Five-Year Credit-Default Swap Levels May 18, 2005
North America |
Name |
Bid |
Offer rate |
Bid Change (Weekly) |
American Express |
29 |
35 |
2 |
AOL Time Warner |
35 |
51 |
6 |
Bear Stearns |
42 |
48 |
7 |
Citigroup |
19 |
25 |
0 |
Disney |
45 |
55 |
7 |
Federated Dept. Stores |
41.1 |
57.1 |
6.1 |
Ford |
843.7 |
857.7 |
40.7 |
Ford credit |
622.5 |
638.5 |
-9.5 |
Philip Morris |
109 |
121 |
20 |
Wal-Mart |
11.3 |
18.8 |
4.1 |
|
|
|
|
Europe |
Name |
Bid |
Offer rate |
Bid Change (Weekly) |
ABN AMRO |
15.79 |
15.79 |
1.05 |
Akzo Nobel |
38 |
38 |
1 |
Aventis |
31.5 |
31.5 |
4.2 |
BAE Systems |
64.05 |
64.05 |
5.25 |
Carrefour |
25 |
25 |
4 |
Credit Lyonnais |
12.6 |
12.6 |
0 |
DaimlerChrysler |
142.8 |
142.8 |
-4.2 |
Deutsche Telekom |
52.53 |
52.53 |
7.21 |
Dixons |
101 |
101 |
4 |
Endesa |
37 |
37 |
0 |
France Telecom |
57.68 |
57.68 |
10.3 |
Halifax |
16.81 |
16.81 |
2.1 |
Iberdrola |
25 |
25 |
3 |
Marks & Spencer |
120 |
130 |
1 |
Siemens |
23.1 |
23.1 |
-1.05 |
UBS |
14.81 |
14.81 |
2.65 |
Vodafone |
28.84 |
28.84 |
1.03 |
|
|
|
|
Asia |
Name |
Bid |
Offer rate |
Bid Change (Weekly) |
Amcor |
57 |
57 |
3 |
BHP Billiton |
35 |
35 |
7 |
Fujitsu |
64.5 |
69.5 |
5 |
Hutchison Whampoa |
54 |
62 |
11 |
Mizuho Bank |
35 |
35 |
4 |
NEC |
48 |
56 |
4 |
Qantas Airways |
57 |
57 |
9 |
Sony |
32 |
38 |
1 |
Telstra |
41 |
41 |
8 |
Toshiba |
37 |
43 |
2 |
Australia |
2 |
2 |
0 |
China |
28 |
38 |
3 |
Japan |
7.5 |
10.5 |
1 |
Korea |
43 |
53 |
9 |
Malaysia |
29.5 |
44.5 |
7 |
Philippines |
415 |
445 |
30 |
Thailand |
31.5 |
46.5 |
5 |
|
|
|
|
Extras |
Name |
Bid |
Offer rate |
Bid Change (Weekly) |
Merrill |
40 |
46 |
6 |
Bayer |
34.65 |
34.65 |
1.05 |
basf |
23.1 |
23.1 |
0 |
CSFB |
28.76 |
28.76 |
5 |
Europe |
17-May-05 |
12-May-05 |
Spd change week |
iTraxx Main |
60.50 |
52.25 |
8.25 |
iTraxx Non Financial |
67.93 |
58.83 |
9.10 |
iTraxx High Vol |
115.00 |
98.50 |
16.50 |
|
74.98 |
65.46 |
|
|
55.58 |
49.25 |
|
|
|
|
|
North America |
17-May-05 |
12-May-05 |
Spd change week |
CDX.NA |
70.00 |
70.50 |
-0.50 |
CDX.NA.HY |
442.91 |
400.87 |
42.04 |
CDX.EM |
192.00 |
188.00 |
4.00 |
|
|
|
|
Asia |
17-May-05 |
12-May-05 |
Spd change week |
iTraxx Japan |
37.00 |
35.00 |
5.00 |
iTraxx Asia |
51.00 |
50.00 |
4.00 |
iTraxx Australia |
31 |
31 |
3.00 |