Five-Year Credit-Default Swap Levels

  • 21 Dec 2006
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Current MidChange On WeekChange On Two Weeks
U.S.
American Express 1100
AOL Time Warner 320-1
Bear Stearns 201-1
Citigroup 900
Disney 1300
Federated Dept. Stores5004
Ford 5846141
Ford credit310354
General Electric Cap Corp. 1200
GMAC12217-2
Goldman Sachs 18-1-2
Hertz1906-11
Hewlett Packard1200
IBM900
Lehman Brothers201-1
Morgan Stanley 2010
Philip Morris2511
Wal-Mart7-1-1
Europe
British American Tobacco2600
DaimlerChrysler53-3-4
Deutsche Telekom350-1
France Telecom280-2
J Sainsbury2500
Marks & Spencer2800
Telecom Italia59-3-7
Vivendi Universal5220
Volkswagen261-1
Asia
Amcor520-1
Australia 200
BHP Billiton 1600
China12-2-2
Fujitsu1700
Hutchison Whampoa300-1
Japan 400
Korea17-2-4
Malaysia 170-2
Mizuho Bank 11-1-1
NEC2622
Philippines1251-5
Qantas Airways132521
Sony 180-1
Telstra2500
Thailand 24-4-6
Toshiba3202
North AmericaCurrent MidChange On WeekChange On Two Weeks
CDX.NA34.630.750.5
CDX.NA.HY152.52.73-8.9
CDX.EM97-9-9
EuropeCurrent MidChange On WeekChange On Two Weeks
iTraxx Main23.88-0.63-1.13
iTraxx Crossover228.5-6.5-15
iTraxx High Vol46.5-1-2.5
iTraxx Sub Financial150.25-1
AsiaCurrent MidChange On WeekChange On Two Weeks
iTraxx Japan24.520.380.57
iTraxx Asia43.44-2.6-9.29
iTraxx Australia34.53.844.45


  • 21 Dec 2006

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 417,651.57 1605 9.04%
2 JPMorgan 380,255.75 1735 8.23%
3 Bank of America Merrill Lynch 360,270.83 1308 7.80%
4 Goldman Sachs 268,034.61 924 5.80%
5 Barclays 267,242.43 1081 5.79%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 45,449.36 196 6.57%
2 BNP Paribas 38,734.80 217 5.60%
3 Deutsche Bank 37,615.10 139 5.44%
4 JPMorgan 34,724.19 118 5.02%
5 Bank of America Merrill Lynch 33,835.53 112 4.89%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 22,475.00 105 8.66%
2 Morgan Stanley 19,057.00 101 7.34%
3 Citi 17,812.08 111 6.86%
4 UBS 17,693.89 71 6.82%
5 Goldman Sachs 17,332.64 99 6.68%