Escolar Documentos
Profissional Documentos
Cultura Documentos
60
70
Credit Research
55
60
50
50
45
40
40
30
35
20
30
25
04-Jan-05
10
4-Jan-05
04-Feb-05
5Yr Europe
4-Feb-05
Autos
Energy
Financials - Sub
Industrials
TMT
Corporate
Consumers
Financials - Senior
HiVol
Non-Financials
Table 1 : Spread movements of the iTraxx Series 2 notes and unfunded sector baskets.
5 Year
Current
Spread (bp)
iTraxx notes *
Corporate
Europe
Day
Chg
10 Year
Wides/Tights
(bp)
56/ 42
N/A
40/ 29
46/ 47
43/ 45
29/ 30
Day Week
Chg Chg
Current
Spread (bp)
Week
Chg
Wides/Tights
(bp)
N/A
56/ 45
-1
50/ 37
60/ 61
-2
60/ 39
60/ 63
-1
75/ 59
-2
-9
292/ 171
219/ 229
-1
-3
319/ 219
29/ 22
37/ 39
43/ 33
21/ 14
23/ 25
28/ 19
36/ 23
39/ 40
54/ 37
90/ 72
-1
68/ 56
-2
68/ 47
72/ 74
-1
-1
-2
40/ 27
44/ 45
-1
-1
44/ 33
51/ 54
41/ 29
50/ 52
-1
56/ 44
61/ 49
63/ 50
Sprd
LIBOR
Day
Chg
Corporate
Automobiles
Oil And Gas
Telecommunications
Media
Personal & Household Go
Retail
Travel & Leisure
Utilities
Finance
Week
Chg
Quarter
Chg
YTD
Chg
-2
162
15
19
-16
-10
31
-3
-14
-12
-1
EUR
112
44
42
GBP
-12
-13
54
-3
-18
-18
-9
-8
57
-4
-15
-12
36
-19
-16
49
-2
-20
-21
-34
-34
46
-3
-9
-13
33
-16
-12
68
-3
-17
-17
25
-10
-7
43
-1
-13
-13
-1
EUR
GBP
Senior
Lower Tier 2
Upper Tier 2
Tier 1
Insurance
Overall
13
Corporate
Non-Financial
Finance
36
-10
-9
44
44
-11
-10
51
27
-8
-7
40
YTD
Chg
31
35
-1
Quarter
Chg
-1
24
38
57
-1
37
-4
-4
15
-1
-1
-4
-7
-10
-8
31
-1
-3
-15
-15
-16
-15
41
-1
-2
-17
-18
-11
-14
56
-2
-23
-23
-15
-11
47
-3
-18
-20
-3
-16
-16
-2
-14
-14
-2
-17
-16
-1
EUR
GBP
-1
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
GM
4.000
09/02/06
1000
Baa1/BBB-
301
360
94
92
-8
-22
-31
GM
5.750
14/02/06
4000
Baa1/BBB-
301
360
97
93
-5
-24
-36
DCX
4.625
10/03/06
600
A3/BBB
57
86
22
17
-2
-21
-17
DCX
6.125
21/03/06
2500
A3/BBB
57
86
25
18
-1
-18
-15
5.500
02/05/06
1500
A3/BBB-
245
290
81
73
-2
-21
-31
5.500
02/05/06
1500
A3/BBB-
245
290
81
73
-2
-21
-31
5.625
06/06/06
1500
A3/BBB-
245
290
83
72
-25
-32
VLOF
5.625
13/07/06
500
A3/
50
71
35
21
-15
-8
RBOSCH
5.250
19/07/06
1500
/AA-
15
24
20
-12
-8
RENAUL
5.125
21/07/06
500
Baa1/
33
53
31
16
-10
-7
BMW
5.250
01/09/06
750
A1/
19
35
17
GM
4.375
26/09/06
1500
Baa1/BBB-
301
360
131
118
DCX
3.750
02/10/06
1000
A3/BBB
57
86
33
GM
6.000
16/10/06
1750
Baa1/BBB-
301
360
135
TOYOTA
4.125
16/01/07
750
Aaa/AAA
15
23
22
-1
-2
DCX
5.625
16/01/07
1500
A3/BBB
57
86
40
19
-20
-19
PEUGOT
4.875
30/01/07
600
A2/A-
24
44
32
11
VW
4.750
07/02/07
650
A3/A-
48
74
33
11
-1
GM
6.125
15/03/07
2000
Baa1/BBB-
301
360
176
153
DCX
6.125
27/03/07
500
A3/BBB
57
86
50
24
4.875
17/05/07
1000
A3/BBB-
245
290
128
99
-3
-16
6.250
18/06/07
750
A3/BBB-
245
290
104
105
-3
-15
-23
RENAUL
6.375
19/10/07
500
Baa1/BBB
33
53
25
17
-8
-7
6.750
14/01/08
1500
A3/BBB-
245
290
150
141
-2
TOYOTA
4.125
15/01/08
1000
Aaa/AAA
15
23
14
-2
-2
RENAUL
4.250
11/02/08
500
A3/BBB+
33
53
33
19
-7
-7
PEUGOT
4.625
20/02/08
500
A2/A-
24
44
30
16
VW
4.875
10/03/08
1500
A3/A-
48
74
38
22
5.250
16/06/08
1022
A3/BBB-
245
290
145
123
GM
6.000
03/07/08
1500
Baa1/BBB-
301
360
215
193
CONTI
6.875
05/12/08
500
Baa2/BBB+
32
50
22
18
5.750
12/01/09
1500
A3/BBB-
245
290
168
162
DCX
4.125
23/01/09
1000
A3/BBB
57
86
36
28
-16
BMW
5.125
28/01/09
750
A1/
19
35
17
-10
MICH
6.125
16/04/09
1000
Baa1/BBB+
33
51
34
24
-10
-8
VW
4.125
22/05/09
2000
A3/A-
48
74
36
23
-3
-23
-24
RENAUL
6.125
26/06/09
1000
Baa1/BBB
33
53
38
25
-10
-8
GM
4.750
14/09/09
1250
Baa1/BBB-
301
360
211
195
4.875
15/01/10
750
A3/BBB-
245
290
197
177
VW
4.500
27/01/10
1500
A3/A-
48
74
49
35
-26
-26
TOYOTA
4.000
12/02/10
1000
Aaa/AAA
15
23
18
-3
-2
RENAUL
4.625
28/05/10
750
Baa1/BBB
33
53
46
27
-11
-12
GM
5.750
27/09/10
1000
Baa1/BBB-
301
360
237
232
DCX
7.000
21/03/11
1000
A3/BBB
57
86
48
47
BMW
3.875
06/04/11
750
A1/
19
35
24
17
GM
5.375
06/06/11
1500
Baa1/BBB-
301
360
250
232
38
VW
4.750
19/07/11
1000
A3/A-
48
74
52
42
-2
-28
PEUGOT
5.875
27/09/11
1500
A3/A-
24
44
37
27
DCX
4.250
04/10/11
1250
A3/BBB
57
86
60
47
VW
5.375
25/01/12
1000
A3/A-
48
74
47
46
MICH
6.500
16/04/12
500
Baa1/BBB+
33
51
44
BMW
4.625
20/02/13
750
A1/
19
35
25
VW
4.875
22/05/13
2000
A3/A-
48
74
57
51
GM
7.250
03/07/13
1000
Baa2/BBB-
301
360
323
VW
5.375
22/05/18
500
A3/A-
48
74
BMW
5.000
06/08/18
750
A1/
19
35
GM
8.375
05/07/33
1500
Baa2/BBB-
301
PEUGOT
6.000
19/09/33
600
A3/A-
24
Ticker
1-3y
-1
-1
-9
-7
-1
-25
21
-1
-21
-18
122
-12
-31
-8
-7
-27
-26
-14
-15
-13
3-5y
1
-4
-5
-21
-23
-10
-15
29
10
-17
-8
13
-2
-10
5-7y
46
25
-12
-12
-9
-13
-12
-31
-28
42
-13
-9
22
-8
-8
-1
-29
-27
314
102
70
59
58
-2
-24
-25
33
30
-1
-8
-11
360
419
400
75
49
44
78
76
-12
-13
-3
7-10y
10-15y
15y+
82
71
-7
-9
