Five-Year Credit-Default Swap Levels
GlobalCapital, is part of the Delinian Group, DELINIAN (GLOBALCAPITAL) LIMITED, 4 Bouverie Street, London, EC4Y 8AX, Registered in England & Wales, Company number 15236213
Copyright © DELINIAN (GLOBALCAPITAL) LIMITED and its affiliated companies 2024

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement
Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  11 0 0
AOL Time Warner  33 0 0
Bear Stearns  21 0 1
Citigroup  9 0 0
Disney  13 -1 -1
Federated Dept. Stores 45 7 3
Ford  543 -15 25
Ford credit 306 -26 -8
General Electric Cap Corp.  12 0 0
GMAC 123 -13 1
Goldman Sachs  20 0 1
Hertz 200 6 6
Hewlett Packard 12 -2 -2
IBM 9 0 0
Lehman Brothers 21 0 1
Morgan Stanley  20 0 1
Philip Morris 24 0 0
Wal-Mart 8 0 0
Europe
British American Tobacco 26 1 1
DaimlerChrysler 57 1 5
Deutsche Telekom 37 1 1
France Telecom 30 1 1
J Sainsbury 25 0 3
Marks & Spencer 28 0 0
Telecom Italia 65 2 8
Vivendi Universal 51 1 -1
Volkswagen 27 1 3
Asia
Amcor 53 2 1
Australia  2 0 0
BHP Billiton  16 1 4
China 14 0 0
Fujitsu 18 0 2
Hutchison Whampoa 31 2 1
Japan  4 0 0
Korea 21 -1 -2
Malaysia  19 -1 -2
Mizuho Bank  12 0 0
NEC 25 0 -1
Philippines 130 3 3
Qantas Airways 110 53 78
Sony  19 0 0
Telstra 25 1 1
Thailand  30 -2 -2
Toshiba 30 1 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 34.13 0.25 -0.25
CDX.NA.HY 161.4 -29.09 -29.88
CDX.EM 106 0 5
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 25 0.75 0
iTraxx Crossover 243.5 6 4.5
iTraxx High Vol 49 1.75 0.25
iTraxx Sub Financial 16 0.5 0.75
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 23.95 -0.01 1.69
iTraxx Asia 52.73 -0.49 -1.92
iTraxx Australia 30.05 5.53 4.74

Related articles

Gift this article