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Derivatives

Five-Year Credit-Default Swap Levels August 16, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  25 25 0
Bear Stearns  30 30 -1
Citigroup  18 18 -1
Disney  30 30 0
Ford  545 545 25
Goldman Sachs  29 29 -1
Hertz 355 355 -10
IBM 24 24 0
Morgan Stanley  29 29 -2
Philip Morris 120 120 2
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10 10 0
Akzo Nobel 27 27 -1
Aventis  32 32 0
Carrefour  18 18 0
DaimlerChrysler 74 74 0
Deutsche Telekom 35 35 0
Dixons 70 70 1
Endesa 26 26 0
France Telecom  40 40 -1
Iberdrola 21 21 0
Asia 
Name Bid Offer Bid Change (Weekly)
Australia  2 2 0
China 25 25 -2
Hutchison Whampoa 41 49 0
Korea 36 36 1
Malaysia  29 29 1
Philippines 398 398 3
Thailand  38 38 1


 

North America 16-Aug-05 11-Aug-05 Spd change week
CDX.NA 51.5 52.25 -0.75
CDX.NA.HY 303.91 302.26 1.66
CDX.EM 175 178 -3
Europe 16-Aug-05 11-Aug-05 Spd change week
iTraxx Main 36 36 0
iTraxx Non Financial 40.67 40.66 0.01
iTraxx High Vol 66.25 66 0.25
Asia 16-Aug-05 11-Aug-05 Spd change week
iTraxx Japan 20.83 22 -1.17
iTraxx Asia 46.3 46 0.3
iTraxx Australia 30.52 35 -4.48

 

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