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
Outstand'g Rating
5Yr CDS
Coupon
Maturity
AL
5.500
02/05/06
600
Baa1/A-
RIOLN
5.125
10/05/07
850
Aa3/A+
BHP
4.375
10/10/07
750
A1/A+
17
LORFP
6.125
10/04/08
600
Baa2/BBB
LORFP
6.125
10/04/08
600
Baa2/BBB
AALLN
3.625
05/06/08
1000
LORFP
5.125
24/09/10
GLENCR
5.375
30/09/11
UPMKYM
6.125
STORA
LORFP
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
23
39
30
21
-1
-14
-6
37
-1
-7
-8
27
15
-1
-7
-7
37
59
38
21
-8
-8
37
59
38
21
-8
-8
A3/A-
24
40
35
14
-10
-13
600
Baa2/BBB
37
59
-14
-8
600
Baa3/BBB-
23/01/12
600
Baa1/BBB
31
-18
-15
5.125
23/06/14
517
Baa1/BBB+
4.625
07/11/14
500
3-5y
5-7y
32
34
160
146
50
39
39
31
49
52
47
37
59
51
46
48
37
-5
7-10y
-13
-9
-7
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
SOLVAY
5.250
04/07/06
700
A2/A
18
31
19
-13
-9
SYNNVX
5.500
10/07/06
800
A3/A-
18
29
22
-10
-7
DOW
5.000
18/10/06
600
A3/A-
24
44
28
14
-14
-6
BYIF
5.375
10/04/07
3000
A3/A
23
41
39
13
-8
-5
LINDE
6.375
14/06/07
636
A3/BBB+
23
38
12
12
DOW
5.625
17/10/07
500
A3/A-
24
44
16
5.625
07/05/09
1000
A3/A-
23
40
30
18
AIFP
4.125
25/06/10
500
BASF
3.500
08/07/10
1000
DOW
4.625
27/05/11
AKZO
4.250
BYIF
DEGUSS
Ticker
1-3y
-3
-1
-1
-17
-14
-12
-9
3-5y
AKZO
5-7y
/A+
19
30
35
14
Aa3/AA-
16
26
27
-11
1
500
A3/A-
24
44
37
29
-15
14/06/11
750
A3/A-
23
40
36
27
-12
-12
6.000
10/04/12
2000
A3/A
23
41
37
34
-12
-10
5.125
10/12/13
1250
Baa1/BBB+
30
49
49
40
-19
SOLVAY
4.875
10/01/14
500
A2/A
18
31
25
23
-14
AIFP
4.750
25/06/14
500
/A+
19
30
26
21
-9
4.875
20/06/18
500
/A
39
36
-14
-18
30
19
-11
-6
-2
7-10y
10-15y
CIBASC
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
BOUY
4.875
03/07/06
500
/A-
21
36
26
13
ASSAAB
5.125
04/12/06
600
/A-
28
40
30
12
LAFCP
6.375
26/07/07
587
Baa2/BBB
36
54
16
13
BOUY
5.875
15/05/09
1000
/A-
21
36
28
STGOBN
4.750
09/07/09
1000
A2/A-
26
44
35
STGOBN
4.750
09/07/09
1000
A2/A-
26
44
VINCI
5.875
22/07/09
1000
Baa1/BBB+
28
STGOBN
5.000
16/04/10
1000
A2/A-
STGOBN
5.000
16/04/10
1000
A2/A-
HOLZSW
4.375
23/06/10
750
HOLZSW
4.375
23/06/10
BOUY
4.625
CIMPPL
Ticker
1-3y
-7
-4
-1
-2
-6
-3
17
-11
-10
20
-10
-10
35
20
-10
-10
41
32
27
-9
-8
26
44
40
23
-15
-14
26
44
40
23
-15
-14
/BBB+
36
56
53
32
-8
-6
750
/BBB+
36
56
53
32
-8
-6
25/02/11
750
/A-
21
36
29
24
-13
-9
4.500
27/05/11
600
/BBB+
56
48
-2
-17
LAFCP
5.448
04/12/13
500
Baa2/BBB
36
54
54
46
STGOBN
5.000
25/04/14
500
A2/A-
26
44
37
34
-14
STGOBN
5.000
25/04/14
500
A2/A-
26
44
37
34
-14
LAFCP
5.000
16/07/14
611
Baa2/BBB
36
54
54
48
BOUY
4.375
29/10/14
1000
/A-
21
36
37
31
HOLZSW
4.375
09/12/14
600
/BBB+
36
56
56
48
39
29
-1
3-5y
5-7y
7-10y
-14
-11
1
-10
-5
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
Coupon
Maturity
Outstand'g Rating
ALYON
5.500
18/04/06
800
ULVR
5.125
07/06/06
1000
FCGNZ
5.250
21/05/07
SLE
6.125
ULVR
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
Baa1/BBB+
38
59
22
14
-10
-7
A1/A+
19
30
14
-2
-12
-9
500
/AA-
12
12
17
19
-2
-2
27/07/07
600
A3/A
20
30
19
16
-6
-2
4.250
26/09/07
1000
A1/A+
19
30
11
-7
-5
NESTLE
3.500
11/02/08
500
Aaa/AAA
10
18
-9
BSNSA
3.375
05/03/08
750
A1/A+
16
26
24
DIAG
3.875
06/01/09
500
A2/A
23
35
21
15
ALYON
5.875
12/06/09
600
Baa1/BBB+
38
59
47
35
-6
CBRY
4.250
30/06/09
600
Baa2/BBB
31
49
43
28
-15
4.375
15/07/11
500
A3/A
25
41
42
32
-1
-15
SUEDZU
5.750
27/02/12
500
A3/
31
46
35
34
-25
-12
CARGIL
4.500
29/09/14
500
A2/A+
16
31
43
34
27
18
-7
-3
-1
3-5y
-6
-5
5-7y
EEEKGA
7-10y
Maturity
BAX
5.750
06/03/06
650
AVEFP
5.000
18/04/06
1250
NOVART
4.000
06/11/06
NOVART
3.750
GSK
GSK
Ticker
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
Baa1/A-
24
36
32
26
-14
-5
A2/A+
21
36
14
-1
-2
900
Aaa/AAA
10
20
18
-2
-1
06/12/07
1000
Aaa/AAA
10
20
-3
3.375
15/04/08
1000
Aa2/AA
14
21
18
3.250
03/06/09
500
Aa2/AA
14
21
11
-3
4.250
15/09/10
1500
A2/A+
21
36
19
19
17
3-5y
-1
5-7y
AVEFP
-7
-5
-2
-2
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
HUWHY
5.500
16/03/06
500
A3/A-
37
71
37
31
-1
-44
-31
TKAGR
5.750
05/04/06
500
46
73
24
18
-1
-30
-18
SIEM
5.000
04/07/06
1595
Aa3/
19
32
16
-9
-6
BRISA
4.875
20/12/06
600
A3/A+
25
35
31
13
-13
-5
VLVY
6.000
09/02/07
600
A3/
23
39
34
11
-8
-7
SIEM
5.500
12/03/07
991
Aa3/AA-
19
32
30
-4
-5
SCANIA
6.000
27/03/07
500
/A-
19
31
38
13
-1
-9
-4
REXAM
6.625
27/03/07
550
Baa3/BBB
61
36
-1
-9
-5
TYC
6.125
04/04/07
573
37
54
55
29
RENTKL
5.750
21/05/07
500
/BBB+
54
81
26
27
-2
-29
-21
ROLLS
6.375
14/06/07
500
Baa1/BBB
27
47
15
14
-2
-1
DPW
4.250
04/10/07
636
A1/A
25
35
-6
DPW
4.250
04/10/07
636
A1/A
25
35
-6
SECURI
6.125
14/03/08
500
Baa2/BBB+
30
46
45
30
-10
-11
SCHN
3.875
31/10/08
750
/A
22
35
20
16
-4
-3
TYC
5.500
19/11/08
685
Baa3/BBB
37
54
