CDS: Spreads tighten across the board; US banks lead

Credit default swap 5-year mid-levels for structured products issuers (September 22)

These are the five-year credit default swap levels for the 26 major global structured products issuers, which give an indication of the market perception of their credit risk. Figures are published at the end of each trading day and obtained from CMA Datavision.

 

 

 

 

Company                                          21/09/09                  22/09/09

Banco Santander	73.53		74.105
Bank of America	116.95		120.095
Barclays Bank	75.41		77.985
BNP Paribas	55.49		56.145
Citi	180.72		188.615
Commerzbank	70.58		73.08
Credit Agricole	82.57		81.575
Credit Suisse	70.91		73.65
Deutsche Bank	86.37		87.545
Goldman Sachs	96.105		100.335
HSBC	55.4		56.31
ICICI Bank	233.75		242.5
ING	64.865		66.59
JP Morgan	67.74		72.485
KBC Group	168.21		167.11
Mizuho Corporate Bank	79.5		80.6
Morgan Stanley	134.645		141.65
National Australia Bank	61.03		63.04
Nordea Bank	60.43		63.485
Royal Bank of Scotland	107.97		111.73
Societe Generale	81.455		82.555
Standard Chartered Bank	66.065		69.075
Svenska Handelsbanken	59.51		60
UBS	98.915		100.995
UniCredit	78.195		81.445
Wells Fargo	73.215		77.58