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 |