37
34
-13
TPG
5.125
05/12/08
1000
A1/A
19
31
21
16
-4
-5
SCANIA
6.000
17/12/08
550
/A-
19
31
22
17
-11
-6
FKI
6.625
22/02/10
600
Baa3/BBB-
115
153
131
121
35
AERO
4.625
03/03/10
1000
A3/A
23
41
34
19
-14
-8
ISSDC
4.750
18/09/10
850
/BBB+
45
62
39
40
-18
-13
ROLLS
4.500
16/03/11
750
Baa1/BBB
27
47
38
33
-11
SIEM
5.750
04/07/11
2000
Aa3/
19
32
26
18
-1
-4
HOFP
4.375
22/07/11
500
22
38
37
26
-9
DPW
5.125
04/10/12
679
A1/A
25
35
25
14
-6
HUWHY
5.875
08/07/13
1000
37
71
70
67
-41
-25
BRISA
4.797
26/09/13
500
A3/A+
25
35
36
28
-1
-10
-8
DPW
4.875
30/01/14
925
A1/A
25
35
23
21
-6
-1
AUTSTR
5.000
09/06/14
2750
A3/A
39
34
-11
BAA
4.500
30/09/14
750
A3/A+
16
27
37
28
ISSDC
4.500
08/12/14
500
/BBB+
45
62
62
55
COFIRT
5.250
30/04/18
600
/A+
20
35
30
29
-5
-6
AERO
5.500
25/09/18
500
A3/A
23
41
36
34
-17
-16
FINMEC
5.750
12/12/18
500
Baa2/
35
60
68
66
-34
5.875
09/06/24
1000
A3/A
34
38
-16
37
28
-11
Ticker
1-3y
-1
-16
3-5y
5-7y
-3
-5
7-10y
10-15y
-1
15y+
AUTSTR
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
-6
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
PSON
6.125
01/02/07
650
Baa1/BBB+
25
42
37
14
-9
-7
VNU
6.625
30/05/07
500
Baa1/BBB
42
66
16
17
-11
-10
WPPLN
6.000
18/06/08
605
Baa2/BBB+
34
54
45
24
-17
-15
REEDLN
5.750
31/07/08
500
A3/A-
25
42
39
16
-2
-2
SESGLX
4.500
19/11/08
500
Baa2/BBB+
37
32
-8
-6
BERTEL
4.625
03/06/10
750
Baa1/BBB+
33
54
57
38
-5
-5
TELEF
4.375
12/11/10
500
/A
27
36
25
24
-1
-9
-8
RTRGRP
4.625
19/11/10
500
A3/A
25
42
26
25
-14
-14
5.125
27/01/14
700
Baa1/BBB+
27
47
48
46
-12
-11
37
26
-10
-9
Ticker
1-3y
3-5y
5-7y
7-10y
WOLKLU
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
REP
5.750
04/12/06
750
Baa2/BBB+
30
48
30
12
-14
RDNA
3.500
15/01/07
750
Aa1/AA
14
21
23
-1
-1
PEMEX
7.750
02/08/07
500
Baa1/BBB
94
150
38
36
-32
-22
TOTAL
3.500
28/01/08
750
Aa2/AA
10
18
18
-1
-3
-3
FPFP
4.500
23/03/09
1000
Aa2/NR
18
31
20
10
-2
-3
PETROL
6.375
22/05/09
750
25
40
43
32
TOTAL
3.750
11/02/10
500
Aa2/AA
10
18
22
-3
PEMEX
6.625
04/04/10
750
94
150
99
86
10
-23
-15
REP
6.000
05/05/10
1175
Baa2/BBB+
30
48
48
31
-9
-9
ENI
6.125
09/06/10
500
Aa3/AA
12
20
30
11
-5
-4
TECFP
4.625
26/05/11
650
/BBB+
32
50
40
32
-16
STOIL
5.125
30/06/11
500
A1/A
40
50
25
17
-8
ENI
4.625
30/04/13
1500
Aa3/AA
12
20
20
15
-7
-5
REP
5.000
22/07/13
1000
Baa2/BBB+
30
48
49
43
-13
-12
PEMEX
6.250
05/08/13
500
94
150
107
105
-47
-37
REPSM
4.625
08/10/14
1000
52
48
6.375
05/08/16
850
137
127
-1
47
36
-11
-7
Ticker
1-3y
-10
3-5y
5
5-7y
-6
7-10y
Baa2/BBB+
10-15y
PEMEX
94
150
Maturity
MO
4.500
06/04/06
1000
MOET
5.000
27/07/06
800
IMPTOB
6.375
27/09/06
GLHLN
5.750
BATSLN
5.125
IMPTOB
SCACAP
Ticker
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
Baa2/BBB
80
109
49
44
-1
-41
/BBB+
37
54
27
12
-1
-10
-38
-7
1000
Baa3/BBB
36
61
29
16
-18
-17
02/10/06
750
Baa3/BBB
32
52
28
15
-12
-7
14/11/06
500
Baa1/NR
41
66
33
17
-31
-25
6.250
06/06/07
1500
Baa3/BBB
36
61
19
20
-15
-15
5.375
25/06/07
700
A3/A-
34
39
17
16
-1
-4
-3
PHG
5.750
16/05/08
1500
Baa1/BBB+
34
55
40
22
-1
-11
-9
MO
5.625
24/06/08
1022
Baa2/BBB
80
109
77
56
-1
-65
-58
MOET
6.125
25/06/08
500
/BBB+
37
54
37
16
-4
-1
ALTSM
4.250
02/10/08
600
Baa1/BBB+
29
46
22
20
-9
-11
BATSLN
4.875
25/02/09
1700
Baa1/BBB+
41
66
49
40
-25
-18
MOET
5.000
29/04/10
750
/BBB+
37
54
48
30
-1
-10
-10
PHG
6.125
16/05/11
750
Baa1/BBB+
34
55
39
34
-1
-15
-13
GLHLN
4.625
10/06/11
800
Baa3/BBB
32
52
44
35
-19
BATSLN
4.375
15/06/11
1000
Baa1/BBB+
41
66
63
53
-28
MOET
4.625
01/07/11
600
/BBB+
37
54
43
33
-14
HENKEL
4.250
10/06/13
1000
A2/A-
19
32
37
30
-1
-2
BATSLN
5.125
09/07/13
1000
Baa1/BBB+
41
66
67
61
-1
-29
-27
ALTSM
5.125
02/10/13
500
Baa1/BBB+
29
46
51
43
-12
-13
41
31
-19
-14
3-5y
5-7y
7-10y
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
GROUPE
4.750
06/07/06
500
/BBB
63
94
34
21
CARR
5.125
02/08/06
500
A1/A+
22
39
24
MKS
5.125
07/11/06
550
Baa2/BBB
88
123
52
37
GUSLN
4.125
12/07/07
600
Baa1/BBB+
36
59
22
GROUPE
5.875
23/11/07
500
/BBB
63
94
38
METFNL
5.125
13/02/08
1000
Baa1/BBB
45
65
41
27
-9
-5
GROUPE
6.000
06/03/08
1100
/BBB
63
94
51
37
-16
-17
TSCO
5.250
07/05/08
500
A1/
17
28
27
-6
-4
SBRY
5.625
11/07/08
800
Baa3/BBB-
104
152
99
78
-3
-41
-48
AUCHAN
3.500
22/07/08
750
/A
20
34
34
10
-11
-8
CARR
3.625
17/12/08
500
A1/A+
22
39
16
10
-9
PRTP
5.000
23/01/09
750
/BBB-
65
94
63
56
-1
-22
-18
CARR
4.500
18/03/09
1000
A1/A+
22
39
22
13
-6
-4
TSCO
4.750
13/04/10
750
A1/A+
17
28
32
15
-7
-3
GROUPE
5.250
28/04/10
500
/BBB
63
94
74
57
-2
-20
-25
CARR
6.125
26/05/10
1000
A1/A+
22
39
34
16
-1
-9
-9
KINGFI
4.500
21/10/10
500
/BBB+
30
50
30
29
-8
-13
PRTP
5.250
29/03/11
800
/BBB-
65
94
69
64
-2
-35
METFNL
4.625
26/05/11
750
