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.
AOL Time Warner  50 2 2
Bear Stearns  28 4 4
Citigroup  13 1 1
Federated Dept. Stores 35 0 2
Ford  880 0 -10
Ford credit 500 -8 -10
General Electric Cap Corp.  15 1 1
GMAC 285 -22 -35
Goldman Sachs  28 4 4
Hertz 217 15 16
Hewlett Packard 22 2 2
Lehman Brothers 26 2 2
Morgan Stanley  28 5 5
Philip Morris 58 3 3
Wal-Mart 10 0 1
Europe
DaimlerChrysler 61 4 4
Volkswagen 32 3 3
J Sainsbury 21 0 0
Marks & Spencer 39 2 0
France Telecom 36 1 0
Deutsche Telekom 39 0 0
Telecom Italia 55 3 3
Vivendi Universal 58 1 0
British American Tobacco 36 0 -1
Asia
Amcor 49 0 0
BHP Billiton  19 0 0
Fujitsu 29 1 2
Hutchison Whampoa 40 4 3
Mizuho Bank  14 0 0
NEC 33 0 0
Qantas Airways 46 0 0
Sony  29 1 1
Toshiba 34 1 2
China 22 1 1
Korea 25 2 1
Malaysia  32 4 3
Philippines 233 14 14
Thailand  42 2 2
North America Current Mid Change On Week Change On Two Weeks
CDX.NA 46 2.5 4
CDX.NA.HY 254.49 36.98 38.33
CDX.EM 187 10 45
Europe Current Mid Change On Week Change On Two Weeks
iTraxx Main 34.5 2.5 2.75
iTraxx Crossover 283 23 23
iTraxx High Vol 61.5 4.75 5.5
Asia Current Mid Change On Week Change On Two Weeks
iTraxx Sub Financial 27.5 3.25 4.5
iTraxx Japan 27.3 0.65 0.47
iTraxx Asia 57.98 3.59 3.93
iTraxx Australia 29.1 0 -0.01
Source: JPMorgan

Related articles

Gift this article