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

Five-Year Credit-Default Swap Levels July 27, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  26 26 -1
AOL Time Warner  38 38 -2
Bear Stearns  29 29 -2
Citigroup  18 18 -
Disney  29 29 0
Ford  510 510 -40
Ford credit 375 375 -45
General Electric Cap Corp.  24 24 -2
GMAC 360 360 -90
Goldman Sachs  28 28 -2
Hertz 340 340 20
IBM 24 24 0
Philip Morris 110 110 -2
Wal-Mart 14 14 0
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10 10 -1
Akzo Nobel 27 27 0
BAE Systems  39 39 0
Carrefour  19 19 0
DaimlerChrysler 79 79 0
Deutsche Telekom 34 34 -2
Dixons 64 64 -2
Endesa 27 27 0
France Telecom  43 43 2
Halifax 12 12 -1
Iberdrola 21 21 0
Marks & Spencer  93 103 2
UBS  10 10 -1
Vodafone  26 26 0
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 48 48 0
Australia  2 2 0
BHP Billiton  27 27 0
China 21 31 0
Fujitsu 35 35 -3
Hutchison Whampoa 42 50 0
Japan  5 5 -1
Korea 36 36 -1
Malaysia  28 28 0
Qantas Airways 44 44 0
Sony  19 19 -1
Telstra 30 30 0
Thailand  35 35 0
Toshiba 21 21 -1

 

North America 27-Jul-09 22-Jul-09 Spd change week
CDX.NA 51 54 -3
CDX.NA.HY 288.04 291.8 -3.76
CDX.EM 160 154 6
Europe 27-Jul-09 22-Jul-09 Spd change week
iTraxx Main 36.5 35.75 0.75
iTraxx Non Financial 41.29 40.58 0.71
iTraxx High Vol 64.25 63 1.25
Asia 27-Jul-09 22-Jul-09 Spd change week
iTraxx Japan 21.25 23 -3
iTraxx Asia 46 47 -1.5
iTraxx Australia 35 34 -1

 

We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree