53.5 61.5 -9.5
Japan  3.5 6.5 0
Korea 19 29 -4
Malaysia  13.5 28.5 -6
Mizuho Bank  28 28 0
NEC 33 41 0
Philippines 485 515 10
Qantas Airways 50 50 0
Sony  19.5 25.5 0


 

Index Levels

North America 11-Nov-04 5-Nov-04 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 307.6 300.88 6.72
CDX.EM 230.22 223.38 6.84
Europe 11-Nov-04 5-Nov-04 Spd change week
iTraxx Main 37 36.5 0.5
iTraxx Non Financial 41.5 41 0.5
iTraxx High Vol 62.5 61.75 0.75
Asia 11-Nov-04 5-Nov-04 Spd change week
iTraxx Japan 22.75 24.5 -1.75
iTraxx Asia 46 52 -6
iTraxx Australia 26 29.25 -3.25


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