Secondary Marketplace Par Credit Trading Activity

August 12, 2005 12:00 AM

This chart, provided by Citigroup Global Markets, tracks bid-ask prices for par credit facilities that trade in the secondary market.

This chart, provided by Citigroup Global Markets, tracks bid-ask prices for par credit facilities that trade in the secondary market. It also tracks facility amounts, ratings, pricing and maturities.

LIBOR SPREAD
Issuer	Facility	Rating	(bps)	Maturity	Bid	Ask
Accuride	TLB	B+/B2	225	12-Jan	101.125	101.625
Allegheny Energy	TLC	NR	175	11-Feb	101.5	101.875
Allied Waste	TL/LC	B1/BB	200	12-Mar	100.875	101.25
American Air	TLB	B+/B2	525	10-Dec	102.25	103
Amkor Tech	TL	B+/B1	450	10-Oct	102.25	103.25
Blockbuster	RC	NR	125	4-Jul	95.5	96.5
Blockbuster	TL B	Ba2/BB	250	11-Aug	96.75	97.5
Charter	TLA	B/B2	300	10-Apr	99	99.375
Charter	TLB	B/B2	325	11-Apr	99.625	100
Constellation	TLB	BB/Ba2	175	11-Dec	101.5	101.875
Direct TV	TLB	BB-/Ba2	150	10-Mar	101.25	101.625
El Paso	TL	B3/B-	275	9-Oct	101.25	101.5
GGP	TLA	Ba2/BB+	225	7-Oct	100.625	100.875
Giant Eagle	TLB	BB+/Ba2	200	9-Aug	101.25	101.75
Goodyear	1L TL	B1/BB	175	6-Mar	100.875	101
Hayes Lemmerz	TLB	B1/BB-	325	10-Jun	101.5	102.5
Jarden	TLB	B1/BB-	200	12-Jan	101	101.375
Lifepoint	TL B	BB/Ba3	162.5	12-Apr	100.75	101.125
Loews	TLB	B1/B+	225	11-Jul	101	101.375
Mediacom Broad	TLB	BB+/Ba3	200	10-Sep	100.875	101.375
MGM	TLB	Ba3/B+	225	12-Apr	101.125	101.5
Nalco	TLB	B1/BB-	200	10-Nov	101.625	101.875
Novelis	TL	BB-/Ba2	175	12-Jan	101.25	101.75
Panamsat	TLB	Ba3/BB	225	11-May	101.5	101.875
Revlon	TLB	B3/B-	600	10-Jul	103.5	104.5
RH Donnelley	TLD	BB/Ba3	175	10-Dec	101.25	101.625
Rite Aid	TLB	BB-/B2	175	4-Sep	100.5	101.25
Rockwood	TLD	B1/B+	225	12-Jun	101.75	102.125
Select Medical	TL	BB-/B1	175	12-Feb	100.25	100.75
UAL DIP	RC	BB+/Ba3	500	5-Jun	99.75	100.25
UAL DIP	TLB	BB+/Ba3	500	5-Jun	101.125	101.625