Baa1/BBB
45
65
53
45
CARR
4.375
15/06/11
1100
A1/A+
22
39
30
21
-1
-8
-8
6.000
27/02/12
700
/BBB
63
94
70
70
-1
-16
-22
44
32
-14
-12
Ticker
1-3y
-8
-7
-10
-8
-24
-24
20
-1
-17
29
-16
-15
-1
3-5y
5-7y
-14
7-10y
GROUPE
Coupon
Maturity
5.250
05/07/06
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
HPQ
750
/A-
30
50
24
11
24
11
-14
-8
-14
-8
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
BRITEL
6.375
15/02/06
3000
Baa1/A-
41
71
14
-1
-12
-10
PORTEL
5.750
21/02/06
1000
A3/A-
20
34
11
-1
-8
-6
PORTEL
5.750
21/02/06
1000
A3/A-
20
34
11
-1
-8
-6
TPSA
6.625
01/03/06
500
Baa2/BBB
35
48
26
20
-1
-5
-5
KPN
7.250
12/04/06
563
Baa1/A-
33
55
23
14
-5
-3
TITIM
6.125
20/04/06
3000
Baa2/BBB+
42
68
23
14
-1
-17
-9
TDC
5.875
24/04/06
684
Baa1/BBB+
33
57
16
-1
-2
-4
NTT
3.750
15/05/06
750
Aa2/AA-
13
-1
-7
-4
DT
6.375
11/07/06
4500
Baa1/BBB+
32
54
31
17
-14
-9
VOD
5.750
27/10/06
1500
A2/A
23
42
21
-8
-8
TELEFO
5.125
30/10/06
1000
A3/A
29
52
24
-5
-3
DT
5.250
22/01/07
500
Baa1/BBB+
32
54
40
19
-9
-7
OOMLN
6.375
25/01/07
1000
Baa2/BBB
36
61
38
16
-5
-6
TITIM
5.625
01/02/07
1250
Baa2/BBB+
42
68
38
16
-12
-13
OTE
6.125
07/02/07
1100
Baa1/BBB+
43
68
42
18
-16
-17
TELEFO
5.625
06/04/07
500
A3/A
29
52
40
13
-4
-4
TITIM
6.500
24/04/07
1750
Baa2/BBB+
42
68
47
20
-11
-14
DT
7.500
29/05/07
2500
Baa1/BBB+
32
54
16
17
-1
-12
-9
FRTEL
6.000
28/09/07
1000
Baa1/A-
32
56
18
12
-1
-7
-5
DT
6.125
04/12/07
500
32
54
29
20
-9
-6
TITIM
5.875
24/01/08
1750
Baa2/BBB+
42
68
39
26
-7
-12
VOD
4.625
31/01/08
750
A2/A
23
42
22
-7
-7
DT
5.750
12/02/08
1000
Baa1/BBB+
32
54
35
22
-8
-9
FRTEL
7.500
14/03/08
3450
Baa1/A-
32
56
41
50
-15
-11
DT
5.250
20/05/08
2000
Baa1/BBB+
32
54
39
20
-9
-10
KPN
4.750
05/11/08
1500
Baa1/A-
33
55
26
22
-1
-7
-8
TITIM
5.150
09/02/09
1500
/BBB+
42
68
38
30
-12
-14
TITIM
5.150
09/02/09
1500
/BBB+
42
68
38
30
-12
-14
PORTEL
4.625
07/04/09
879
A3/A-
20
34
28
17
-5
-5
PORTEL
4.625
07/04/09
879
A3/A-
20
34
28
17
-5
-5
TELEFO
4.500
14/04/09
500
A3/A
29
52
29
18
-3
-3
VOD
4.750
27/05/09
868
A2/A
23
42
26
13
-5
-7
VOD
4.250
27/05/09
1900
A2/A
23
42
25
12
-5
-7
TITIM
6.575
30/07/09
2350
Baa2/BBB+
42
68
53
49
-26
-11
TITIM
6.575
30/07/09
2350
Baa2/BBB+
42
68
53
49
-26
-11
DT
6.500
07/10/09
500
32
54
35
26
-1
-12
-12
FRTEL
7.000
23/12/09
2500
Baa1/A-
32
56
37
26
-9
-11
DT
3.250
19/01/10
1250
Baa1/BBB+
32
54
40
24
TKA
3.375
27/01/10
500
35
49
43
27
TDC
5.200
28/01/10
1000
Baa1/BBB+
33
57
44
30
-3
-16
-17
DT
7.125
06/07/10
750
Baa1/BBB+
32
54
64
47
FRTEL
6.625
10/11/10
1400
Baa1/A-
32
56
26
28
TITIM
4.500
28/01/11
750
Baa2/BBB+
42
68
49
44
-7
BRITEL
7.125
15/02/11
1125
Baa1/A-
41
71
29
29
-18
-17
TITIM
7.000
20/04/11
2000
Baa2/BBB+
42
68
61
61
-14
-10
NTT
4.125
09/06/11
500
25
16
-1
-2
TELECO
6.375
29/06/11
1500
A1/A+
20
34
31
25
-6
-5
DT
7.125
11/07/11
3500
Baa1/BBB+
32
54
61
57
-7
-1
KPN
4.500
21/07/11
1425
Baa1/A-
33
55
45
34
-2
-12
STSP
6.000
21/11/11
500
A1/A+
20
28
47
35
-5
TELDAN
3.875
09/12/11
700
Baa1/BBB+
54
37
FRTEL
4.625
23/01/12
750
Baa1/A-
32
56
32
29
-1
-11
TITIM
6.250
01/02/12
1250
Baa2/BBB+
42
68
49
50
-9
-15
TDC
6.500
19/04/12
750
Baa1/BBB+
33
57
44
42
-3
-18
-17
TITIM
7.250
24/04/12
1000
Baa2/BBB+
42
68
49
50
-1
-9
-17
DT
8.125
29/05/12
2000
Baa1/BBB+
32
54
40
41
-9
-9
TELNOR
5.875
05/12/12
500
A2/A-
19
32
34
23
-6
-5
TITIM
6.875
24/01/13
850
Baa2/BBB+
42
68
50
54
-9
-17
FRTEL
7.250
28/01/13
3500
Baa1/A-
32
56
36
40
-17
-16
TELEFO
5.125
14/02/13
1500
A3/A
29
52
31
29
-5
-3
TKA
5.000
22/07/13
750
Baa2/BBB
35
49
46
39
-18
-11
Ticker
1-3y
1
-1
-1
3-5y
5-7y
Aa2/AA-
-7
-4
-13
-11
-6
7-10y
-1
OTE
5.000
05/08/13
1250
TELECO
4.750
15/07/14
500
Baa1/BBB+
43
68
67
60
-4
-16
A1/A+
20
34
32
26
-7
DT
4.000
19/01/15
1750
VOD
5.125
10/04/15
TKA
4.250
27/01/17
DT
6.625
VOD
5.000
TITIM
-23
Baa1/BBB+
32
54
50
41
500
A2/A
23
42
28
21
-1
-5
-7
500
35
49
74
52
29/03/18
500
Baa1/BBB+
32
54
46
51
-3
-13
-18
04/06/18
750
A2/A
23
42
32
29
-1
-3
-5
5.375
29/01/19
1250
Baa2/BBB+
42
68
68
64
-2
-15
DT
7.500
24/01/33
500
Baa1/BBB+
32
54
70
81
-2
-17
-21
TITIM
7.750
24/01/33
800
Baa2/BBB+
42
68
87
102
-1
-14
-25
FRTEL
8.125
28/01/33
1500
Baa1/A-
32
56
71
87
-5
-32
-33
TELEFO
5.875
14/02/33
500
A3/A
29
52
60
58
-9
-9
39
31
-10
-9
10-15y
15y+
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
Maturity
5.750
05/07/06
800
EXHO
5.875
25/03/09
1000
CPGLN
6.000
29/05/09
750
HGLN
6.500
17/07/09
500
Baa2/BBB
Ticker
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
ACCOR
/BBB
46
75
33
19
/BBB+
43
69
47
38
Baa2/BBB+
36
57
43
31
36
57
39
35
40
31
-14
-12
-32
-22
-20
-19
-6
-3
-18
-14
3-5y
-1
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
ELESM
5.250
22/02/06
750
A3/A
