Five-Year Credit-Default Swap Levels August 11, 2004
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Derivatives

Five-Year Credit-Default Swap Levels August 11, 2004

Name Bid Offer Bid Change (Weekly)
U.S.
American Express  26 32 0.5
AOL Time Warner  75 91 4
Bear Stearns  37 43 0
Citigroup  22 28 -1
Disney  55 65 6
Federated Dept. Stores 47 63 2
Ford  202 216 6
Ford credit 174 190 6
General Electric Cap Corp.  24 30 1
GMAC 176 192 7
Goldman Sachs  33 39 0
Hertz 152 172 2
Hewlett Packard 22 30 0
IBM 22 28 0
Lehman Brothers 35 43 0
Morgan Stanley  31 37 0
Philip Morris 161 173 0
Wal-Mart 15.3 22.8 0
Name Bid Offer Bid Change (Weekly)
Europe      
ABN AMRO 13.2 16.2 -0.09
Akzo Nobel 27 37 -2
Aventis  23.5 31.5 0
BAE Systems  43.8 73.8 -1.05
Carrefour  24.58 34.58 0
Credit Lyonnais 12.25 15.25 0
DaimlerChrysler 76.9 86.9 4.2
Deutsche Telekom 50.03 55.03 1.03
Dixons 65.58 75.58 4.16
Endesa 34.05 44.05 1.05
France Telecom  57.24 62.24 2.06
Halifax 10.81 20.81 0
Iberdrola 23.49 33.49 0
Marks & Spencer  101.91 111.91 5.09
Siemens 17.05 27.05 0
UBS  7.99 10.99 0
Vodafone  35.17 45.17 2.06
Name Bid Offer Bid Change (Weekly)
Asia 
Amcor 49 49 0
BHP Billiton  25 25 0
Fujitsu 47 57 0
Hutchison Whampoa 88 96 2
Mizuho Bank  33 33 0
NEC 31.5 39.5 -0.5
Qantas Airways 68 68 5
Sony  23 29 0
Telstra 28 28 0
Toshiba 27 33 0
Australia  3 3 0
China 29 39 1
Japan  6 9 0
Korea 42 52 -0.5
Malaysia  33.5 48.5 2
Philippines 430 460 -20
Thailand  31.5 46.5 0
Merrill 31 37 0
Bayer 37.4 47.4 1.06
basf 7.6 17.6 0
CSFB 26.5 33.5 0
North America 12-Aug-08 6-Aug-08 Spd change week
CDX.NA 65 65 0
CDX.NA.HY 352.8 352.8 0
CDX.EM 346 303 43
Europe 12-Aug-08 6-Aug-08 Spd change week
iTraxx Main 43 42 1
iTraxx Non Financial 48 46.25 1.75
iTraxx High Vol 71.5 70.25 1.25
Asia 12-Aug-08 6-Aug-08 Spd change week
iTraxx Japan 25.25 28 -2.75
iTraxx Asia 65 70 -5
iTraxx Australia 32 34.3 -2.3

 

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