Five-Year Credit-Default Swap Levels - July 7, 2004

  • 11 Jul 2004
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Five-Year Credit-Default Swap Levels 
July 7, 2004
NameBidOfferBid Change (Weekly)
U.S.
American Express  28 34 0
AOL Time Warner  75 91 2
Bear Stearns  39 45 0
Citigroup  23 29 -1
Ford  198 212 15
GMAC 172 188 18
Hewlett Packard 20 28 0
IBM 21 27 0
Lehman Brothers 38 46 0
Philip Morris 179 191 2
Wal-Mart 15.2 22.7 -0.1
NameBidOfferBid Change (Weekly)
Europe
ABN AMRO 15.41 18.41 0
Akzo Nobel 32 42 0
Aventis  23.5 31.5 0
BAE Systems  52.2 82.2 0
Dixons 79.45 89.45 4.22
Halifax 10.81 20.81 0
Iberdrola 26.66 36.66 1.06
Marks & Spencer  259.19 269.19 -6.33
UBS  10.1 13.1 0
Vodafone  38.37 48.37 0
NameBidOfferBid Change (Weekly)
Asia 
BHP Billiton  28 28 0
Fujitsu 54 64 -1
Mizuho Bank  41 41 1
Sony  26 32 -3
Toshiba 33 39 -2
China 33 43 -2
Japan  5.5 8.5 0
Korea 46 56 -3
Malaysia  35.5 50.5 -3
Philippines 460 490 -7
Thailand  33.5 48.5 -3
North America7-Jul-041-Jul-04Spd change week
CDX.NA 65 64 1
CDX.NA.HY 352.8 352.8 0
CDX.EM 303 302 1
Europe7-Jul-041-Jul-04Spd change week
iTraxx Main 46.25 44.75 1.5
iTraxx Non Financial 52 50.5 1.5
iTraxx High Vol 81.5 77.5 4
Asia7-Jul-041-Jul-04Spd change week
TRAC-X Japan 24.3 26.5 -2.2
TRAC-X Asia 65 73 -8
TRAC-X Australia 31 32.5 -1.5
Source: JPMorgan


  • 11 Jul 2004

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 281,642.23 1086 8.16%
2 JPMorgan 270,584.56 1179 7.84%
3 Bank of America Merrill Lynch 253,429.76 853 7.34%
4 Barclays 210,456.38 780 6.09%
5 Goldman Sachs 188,752.91 614 5.47%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 BNP Paribas 37,171.06 156 6.65%
2 JPMorgan 34,910.99 67 6.25%
3 SG Corporate & Investment Banking 30,338.70 112 5.43%
4 UniCredit 29,482.91 134 5.28%
5 Credit Agricole CIB 27,998.53 136 5.01%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 11,322.29 47 9.04%
2 Goldman Sachs 10,369.68 49 8.28%
3 Citi 9,134.57 51 7.29%
4 UBS 6,515.43 25 5.20%
5 Morgan Stanley 6,459.47 42 5.16%