30
50
14
-1
-8
NGGLN
5.250
23/05/06
530
A2/A
20
30
19
-1
-9
-7
KEL
5.250
26/07/06
625
A3/A-
23
36
26
11
-2
-14
-11
NGGLN
5.250
23/08/06
1055
Baa1/A-
20
30
19
-14
-11
FRTUM
6.475
03/11/06
500
Baa1/BBB+
27
45
31
14
-7
-10
EDF
3.250
06/11/06
750
Aa3/AA-
21
39
18
ELESM
5.750
08/11/06
500
A3/A
30
50
27
10
-7
-7
ENBW
5.125
28/02/07
750
A3/A-
21
35
31
-8
-7
NRUC
6.500
14/03/07
500
A2/A
47
70
48
23
-6
-2
TOKELP
5.125
27/03/07
1000
Aa3/AA-
16
24
30
-6
-4
UNFSM
5.875
26/06/07
700
Baa2/BBB+
29
48
19
18
-7
-7
EDNIM
7.625
20/07/07
600
Baa3/BBB+
29
46
46
70
-12
-10
EDNIM
7.625
20/07/07
600
Baa3/BBB+
29
46
46
70
-12
-10
EDNIM
7.625
20/07/07
600
Baa3/BBB+
29
46
46
70
-12
-10
VATFAL
6.125
21/09/07
500
A3/A-
26
42
14
-9
-5
ITAENE
0.000
11/10/07
1272
24
17
-10
-12
RWE
5.500
26/10/07
1357
A1/A+
20
35
12
-7
-7
LYOE
6.250
02/11/07
500
NR/A-
24
40
21
12
-7
-6
UU
6.625
08/11/07
1000
A2/A-
21
36
21
12
-10
-6
FRTUM
6.100
19/02/08
500
Baa1/BBB+
27
45
35
21
-5
-6
ELEPOR
5.000
20/03/08
500
A3/A
22
37
29
13
-6
-7
RWE
5.375
18/04/08
1282
A1/A+
20
35
25
-4
-4
VIEFP
5.875
27/06/08
1850
Baa1/BBB
26
44
39
17
-7
-6
NGGLN
3.750
22/07/08
500
Baa1/A-
20
30
38
15
-10
-8
NGGLN
4.125
18/09/08
600
A2/A
20
30
11
-9
-9
EDF
6.250
20/10/08
1010
21
39
19
17
EDF
5.000
28/01/09
2000
Aa3/AA-
21
39
17
LYOE
5.500
20/02/09
1250
A2/A-
24
40
26
18
-9
-7
ELESM
4.200
25/02/09
500
A3/
30
50
32
23
-7
-5
UU
4.875
18/03/09
600
A2/A-
21
36
24
14
-9
-6
UU
4.875
18/03/09
600
A2/A-
21
36
24
14
-9
-6
VATFAL
6.000
03/04/09
650
A3/A-
26
42
30
21
-4
-3
TOKELP
4.375
14/05/09
1000
Aa3/AA-
16
24
13
-8
-6
IBERDU
4.500
25/05/09
600
A2/A+
20
35
26
13
-7
-6
EOAGR
5.750
29/05/09
4250
Aa3/AA-
17
31
23
11
-2
-3
ELESM
4.375
18/06/09
700
A3/A
30
50
31
17
-6
-4
LYOE
5.875
13/10/09
1400
A2/A-
24
40
27
17
-11
-10
ELEPOR
6.400
29/10/09
1000
A3/A
22
37
26
17
-11
-11
AGBAR
6.000
12/11/09
500
A1/A+
22
33
29
18
-1
-8
-9
GASNAT
6.125
10/02/10
525
A2/A+
37
23
-8
-6
GASNAT
6.125
10/02/10
525
A2/A+
37
23
-8
-6
VATFAL
6.000
31/03/10
500
A3/A-
26
42
36
20
-12
-10
ENECO
4.125
10/06/10
700
/A+
33
50
42
22
LYOE
4.250
24/06/10
1250
A2/A-
24
40
41
20
EDF
5.750
25/10/10
1000
Aa3/AA-
21
39
IBERDU
4.375
29/10/10
750
A2/A+
20
35
18
17
FRTUM
4.625
19/11/10
500
Baa1/BBB+
27
45
24
UNFSM
5.000
09/12/10
500
Baa2/BBB+
29
48
EDNIM
5.125
10/12/10
700
Baa3/BBB+
29
EDF
4.375
15/12/10
500
A3/A-
21
ELEPOR
5.875
28/03/11
1000
A3/A
EDF
3.750
08/04/11
500
ENEL
4.125
20/05/11
ELSAM
4.625
21/06/11
NGGLN
6.125
VIEFP
ENBW
Ticker
1-3y
-1
-6
3-5y
5-7y
-16
-17
-10
-8
-8
-6
23
-12
-8
36
34
-4
46
34
32
39
29
26
-10
-10
22
37
29
25
-7
-6
Aa3/AA-
21
39
17
10
750
A1/A+
20
33
23
15
500
/A-
39
30
-6
23/08/11
750
Baa1/A-
20
30
40
31
-11
-8
5.875
01/02/12
1000
Baa1/BBB
26
44
29
28
-17
-9
5.875
28/02/12
1000
A3/A-
21
35
25
23
-12
-8
RWE
6.125
26/10/12
2200
A1/A+
20
35
27
18
-1
-10
-10
IBERDU
4.875
18/02/13
750
A2/A+
20
35
27
24
-7
-4
GAZDF
4.750
19/02/13
1250
Aa3/AA
17
14
ELESM
5.375
21/02/13
700
32
30
-6
-5
-6
-8
7-10y
A3/A
30
50
VIEFP
4.875
28/05/13
1000
ENEL
4.250
12/06/13
750
Baa1/BBB
26
44
34
29
A1/A+
20
33
21
14
ESSENA
4.500
25/06/13
1000
REDELE
4.750
18/09/13
800
A2/AA-
AWLN
4.625
07/10/13
650
A3/A-
AEMSPA
4.875
30/10/13
500
/A
EDF
4.625
06/11/13
500
Aa3/AA-
21
FRTUM
5.000
19/11/13
500
Baa1/BBB+
27
TOKELP
4.500
24/03/14
1000
Aa3/AA-
ELIASO
4.750
13/05/14
500
/A-
ASM
4.875
28/05/14
500
/A+
RWE
4.625
23/07/14
650
A1/A+
EWE
4.375
14/10/14
1000
TRNIM
4.250
28/10/14
NUONNV
4.125
17/12/14
LYOE
5.125
24/06/15
750
A2/A-
24
RWE
6.250
20/04/16
850
A1/A+
20
EDF
5.500
25/10/16
1100
Aa3/AA-
EOAGR
6.375
29/05/17
900
Aa3/AA-
GAZDF
5.125
19/02/18
750
Aa3/AA
VIEFP
5.375
28/05/18
750
Baa1/BBB
26
ENEL
4.750
12/06/18
750
A1/A+
20
VATFAL
5.000
18/06/18
500
A3/A-
NGGLN
5.000
02/07/18
600
RWE
5.125
23/07/18
1200
ELIASO
5.250
13/05/19
500
EWE
4.875
14/10/19
500
A2/A
UU
4.250
24/01/20
500
LYOE
5.750
24/06/23
VATFAL
5.375
29/04/24
ENEL
5.250
TRNIM
4.900
ENBW
RWE
-1
A2/A
35
56
37
30
-12
-14
26
18
-7
-3
29
41
37
28
-10
-4
49
39
39
23
13
45
38
16
24
21
30
40
-17
-12
29
-14
17
-1
-10
25
20
-18
42
37
-10
28
21
-10
A2/A
32
27
600
22
17
500
42
34
40
39
31
35
31
20
21
39
34
18
17
31
15
11
11
44
39
38
33
28
25
26
42
33
30
Baa1/A-
20
30
43
40
A1/A+
20
35
26
24
/A-
30
40
32
26
46
38
A2/A-
21
36
47
35
1000
A2/A-
24
40
58
42
500
A3/A-
26
42
42
43
-12
20/05/24
750
A1/A+
20
33
31
32
-7
28/10/24
800
26
24
4.875
16/01/25
500
A3/A-
21
35
40
38
5.750
14/02/33
750
A1/A+
20
35
49
46
EDF
5.625
21/02/33
850
Aa3/AA-
21
39
47
43
VIEFP
6.125
25/11/33
700
Baa1/BBB
26
44
69
68
30
23
20
35
-10
-11
10-15y
1
-11
-7
-13
-20
-1
-3
-1
-23
-19
-8
-12
-15
-17
-3
-18
-18
-9
-11
-24
2
15y+
-1
-16
-18
-11
-13
-1
-19
-19
-8
-6
