Five-Year Credit-Default Swap Levels | |||
July 7, 2004 | |||
Name | Bid | Offer | Bid Change (Weekly) |
U.S. | |||
American Express | 28 | 34 | 0 |
AOL Time Warner | 75 | 91 | 2 |
Bear Stearns | 39 | 45 | 0 |
Citigroup | 23 | 29 | -1 |
Ford | 198 | 212 | 15 |
GMAC | 172 | 188 | 18 |
Hewlett Packard | 20 | 28 | 0 |
IBM | 21 | 27 | 0 |
Lehman Brothers | 38 | 46 | 0 |
Philip Morris | 179 | 191 | 2 |
Wal-Mart | 15.2 | 22.7 | -0.1 |
Name | Bid | Offer | Bid Change (Weekly) |
Europe | |||
ABN AMRO | 15.41 | 18.41 | 0 |
Akzo Nobel | 32 | 42 | 0 |
Aventis | 23.5 | 31.5 | 0 |
BAE Systems | 52.2 | 82.2 | 0 |
Dixons | 79.45 | 89.45 | 4.22 |
Halifax | 10.81 | 20.81 | 0 |
Iberdrola | 26.66 | 36.66 | 1.06 |
Marks & Spencer | 259.19 | 269.19 | -6.33 |
UBS | 10.1 | 13.1 | 0 |
Vodafone | 38.37 | 48.37 | 0 |
Name | Bid | Offer | Bid Change (Weekly) |
Asia | |||
BHP Billiton | 28 | 28 | 0 |
Fujitsu | 54 | 64 | -1 |
Mizuho Bank | 41 | 41 | 1 |
Sony | 26 | 32 | -3 |
Toshiba | 33 | 39 | -2 |
China | 33 | 43 | -2 |
Japan | 5.5 | 8.5 | 0 |
Korea | 46 | 56 | -3 |
Malaysia | 35.5 | 50.5 | -3 |
Philippines | 460 | 490 | -7 |
Thailand | 33.5 | 48.5 | -3 |
North America | 7-Jul-04 | 1-Jul-04 | Spd change week |
CDX.NA | 65 | 64 | 1 |
CDX.NA.HY | 352.8 | 352.8 | 0 |
CDX.EM | 303 | 302 | 1 |
Europe | 7-Jul-04 | 1-Jul-04 | Spd change week |
iTraxx Main | 46.25 | 44.75 | 1.5 |
iTraxx Non Financial | 52 | 50.5 | 1.5 |
iTraxx High Vol | 81.5 | 77.5 | 4 |
Asia | 7-Jul-04 | 1-Jul-04 | Spd change week |
TRAC-X Japan | 24.3 | 26.5 | -2.2 |
TRAC-X Asia | 65 | 73 | -8 |
TRAC-X Australia | 31 | 32.5 | -1.5 |
Source: JPMorgan |