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 143,637.59 532 8.14%
2 JPMorgan 133,493.98 551 7.57%
3 Bank of America Merrill Lynch 121,018.50 398 6.86%
4 Barclays 102,515.63 366 5.81%
5 Goldman Sachs 100,033.84 285 5.67%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 24,749.48 24 10.68%
2 Citi 15,693.04 32 6.77%
3 SG Corporate & Investment Banking 14,413.17 40 6.22%
4 Deutsche Bank 13,118.70 35 5.66%
5 Bank of America Merrill Lynch 12,117.87 27 5.23%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Goldman Sachs 5,976.79 28 10.24%
2 JPMorgan 4,842.28 23 8.30%
3 Citi 4,170.20 23 7.15%
4 Deutsche Bank 4,055.26 23 6.95%
5 Morgan Stanley 2,713.30 22 4.65%