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
GE
3.000
27/02/06
1500
Aaa/AAA
21
35
MWD
5.250
16/03/06
1250
Aa3/A+
23
41
13
CFC
2.750
12/06/06
500
A3/A
43
65
24
14
GE
3.750
25/07/06
625
Aaa/AAA
21
35
11
-4
GE
4.125
18/12/06
1000
Aaa/AAA
21
35
19
KRB
6.500
27/03/07
500
Baa1/BBB+
35
53
48
23
KA
5.250
29/05/07
500
Aa3/
10
GE
5.125
20/06/07
2250
LEH
5.470
31/07/07
AIG
6.000
GE
Ticker
1-3y
-1
-2
-2
-6
-2
-11
-7
-1
-3
-4
-2
-7
-3
11
-11
-7
-7
-4
Aaa/AAA
21
35
518
A1/A
26
44
49
47
24/10/07
500
A1/AA-
27
43
22
3.250
31/12/07
500
Aaa/AAA
21
35
12
GS
4.125
06/02/08
700
Aa3/A+
23
41
21
-1
-8
-6
UNBP
4.750
28/02/08
500
/A-
36
22
-11
-9
GE
3.750
09/04/08
1000
Aaa/AAA
20
CCCI
5.250
25/04/08
1000
A1/A+
35
17
ACHMEA
5.375
21/05/08
500
/A+
36
17
-11
-4
DBFIN
3.375
23/05/08
500
Aa1/AA+
26
-1
HAMRSN
6.250
20/06/08
500
35
53
48
28
-1
-18
HAMRSN
6.250
20/06/08
500
35
53
48
28
-1
-18
LIFP
6.125
10/07/08
600
/BBB+
45
56
47
26
-2
-10
-8
SLMA
3.250
25/07/08
500
A2/A
38
14
-1
-13
-12
AIG
4.125
09/10/08
500
A1/AA-
27
43
24
21
-13
-12
GE
5.750
20/11/08
500
Aaa/AAA
21
35
-5
-5
KRB
4.500
23/01/09
500
Baa1/BBB+
35
53
36
29
-12
-7
GE
5.125
04/03/09
1500
Aaa/AAA
21
35
15
-8
-4
MWD
5.750
01/04/09
1500
Aa3/A+
23
41
25
15
-7
-5
SPNTAB
4.375
20/04/09
500
Aa3/
30
19
-1
-2
SHAMPO
4.625
21/04/09
600
Baa2/
58
47
GE
3.750
22/07/09
1500
Aaa/AAA
21
35
12
VW
3.875
03/12/09
750
A3/BBB+
48
74
61
47
GE
4.375
20/01/10
1750
Aaa/AAA
21
35
20
GFCFP
4.875
19/02/10
600
/A-
51
66
46
31
MWD
4.375
01/03/10
1150
Aa3/A+
23
41
33
17
CCCI
6.250
26/04/10
500
A1/A+
41
24
-2
-2
RCEANA
3.750
01/07/10
500
/A
42
21
-15
-10
GS
4.250
04/08/10
1250
Aa3/A+
23
41
40
17
-11
-8
INVSA
4.750
10/09/10
600
A2/AA-
24
40
19
21
-1
-17
-16
MWD
4.375
14/01/11
700
Aa3/A+
23
41
22
18
-2
-12
-7
MWDP
5.000
16/02/11
600
/BBB+
57
53
-2
-22
ZNTL
3.750
25/03/11
600
A2/
21
14
-4
ZNTL
3.750
25/03/11
600
A2/
21
14
-4
CCCI
4.500
25/04/11
500
A1/A+
29
21
AIG
4.625
22/06/11
500
A1/A+
27
43
36
27
-4
-17
LIFP
4.625
15/07/11
600
/BBB+
45
56
43
33
-2
-19
CIT
4.250
22/09/11
750
A2/A
27
39
46
33
-1
UNBP
4.000
29/10/11
500
A3/A-
47
32
GFCFP
4.875
25/01/12
500
/A-
51
66
37
34
INVSA
6.125
05/03/12
535
A2/AA-
24
40
30
29
-16
-15
FIDINT
6.250
21/03/12
500
A2/A
49
47
-17
-10
CCCI
5.875
25/04/12
1000
A1/A+
24
20
-4
-1
GS
5.125
24/04/13
750
Aa3/A+
32
29
-2
-18
-12
EURHYP
6.445
23/05/13
600
Baa1/BBB+
MER
4.625
02/10/13
1600
GE
4.625
29/10/13
750
LEH
4.750
16/01/14
GS
4.750
SLMA
4.750
CIT
-21
-3
14
-16
-14
-1
3-5y
21
35
2
-2
-4
-1
-2
-28
-10
-10
-5
-4
-27
-22
-1
-10
-7
5-7y
-4
-2
-4
-19
7-10y
23
41
81
82
-1
-27
-23
Aa3/A+
23
41
36
27
-21
-14
Aaa/AAA
21
35
18
-9
-5
1000
A1/A
26
44
34
32
-1
-19
28/01/14
1500
Aa3/A+
23
41
34
32
-2
-18
17/03/14
1250
A2/A
38
34
-1
-15
5.000
13/05/14
500
A2/A
27
39
45
41
-1
-20
GE
4.625
04/07/14
750
Aaa/AAA
21
35
17
11
NYKRE
4.901
22/09/14
500
49
42
RCEANA
4.375
01/10/14
500
/A
43
34
-9
-1
32
22
-11
-5
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
AIG
5.000
21/02/06
600
Aaa/AAA
27
43
10
INTNED
5.000
03/05/06
1000
Aa3/A+
11
18
16
-5
-5
INTNED
6.500
28/09/06
600
11
18
86
72
-53
-36
AIG
5.125
10/05/07
500
Aaa/AAA
27
43
37
-3
-1
ALZ
5.750
30/07/07
1100
Aa3/AA-
21
31
-1
-7
-4
INTNED
6.000
01/08/07
750
Aa3/A+
11
18
-7
-5
ALZ
4.625
29/11/07
1100
Aa3/AA-
21
31
17
ALZ
5.000
25/03/08
1632
Aa3/
21
31
24
-2
-3
AEGON
4.625
16/04/08
1000
A2/A+
24
36
28
11
-11
-8
ACHMEA
5.750
30/07/08
500
/BBB+
89
66
-1
-6
-5
INTNED
3.750
11/02/09
500
Aa3/A+
11
18
19
11
-1
-14
AIG
3.500
11/03/09
800
Aaa/AAA
27
43
19
ASSGEN
4.500
28/05/09
750
/AA-
16
26
30
17
-4
-3
ASSGEN
5.063
28/05/09
500
A2/A+
16
26
36
24
-12
-12
ASSGEN
5.063
28/05/09
500
A2/A+
16
26
36
24
-12
-12
INTNED
5.500
14/09/09
1000
/A+
11
18
21
13
-11
-8
ASSGEN
6.150
20/07/10
1750
A1/AA-
16
26
35
15
-7
-4
AXASA
6.750
15/12/10
1100
A3/BBB+
24
39
35
36
-3
-13
-13
INTNED
6.125
04/01/11
1000
Aa3/A+
11
18
16
15
-9
-6
IPBS
6.250
15/02/11
500
A2/A
27
31
28
26
-1
-12
-11
AIG
5.500
07/03/11
800
Aaa/AAA
27
43
16
12
-8
-6
INTNED
6.250
21/06/11
1250
A1/A-
11
18
36
29
-3
-28
-19
AVLN
5.750
14/11/11
800
A2/A-
18
27
43
31
-5
-24
-21
AVLN
5.750
14/11/11
800
A2/A-
18
27
43
31
-5
-24
-21
PRUFIN
5.750
19/12/11
500
A3/A
18
26
50
38
-3
-15
-13
ALZ
6.125
31/05/12
2000
A2/A
21
31
47
44
-2
-17
-14
5.650
21/06/12
500
15
30
52
46
-2
-2
STALIF
6.375
12/07/12
750
A3/A-
27
38
69
65
-16
-10
STALIF
6.375
12/07/12
750
A3/A-
27
38
69
65
-16
-10
ASSGEN
6.900
20/07/12
750
A2/A+
16
26
33
28
-13
-14
ALZ
5.625
29/11/12
900
Aa3/AA-
21
31
24
13
-6
-3
AXASA
6.000
18/06/13
1000
A2/A
24
39
22
19
-11
-6
MUNRE
6.750
21/06/13
3000
A2/A-
22
32
73
73
-25
-17
AIG
4.750
11/09/13
1000
Aaa/AAA
27
43
24
16
ZURNVX
5.750
02/10/13
500
