Five-Year Credit-Default Swap Levels May 25, 2005
| U.S. |
|
|
|
| Name |
Bid |
Offer |
Bid Change (Weekly) |
| American Express |
29 |
35 |
0 |
| AOL Time Warner |
31 |
47 |
-4 |
| Bear Stearns |
31 |
37 |
-11 |
| Disney |
35 |
45 |
-10 |
| Federated Dept. Stores |
36 |
52 |
-5.1 |
| Ford |
603 |
617 |
-240.7 |
| Ford credit |
472 |
488 |
-150.5 |
| Goldman Sachs |
31 |
37 |
-9 |
| Hertz |
225 |
245 |
-25.2 |
| Lehman Brothers |
30 |
38 |
-11 |
| Morgan Stanley |
31 |
37 |
-9 |
| Philip Morris |
104 |
116 |
-5 |
| Europe |
|
|
|
| Name |
Bid |
Offer |
Bid Change (Weekly) |
| ABN AMRO |
14.21 |
14.21 |
-1.58 |
| Akzo Nobel |
33 |
33 |
-5 |
| BAE Systems |
56.7 |
56.7 |
-7.35 |
| Carrefour |
23 |
23 |
-2 |
| DaimlerChrysler |
117.6 |
117.6 |
-25.2 |
| Endesa |
34 |
34 |
-3 |
| France Telecom |
46.35 |
46.35 |
-11.33 |
| Halifax |
13.66 |
13.66 |
-3.15 |
| Marks & Spencer |
106 |
116 |
-14 |
| Siemens |
22.05 |
22.05 |
-1.05 |
| UBS |
12.69 |
12.69 |
-2.12 |
| Vodafone |
25.75 |
25.75 |
-3.09 |
| Asia |
|
|
|
| Name |
Bid |
Offer |
Bid Change (Weekly) |
| Amcor |
51 |
51 |
-6 |
| BHP Billiton |
31 |
31 |
-4 |
| Fujitsu |
59.5 |
64.5 |
-5 |
| Mizuho Bank |
34 |
34 |
-1 |
| NEC |
43 |
51 |
-5 |
| Qantas Airways |
48 |
48 |
-9 |
| Sony |
29 |
35 |
-3 |
| China |
26 |
36 |
-2 |
| Korea |
39 |
49 |
-4 |
| Malaysia |
25.5 |
40.5 |
-4 |
| Philippines |
373 |
403 |
-42 |
| Thailand |
28.5 |
43.5 |
-3 |
|
|
|
|
| North America |
25-May-09 |
20-May-09 |
Spd change week |
| CDX.NA |
60 |
70 |
-10 |
| CDX.NA.HY |
346.68 |
394.01 |
-47.33 |
| CDX.EM |
196 |
0 |
196 |
| Europe |
25-May-09 |
20-May-09 |
Spd change week |
| iTraxx Main |
48.75 |
50.25 |
-1.5 |
| iTraxx Non Financial |
55.72 |
57.14 |
-1.43 |
| iTraxx High Vol |
95 |
101 |
-6 |
| Asia |
25-May-09 |
20-May-09 |
Spd change week |
| iTraxx Japan |
35 |
37 |
2 |
| iTraxx Asia |
51 |
51 |
1 |
| iTraxx Australia |
31 |
31 |
0 |
