Weekly Credit Advancers/Decliners (6/22/06-6/29/06)

June 30, 2006 12:00 am

The following charts show the top five advancers and decliners in terms of % moves in the loan, bond and credit default swap markets for the previous week.

The following charts show the top five advancers and decliners in terms of % moves in the loan, bond and credit default swap markets for the previous week. Data provided by Markit Group.

Loan Advancers
Facility	Previous Bid	Current Bid	Percent Change
Refco Group (Amend 4/05) TLb	103.250	104.550	1.259
Calpine (2nd Lien 8/03) Hybrid TL	97.472	98.292	0.841
UCA/HHC Group (5/99) TLb	94.125	94.375	0.266
Olympus Cable (9/01) TLb	95.141	95.328	0.197
White Birch Paper (2nd Lien 5/05) Hybrid TL	100.313	100.469	0.156

Bond Advancers
Name	Spread	Weekly Chg (bp)
Owens Corning 7.5 01Aug18	342	-46
Kerr Mcgee Corp 6.95 01Jul24	119	-24
The AES Corp 7.75 01Mar14	185	-8
Gen Mtrs Accep Corp 7.75 19Jan10	233	-7
Gen Mtrs Corp 7.7 15Apr16	476	-7

CDS Advancers
Name	Spread	Weekly Chg (bp)
Intelsat Ltd	606	-29
Kerr Mcgee Corp	57	-20
NOVA Chems Corp	303	-12
JetBlue Awys Corp	613	-11
Cox Entpers Inc	76	-11

Loan Decliners
Facility	Previous Bid	Current Bid	Percent Change
Collins & Aikman (9/04) TLb	92.900	90.875	-2.180
Angiotech (4/06) TLb	99.800	99.075	-0.726
Federal Mogul (Amend 12/00) TLb	97.675	97.050	-0.640
Venetian Macao (1/06) TLb	100.594	100.188	-0.404
Huntsman International (8/05) TLb	99.812	99.547	-0.265

Bond Decliners
Name	Spread	Weekly Chg (bp)
Tembec Inds Inc 8.625 30Jun09	1205	206
Delphi Corp 6.5 01May09	1122	197
Dana Corp 6.5 01Mar09	432	164
Amkor Tech Inc 9.25 15Feb08	832	141
Smurfit Stone Container Enterprises Inc 9.25 01Feb08	433	110

CDS Decliners
Name	Spread	Weekly Chg (bp)
Six Flags Inc	628	116
Cooper Tire & Rubr Co	433	50
ArvinMeritor Inc	413	42
Odyssey Re Hldgs Corp	284	36
Goodyear Tire & Rubr Co	470	33

N.B. Loan data is in price format		Source: Markit Group