Five-Year Credit-Default Swap Levels

  • 02 Feb 2007
Email a colleague
Request a PDF
RegionCurrent MidChange on WeekChange on Fortnight
North AmericaAmerican Express 80-1
AOL Time Warner 270-4
Bear Stearns 2312
Citigroup 810
Disney 110-2
Federated Dept. Stores5142
Ford 4662-10
Ford credit2438-6
General Electric Cap Corp. 1110
GMAC10040
Goldman Sachs 2201
Hertz1610-14
Hewlett Packard1100
IBM900
Lehman Brothers2311
Morgan Stanley 2401
Philip Morris20-1-4
Wal-Mart700
Europe British American Tobacco230-1
DaimlerChrysler49-2-2
Deutsche Telekom3322
France Telecom240-1
J Sainsbury2735
Marks & Spencer2600
Telecom Italia5936
Vivendi Universal45-21
Volkswagen230-1
AsiaAmcor4822
Australia 200
BHP Billiton 130-2
China1010
Fujitsu160-1
Hutchison Whampoa240-1
Japan 300
Korea1821
Malaysia 1821
Mizuho Bank 1100
NEC230-2
Philippines11944
Qantas Airways1885-9
Sony 1500
Telstra2611
Thailand 37-12
Toshiba28-1-2
RegionCurrent MidChange on WeekChange on Fortnight
North AmericaCDX.NA31.130.50-1.50
CDX.NA.HY127.085.221.55
CDX.EM103.003.003.00
EuropeiTraxx Main23.250.630.13
iTraxx Crossover202.007.50-3.50
iTraxx High Vol45.250.75-0.50
iTraxx Sub Financial15.000.00-0.25
AsiaiTraxx Japan21.670.44-0.18
iTraxx Asia41.841.131.44
iTraxx Australia37.450.38-0.61
Spread levels on 31-January


  • 02 Feb 2007

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 92,902.85 364 8.19%
2 Citi 91,390.05 321 8.06%
3 Bank of America Merrill Lynch 75,321.67 273 6.64%
4 Barclays 74,245.95 256 6.55%
5 HSBC 62,725.34 295 5.53%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 7,875.16 13 10.85%
2 Deutsche Bank 4,933.13 11 6.79%
3 Commerzbank Group 4,230.90 17 5.83%
4 BNP Paribas 4,102.69 19 5.65%
5 Citi 3,183.28 8 4.38%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Morgan Stanley 1,912.04 11 11.53%
2 Citi 1,426.07 7 8.60%
3 JPMorgan 1,371.27 7 8.27%
4 Bank of America Merrill Lynch 1,345.53 6 8.12%
5 UBS 1,083.08 5 6.53%