All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group
Derivatives

Five-Year Credit-Default Swap Levels

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 18 24 1
AOL Time Warner 54 70 11
Bear Stearns 28 34 1
Citigroup 14 20 2
Disney 43 53 6
Federated Dept. Stores 36 52 2
Ford Credit 135 151 1
General Electric Cap Corp. 18 24 0
GMAC 109 125 2
Goldman Sachs 29 35 2
Hertz 122 142 12
Hewlett Packard 18 26 2
IBM 19 25 2
Lehman Brothers 28 36 2
Morgan Stanley 27 33 0
Philip Morris 129 141 0
Wal-Mart 8.3 15.8 0
-
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 12.24 15.24 0
Akzo Nobel 28 38 2
Aventis 12.5 20.5 0
BAE Systems 53.25 83.25 8.4
Carrefour 21.43 31.43 0.01
Credit Lyonnais 9.07 12.07 0
DaimlerChrysler 80.05 90.05 0
Deutsche Telekom 53.37 58.37 2.1
Dixons 39.33 49.33 3.17
Endesa 31.95 41.95 2.12
France Telecom 62.6 67.6 3.15
Halifax 6.6 16.6 0
Iberdrola 18.2 28.2 0
Marks & Spencer 26.9 36.9 6.6
Siemens 16 26 0
UBS 9.04 12.04 0
Vodafone 25.64 35.64 4.23
-
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 37 37 0
Australia 4 4 0
BHP Billiton 20 20 0
China 23 33 1
Fujitsu 62 82 -3
Hutchison Whampoa 72.5 87.5 1.5
Japan 6.5 9.5 -1
Korea 43 53 5
Malaysia 27.5 42.5 2
Mizuho Bank 135 135 0
NEC 30 50 -5
Philippines 400 430 5
Qantas Airways 51 51 0
Sony 25 35 -1
Telstra 20 20 0
Thailand 20.5 35.5 0
Toshiba 27 47 -2
<P>
Europe 14-Jan-04 8-Jan-04 Spd change week
TRAC-X Europe Main 38.50 35.50 3.00
TRAC-X Europe Corp 46.00 42.00 4.00
TRAC-X Europe TMT 44.00 40.00 4.00
TRAC-X Europe Ind 42.00 40.00 2.00
TRAC-X Europe Cons 56.75 43.00 13.75
TRAC-X Europe Snr Fin 21.00 18.25 2.75
TRAC-X Europe Sub Fin 34.50 32.50 2.00
-
North America 14-Jan-04 8-Jan-04 Spd change week
TRAC-X NA 54.00 54.50 -0.50
TRAC-X NA High Yield 289.00 261.00 28.00
TRAC-X Emerging Markets 246.00 225.00 21.00
-
Asia 14-Jan-04 8-Jan-04 Spd change week
TRAC-X Japan 28.80 30.50 -1.70
TRAC-X Asia 63.00 54.50 8.50
TRAC-X Australia 23.40 23.40 0.00
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree