Five-Year Credit-Default Swap Levels

  • 13 Oct 2006
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Current MidChange On WeekChange On Two Weeks
U.S.
American Express 1300
AOL Time Warner 38-3-6
Bear Stearns 2100
Citigroup 1000
Disney 1700
Federated Dept. Stores63613
Ford 6366-29
Ford credit3535-14
General Electric Cap Corp. 1200
GMAC161-8-24
Goldman Sachs 21-1-1
Hertz176-3-6
Hewlett Packard1900
IBM15-2-3
Lehman Brothers2100
Morgan Stanley 20-1-1
Philip Morris37-1-2
Wal-Mart1000
Europe
British American Tobacco56-5-7
DaimlerChrysler25-2-1
Deutsche Telekom18-1-1
France Telecom32-1-1
J Sainsbury3511
Marks & Spencer421-1
Telecom Italia69-1-4
Vivendi Universal48-3-3
Volkswagen2700
Asia
Amcor57-4-5
Australia 200
BHP Billiton 160-1
China1900
Fujitsu2410
Hutchison Whampoa30-1-3
Japan 400
Korea2633
Malaysia 24-1-1
Mizuho Bank 1400
NEC290-1
Philippines152-5-11
Qantas Airways37-1-1
Sony 2533
Telstra281-2
Thailand 410-1
Toshiba3522
North AmericaCurrent MidChange On WeekChange On Two Weeks
CDX.NA38.63-0.38-1
CDX.NA.HY214.77-5.64-6.26
CDX.EM128-3128
EuropeCurrent MidChange On WeekChange On Two Weeks
iTraxx Main28.5-1-1.25
iTraxx Crossover269.5-11-15
iTraxx High Vol53.75-2-3.5
iTraxx Sub Financial16.5-1.5-1.5
AsiaCurrent MidChange On WeekChange On Two Weeks
iTraxx Japan24.94-0.4-0.59
iTraxx Asia61.53-0.272.12
iTraxx Australia29.49-1.08-2.57
  • 13 Oct 2006

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 66,398.25 210 8.43%
2 JPMorgan 62,989.04 222 8.00%
3 Barclays 53,876.84 175 6.84%
4 Bank of America Merrill Lynch 44,675.83 159 5.67%
5 Deutsche Bank 42,359.23 156 5.38%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 6,160.68 5 15.50%
2 Deutsche Bank 3,400.72 4 8.55%
3 Commerzbank Group 2,532.05 5 6.37%
4 Citi 2,513.95 6 6.32%
5 BNP Paribas 1,742.18 7 4.38%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 UBS 998.25 3 12.68%
2 Citi 693.55 2 8.81%
3 Morgan Stanley 606.80 4 7.71%
4 Bank of America Merrill Lynch 509.34 3 6.47%
5 Jefferies LLC 409.89 4 5.21%