Baa2/A-
32
44
80
74
AVLN
5.250
02/10/13
650
A2/A-
18
27
45
38
ALZ
5.500
15/01/14
1500
A2/A-
21
31
68
68
HANRUE
5.750
26/02/14
750
/A
23
34
72
ASSGEN
4.750
12/05/14
1500
/AA-
16
26
10
ZURNVX
4.500
17/09/14
1000
Baa1/A
32
44
50
41
AVLN
4.729
28/11/14
700
A3/A-
18
27
66
60
AVLN
4.729
28/11/14
700
A3/A-
18
27
66
60
AEGON
4.125
08/12/14
500
A2/A+
24
36
30
24
ALZ
6.500
13/01/15
1000
A2/A
21
31
49
AVLN
5.700
29/09/15
500
A2/A-
18
27
INTNED
6.375
07/05/17
1000
A1/A-
11
18
1-3y
-1
-11
-6
-2
3-5y
-7
1
5-7y
7-10y
-1
-7
-3
-23
-15
-4
-23
-19
-1
-11
72
-17
-12
-9
49
-3
-17
-15
56
48
-2
-23
-16
37
45
-2
-25
-19
40
32
-1
-12
-9
10-15y
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
SVSKHB
5.500
07/03/06
750
Aa2/A+
15
10
-9
-5
BBVSM
5.500
04/07/06
500
Aa3/A+
16
27
23
10
-13
-7
CAJAMM
5.250
31/07/06
500
Aa3/A
23
34
25
-13
-7
SANTAN
5.250
21/09/06
500
A1/A
20
31
26
14
-9
-5
DB
5.375
27/03/07
750
A1/A+
22
34
39
14
-4
-2
SANTAN
5.750
10/04/07
650
A1/A
20
31
40
14
-5
-3
SEB
5.625
06/06/07
500
A1/A-
12
12
-1
-8
-5
CRLYON
5.000
15/11/07
700
Aa3/A+
16
23
18
-7
-7
HBOS
5.125
05/12/08
1000
Aa3/AA-
18
27
17
13
-8
-7
DB
3.875
16/01/09
1000
A1/A+
22
34
26
19
-8
BNP
5.250
23/01/09
750
Aa3/AA-
18
11
-8
-8
INTNED
4.625
23/02/09
500
Aa3/A+
16
26
26
18
-4
-3
HVB
4.625
25/02/09
750
Baa1/BBB+
42
62
48
39
-3
-3
HBOS
4.750
24/03/09
650
Aa3/AA-
18
27
23
13
-8
-8
NBHSS
5.750
26/03/09
600
A1/A
28
19
-5
-5
MIZUHO
4.750
15/04/09
750
A2/BBB+
53
43
-10
CMZB
4.750
21/04/09
550
A3/BBB+
30
44
35
24
STAN
5.375
06/05/09
600
A3/A-
19
31
34
22
BAVB
5.850
08/05/09
500
A2/A-
22
33
31
AAB
4.625
12/05/09
1150
A1/A+
18
27
ACAFP
5.400
28/06/09
599
16
24
SANTAN
5.125
06/07/09
500
A1/A
20
HBOS
5.500
27/07/09
500
Aa3/AA-
HBOS
5.500
27/07/09
500
Aa3/AA-
CAIXAB
4.890
04/10/09
600
SUMIBK
4.375
27/10/09
1250
SOCGEN
4.875
18/12/09
650
RBS
6.000
21/01/10
600
Aa2/AA-
17
RBS
6.000
21/01/10
600
Aa2/AA-
17
ANZ
4.450
05/02/10
500
BKIR
6.450
10/02/10
750
BBVSM
6.375
25/02/10
500
Aa3/A+
IBSANP
6.375
06/04/10
500
SEB
4.125
28/05/10
500
SEB
4.125
28/05/10
NAB
3.875
04/06/10
INTNED
6.500
AAB
Ticker
1-3y
3-5y
-14
1
-14
-6
-5
20
-10
-10
25
12
-8
-8
57
42
-5
-7
31
34
19
-6
-3
18
27
22
16
-7
-7
18
27
22
16
-7
-7
203
127
-3
-56
A2/BBB+
56
44
Aa3/A+
25
13
-11
-10
28
31
18
-10
-9
28
31
18
-10
-9
A1/A+
37
22
-10
-9
A1/A
33
19
-12
-7
31
18
-9
-6
A1/A
35
20
-1
-8
-8
A1/A-
38
18
-1
-13
-11
500
A1/A-
38
18
-1
-13
-11
600
A1/A+
43
23
-15
-13
15/06/10
750
Aa3/A+
16
26
34
16
-10
-6
6.250
28/06/10
800
A1/A+
18
27
36
17
-11
-6
SANTAN
6.375
05/07/10
500
A1/A
20
31
39
21
-12
-10
CMZB
6.500
12/07/10
600
A3/BBB+
30
44
50
31
-1
-16
-11
MONTE
4.500
24/09/10
600
A2/A-
24
36
27
28
-1
-12
CRDSUI
6.625
05/10/10
500
A1/A-
23
37
19
21
HVB
6.625
12/10/10
500
Baa1/BBB+
42
62
42
46
BBVSM
4.500
12/11/10
750
Aa3/A+
16
27
20
RBS
4.500
28/01/11
500
Aa2/AA-
17
28
ABBEY
4.625
11/02/11
500
A1/A
18
29
INTNED
5.875
23/02/11
1250
Aa3/A+
16
BACR
5.750
08/03/11
1000
Aa2/AA-
SANTAN
6.000
14/03/11
500
CRDIT
6.000
16/03/11
LLOYDS
4.750
HSBC
-8
5-7y
16
27
-11
-10
-11
-7
19
-12
-11
24
20
-11
18
14
26
22
19
16
26
18
A1/A
20
31
500
Aa3/A+
21
18/03/11
850
Aa1/AA-
4.250
18/03/11
600
Aa3/A+
BANEST
4.000
23/03/11
500
A1/A
BCPN
6.250
29/03/11
600
CMZB
6.125
02/05/11
500
NAB
4.500
23/06/11
500
A1/A+
RBS
5.125
30/06/11
500
RBS
5.125
30/06/11
RBS
5.125
NBHSS
INTNED
7-10y
-2
-11
-12
-11
-7
15
-9
-8
25
22
-9
-8
31
26
22
-8
-7
18
29
13
17
29
20
14
30
24
A2/BBB+
24
38
31
28
-7
-5
A3/BBB+
30
44
33
28
-22
-19
34
24
-15
Aa2/AA-
17
28
26
18
-8
-8
500
Aa2/AA-
17
28
26
18
-8
-8
30/06/11
500
Aa2/AA-
17
28
26
18
-8
-8
4.000
30/09/11
500
A1/A
34
21
5.500
04/01/12
1750
22
21
-12
-9
Aa3/A+
16
26
-4
-4
-16
-11
-13
SOCGEN
5.625
13/02/12
600
Aa3/A+
18
16
CAJAMM
6.250
10/04/12
550
Aa3/A
23
34
19
16
-8
-9
HBOS
5.500
29/10/12
750
Aa3/AA-
18
27
27
17
-1
-16
-14
BNP
5.250
17/12/12
1500
Aa3/AA-
26
14
-5
-2
BNP
5.250
17/12/12
1500
Aa3/AA-
26
14
-5
-2
HSBC
5.375
20/12/12
1000
Aa3/A
17
29
31
19
-11
-9
INTNED
5.250
04/01/13
750
Aa3/A+
16
26
22
22
-12
-9
DB
5.125
31/01/13
1100
A1/A+
22
34
26
25
-9
-3
BACA
5.750
22/02/13
650
Aa3/AA+
24
24
-4
-6
-7
BACR
4.875
31/03/13
750
Aa2/AA-
16
26
18
14
-11
-6
RBS
6.000
10/05/13
1500
Aa2/AA-
17
28
19
17
-1
-11
-13
RBS
6.000
10/05/13
1500
Aa2/AA-
17
28
19
17
-1
-11
-13
CRDSUI
6.375
07/06/13
750
A1/
23
37
25
23
-14
-11
BFCM
6.500
19/07/13
700
A1/A
32
30
-7
-9
ACAFP
5.100
10/12/13
605
16
24
49
39
HVB
6.000
05/02/14
750
Baa1/BBB+
42
62
54
55
-4
-12
4.750
10/02/14
1350
28
26
BKIR
4.625
26/02/14
650
32
28
BACR
4.500
04/03/14
1000
Aa2/AA-
16
26
24
20
INTNED
4.625
15/03/14
1000
Aa3/A+
16
26
31
27
BAC
4.750
06/05/14
1000
Aa3/A+
32
28
LLOYDS
5.875
08/07/14
750
Aa2/AA-
