Five-Year Credit-Default Swap Levels (November 24, 2004)

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Five-Year Credit-Default Swap Levels (November 24, 2004)

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  16 22 1
Citigroup  14 20 0
Disney  22 32 -1
Ford  202 216 -4
Goldman Sachs  25 31 2
Hertz 143 163 0
Hewlett Packard 20 28 -1
IBM 13 19 -1
Lehman Brothers 24 32 2
Morgan Stanley  23 29 1
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 9.45 9.45 0
Akzo Nobel 20 30 0
BAE Systems  32.25 62.25 1.05
Carrefour  18.21 28.21 0
Credit Lyonnais 12.26 15.26 0
Deutsche Telekom 35.61 40.61 0
Dixons 53.1 63.1 3.11
Endesa 22.41 32.41 1.05
France Telecom  43.85 48.85 -1.03
Iberdrola 17.15 27.15 0
Asia       
Name Bid Offer Bid Change (Weekly)
hina 16 26 1
Fujitsu 36 46 -3
Japan  3.5 6.5 0
Korea 23 33 6.5
Malaysia  15.5 30.5 3
Mizuho Bank  24 24 0
Philippines 485 515 0
Sony  17 23 -1.5
North America 23-Nov-04 17-Nov-04 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 314.52 314.72 -0.19
CDX.EM 207.92 219.06 -11.14
Europe 23-Nov-04 17-Nov-04 Spd change week
iTraxx Main 36.75 37.25 -0.5
iTraxx Non Financial 41.25 41.5 -0.25
iTraxx High Vol 62 62.25 -0.25
Asia 23-Nov-04 17-Nov-04 Spd change week
iTraxx Japan 21.5 21.5 0
iTraxx Asia 49 43 6
iTraxx Australia 26 26 0


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