Five-Year Credit-Default Swap Levels | |||
30-Jun-04 | |||
Name | Bid | Offer | Bid Change (Weekly) |
U.S. | |||
Bear Stearns | 39 | 45 | 1 |
Citigroup | 24 | 30 | 1 |
Disney | 46 | 56 | -1 |
GMAC | 154 | 170 | 5 |
Goldman Sachs | 33 | 39 | 1 |
Hertz | 142 | 162 | 4 |
IBM | 21 | 27 | -2 |
Morgan Stanley | 33 | 39 | 1 |
Philip Morris | 177 | 189 | -12 |
Name | Bid | Offer | Bid Change (Weekly) |
Europe | |||
Akzo Nobel | 32 | 42 | 1 |
Aventis | 23.5 | 31.5 | 0 |
BAE Systems | 52.2 | 82.2 | -1.05 |
Credit Lyonnais | 12.25 | 15.25 | -1.06 |
Dixons | 75.23 | 85.23 | -8.44 |
Halifax | 10.81 | 20.81 | -1.05 |
Marks & Spencer | 265.52 | 275.52 | 30.52 |
Siemens | 21.25 | 31.25 | -1.05 |
Vodafone | 38.37 | 48.37 | 3.18 |
Name | Bid | Offer | Bid Change (Weekly) |
Asia | |||
ujitsu | 55 | 65 | -5 |
Korea | 49 | 59 | -2 |
Malaysia | 38.5 | 53.5 | -2 |
Mizuho Bank | 40 | 40 | -3 |
Philippines | 467 | 497 | -28 |
Qantas Airways | 68 | 68 | -3 |
Sony | 29 | 35 | -1 |
Thailand | 36.5 | 51.5 | 0 |
Toshiba | 35 | 41 | 4 |
North America | 30-Jun-04 | 24-Jun-04 | Spd change week |
CDX.NA | 64 | 65 | -1 |
CDX.NA.HY | 352.8 | 352.8 | 0 |
CDX.EM | 303 | 302 | 1 |
Europe | 30-Jun-04 | 24-Jun-04 | Spd change week |
iTraxx Main | 44.5 | 44 | 0.5 |
iTraxx Non Financial | 50 | 49.5 | 0.5 |
iTraxx High Vol | 77.5 | 76 | 1.5 |
Asia | 30-Jun-04 | 24-Jun-04 | Spd change week |
TRAC-X Japan | 25 | 26.5 | -1.5 |
TRAC-X Asia | 68 | 73 | -5 |
TRAC-X Australia | 31.5 | 32.5 | -1 |