All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group
Derivatives

Five-Year Credit-Default Swap Levels

  Current Mid Change On Week Change On Two Weeks
U.S.
American Express  12 0 -1
AOL Time Warner  36 0 -3
Bear Stearns  21 0 -1
Citigroup  9 0 -1
Disney  15 -1 -2
Federated Dept. Stores 55 -7 -7
Ford  627 -37 -9
Ford credit 363 2 11
General Electric Cap Corp.  12 0 -1
GMAC 156 -3 -5
Goldman Sachs  20 0 -1
Hertz 171 5 -6
Hewlett Packard 16 -4 -4
IBM 13 -2 -2
Lehman Brothers 20 0 -1
Morgan Stanley  20 0 -1
Philip Morris 32 -4 -5
Wal-Mart 10 0 0
Europe
British American Tobacco 27 0 0
DaimlerChrysler 55 -2 -1
Deutsche Telekom 41 -1 -1
France Telecom 34 0 -1
J Sainsbury 18 0 0
Marks & Spencer 31 0 -1
Telecom Italia 64 0 -5
Vivendi Universal 51 2 2
Volkswagen 25 0 0
Asia
Amcor 55 -1 -2
Australia  2 0 0
BHP Billiton  15 0 -1
China 19 0 -1
Fujitsu 22 -2 -2
Hutchison Whampoa 30 0 0
Japan  4 0 0
Korea 26 -1 1
Malaysia  23 0 -1
Mizuho Bank  13 -1 -1
NEC 28 -1 -1
Philippines 139 -1 -13
Qantas Airways 37 0 0
Sony  25 1 1
Telstra 26 -2 -2
Thailand  38 -1 -3
Toshiba 35 0 0
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 34.88 -1.5 -3.75
CDX.NA.HY 200.21 -7.37 -14.56
CDX.EM 108 2 -20
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 26.5 -1 -2
iTraxx Crossover 258 -1 -11.5
iTraxx High Vol 50.75 -1 -3
iTraxx Sub Financial 16 -0.5 -0.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Japan 25.48 0.1 0.54
iTraxx Asia 58.68 -0.19 -2.85
iTraxx Australia 27.52 -0.3 -1.97
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree