Five-Year Credit-Default Swap Levels March 2, 2005
| U.S. |
|
|
|
| Name |
Bid |
Offer |
Bid Change (Weekly) |
| American Express |
17 |
23 |
-1 |
| AOL Time Warner |
28 |
44 |
-2 |
| Bear Stearns |
19 |
25 |
-1 |
| Citigroup |
10 |
16 |
-1 |
| Disney |
19 |
29 |
-1 |
| General Electric Cap Corp. |
16 |
22 |
-1 |
| GMAC |
239 |
255 |
14 |
| Goldman Sachs |
20 |
26 |
-1 |
| Hewlett Packard |
26 |
34 |
-1 |
| Lehman Brothers |
19 |
27 |
-1 |
| Morgan Stanley |
18 |
24 |
-1 |
| Philip Morris |
74 |
86 |
-2 |
| Europe |
|
|
|
| Name |
Bid |
Offer |
Bid Change (Weekly) |
| ABN AMRO |
8.41 |
8.41 |
-1.05 |
| BAE Systems |
31.5 |
31.5 |
-3.15 |
| Carrefour |
20.04 |
20.04 |
-2.11 |
| DaimlerChrysler |
56.7 |
56.7 |
-2.1 |
| Deutsche Telekom |
27.81 |
27.81 |
-4.12 |
| Dixons |
63.3 |
63.3 |
-1.04 |
| Endesa |
27.41 |
27.41 |
-2.11 |
| France Telecom |
28.84 |
28.84 |
-4.12 |
| Marks & Spencer |
75 |
85 |
-15 |
| Siemens |
16.8 |
16.8 |
1.05 |
| UBS |
7.92 |
7.92 |
-1.59 |
| Vodafone |
21.63 |
21.63 |
-1.03 |
| Asia |
|
|
|
| Name |
Bid |
Offer |
Bid Change (Weekly) |
| Amcor |
33 |
33 |
-1 |
| BHP Billiton |
17 |
17 |
0 |
| China |
18.5 |
28.5 |
-1 |
| Hutchison Whampoa |
30 |
38 |
-5 |
| Korea |
25 |
35 |
-3 |
| Malaysia |
17 |
32 |
0.5 |
| NEC |
27 |
35 |
2 |
| Philippines |
335 |
365 |
-18 |
| Qantas Airways |
34 |
34 |
-1 |
| Sony |
17 |
23 |
0 |
| Toshiba |
15.5 |
21.5 |
0 |
|
|
|
|
| North America |
3-Mar-09 |
25-Feb-09 |
Spd change week |
| CDX.NA |
57 |
57 |
0 |
| CDX.NA.HY |
303.39 |
306.9 |
-3.51 |
| CDX.EM |
178.38 |
180.64 |
-2.26 |
| Europe |
3-Mar-09 |
25-Feb-09 |
Spd change week |
| iTraxx Main |
28.75 |
30 |
-1.25 |
| iTraxx Non Financial |
31.75 |
33 |
-1.25 |
| iTraxx High Vol |
45.5 |
48.25 |
-2.75 |
| Asia |
3-Mar-09 |
25-Feb-09 |
Spd change week |
| iTraxx Japan |
20.25 |
19.75 |
1 |
| iTraxx Asia |
42 |
43 |
4 |
| iTraxx Australia |
27.5 |
27.5 |
0 |