15
11
CDEE
5.200
19/07/14
850
84
78
UBS
4.500
16/09/14
1000
29
20
CRDIT
4.500
22/09/14
500
Aa3/A+
21
31
36
27
SANTAN
4.500
30/09/14
500
A1/A
20
31
39
30
BBVSM
4.375
20/10/14
1000
16
27
34
29
HBOS
4.375
30/10/14
750
Aa3/A+
18
27
28
23
JPM
4.375
12/11/14
750
37
31
HBOS
4.875
20/03/15
1000
Aa3/A+
18
27
28
RBS
4.875
22/04/15
750
Aa2/AA-
17
28
18
RBS
4.875
22/04/15
750
Aa2/AA-
17
28
SOCGEN
6.625
27/04/15
625
BFCM
5.000
30/09/15
800
RBS
4.625
22/09/16
1000
Aa2/A+
A1/A
18
29
-9
-1
-6
-10
-13
1
-11
-14
-11
-15
-7
-7
12
10
21
-15
-11
10
-14
-12
18
10
-14
-12
Aa3/A+
29
26
-6
-10
A1/A
41
31
-7
-7
41
24
-2
32
23
-9
-6
10-15y
Aa2/AA-
17
28
-2
Maturity
ANZ
5.125
07/03/06
750
HVB
5.125
23/05/06
1500
RABOBK
4.875
05/06/06
500
BACR
4.875
26/06/06
BAC
5.250
IKB
Ticker
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
Aa3/AA-
11
19
11
-3
-2
A3/A-
24
37
20
-5
-4
Aaa/AAA
12
-4
-10
-8
1000
Aa1/AA
10
16
15
-8
-2
27/06/06
750
Aa2/AA-
16
29
19
-9
-6
2.750
15/08/06
500
33
17
HSBC
5.000
16/11/06
600
A1/A
11
18
23
-10
-6
HSBC
5.000
16/11/06
600
A1/A
11
18
23
-10
-6
IKB
2.750
15/12/06
500
18
RABOBK
2.625
29/12/06
1300
12
-12
-3
-1
DRSDNR
4.000
19/01/07
2000
A1/A
15
24
24
RABOBK
4.500
22/01/07
900
Aaa/AAA
12
20
-1
-1
-2
AUSTVB
5.000
31/01/07
500
50
28
-4
-1
BAWAG
4.750
01/02/07
500
A2/
16
19
33
12
-7
-6
HBOS
4.750
06/02/07
1000
Aa2/AA
11
17
25
-3
-3
ANZ
4.875
07/02/07
500
Aa3/AA-
11
19
27
-7
-5
DEXGRP
4.750
20/02/07
500
Aa2/AA
16
19
32
JPM
5.250
19/06/07
1000
Aa3/A+
22
39
-9
-6
RABOBK
3.250
09/10/07
650
12
-4
-11
-1
-1
SNSBNK
6.000
16/10/07
1000
A2/A
16
23
16
-6
-4
4.625
14/11/07
1750
Aa1/AA-
15
30
16
-4
-4
RABOBK
3.625
22/01/08
2250
Aaa/AAA
12
11
-2
-2
-3
HBOS
3.750
23/01/08
750
Aa2/AA
11
17
17
-3
-4
CDEE
5.250
31/01/08
750
Aa2/AA
18
22
26
13
-2
-2
FORTIS
5.375
28/02/08
1000
A1/A+
25
33
19
BAC
3.625
03/03/08
1000
Aa2/AA-
16
29
21
-2
NRBS
3.875
28/03/08
750
A1/A
24
-4
HSBC
5.875
31/03/08
1000
A1/A
11
18
31
15
-4
-3
HSBC
5.875
31/03/08
1000
A1/A
11
18
31
15
-4
-3
EXPT
3.500
16/04/08
1000
Aaa/AA+
10
13
17
-1
-1
DEXGRP
5.250
25/04/08
1514
Aa2/AA
16
19
21
-5
-6
WSTP
2.875
25/06/08
500
Aa3/AA-
24
-1
-1
ANGLIA
3.125
27/06/08
500
Aa3/A+
32
10
HSBC
3.375
09/07/08
650
A1/A
31
-3
-3
BRADBI
3.250
09/07/08
500
A1/
34
11
-8
-7
RY
3.000
15/07/08
500
Aa2/AA-
17
-6
DRSDNR
3.500
21/07/08
500
A1/A
15
24
28
JPM
3.875
03/12/08
500
Aa3/A+
22
39
14
HBOS
3.750
15/12/08
500
Aa2/AA
11
17
12
DB
5.000
04/01/09
1224
Aa3/
15
24
10
RABOBK
3.625
21/01/09
1000
12
INTNED
4.250
29/01/09
1400
Aa2/AA-
11
18
DAA
3.625
25/02/09
750
A2/A-
ANZ
3.625
25/02/09
800
Aa3/AA-
11
19
17
JPM
4.375
12/03/09
500
Aa2/
22
39
25
16
-4
-3
FORTIS
4.625
07/04/09
1250
A1/A+
25
33
19
-5
-6
HSBC
6.500
05/05/09
1250
A1/A
11
18
27
17
-5
-4
HSBC
6.500
05/05/09
1250
A1/A
11
18
27
17
-5
-4
MUNHYP
3.750
27/05/09
500
76
61
BAWAG
5.375
05/06/09
500
A2/
16
19
30
18
HSBC
5.125
24/06/09
750
A1/A
11
18
32
18
AAB
4.750
24/06/09
500
Aa3/AA-
11
18
20
HSBC
5.125
24/06/09
750
A1/A
11
18
32
18
DB
4.250
28/07/09
2250
Aa3/AA-
15
24
AAB
5.375
08/09/09
1250
Aa3/AA-
11
18
CMZB
4.250
25/10/09
1500
A2/A-
18
29
CBA
3.375
12/11/09
500
HVB
5.625
15/01/10
1250
A3/A-
NWIDE
3.125
26/01/10
1250
INTNED
6.000
01/03/10
1000
Aa2/AA-
11
18
20
BAVB
6.250
01/03/10
750
A1/A
15
23
32
17
CDEE
5.700
06/03/10
1114
/AA
18
22
34
SNSBNK
6.125
07/04/10
1000
A2/A
16
23
31
1
1
-1
3-5y
11
18
Aa3e/AA24
37
-2
25
16
-1
-1
-5
-3
-5
-4
-3
-1
-3
1
-4
-2
-2
-11
-4
-3
-7
-4
-4
-4
-7
-4
-4
-8
-6
12
-4
-2
15
-9
-7
18
27
14
-4
-2
30
14
-10
-6
-4
-5
19
-1
-1
15
-5
-4
1
1
5-7y
-1
3.875
21/05/10
1500
Aa1/AA-
15
30
29
-7
-4
HBOS
3.375
23/06/10
500
Aa2/AA
11
17
19
-2
-6
-5
RABOBK
3.250
25/06/10
1000
12
13
-8
RABOBK
3.125
19/07/10
1250
12
20
-2
BACA
5.875
02/08/10
500
Aa2/AA+
28
-2
-1
6.125
01/10/10
1000
Aa1/AA-
15
30
-5
-3
BAC
4.250
21/10/10
1500
Aa2/AA-
16
29
12
11
-10
-7
CMZB
6.125
25/10/10
1000
A2/A-
18
29
14
15
-5
-5
ACAFP
5.500
04/11/10
539
10
15
10
-91
HSBC
4.500
12/11/10
1400
A1/A
11
18
20
19
-11
-6
DB
5.500
18/05/11
1500
Aa3/AA-
15
24
20
13
-2
-2
JPM
4.250
09/06/11
500
Aa3/A+
22
39
26
17
CMZB
5.500
25/10/11
1000
A2/A-
18
29
29
16
-4
-4
CDEE
5.500
30/10/11
576
Aa2/AA
18
22
31
19
-3
-4
CDEE
4.750
21/11/11
850
Aa2/AA
18
22
32
18
-4
-4
ERSTBK
5.250
14/12/11
1000
A1/
24
29
29
15
-4
-3
ACAFP
5.600
20/12/11
550
10
15
70
57
FORTIS
5.375
25/01/12
1000
A1/A+
25
33
19
17
-6
-5
SNSBNK
5.625
14/06/12
500
RABOBK
4.250
25/04/13
1000
BAWAG
4.350
28/05/13
MONTE
4.375
ERSTBK
-1
-11
-4
7-10y
A2/A
16
23
27
22
-5
-4
Aaa/AAA
12
10
-1
-2
750
A2/
16
19
24
18
-6
-5
30/07/13
500
A1/A
17
25
31
23
-3
-2
4.750
18/09/13
1000
A1/
24
29
25
17
-1
-1
HAA
4.625
29/10/13
1000
Aa2/AA
25
16
-1
-1
4.750
12/11/13
1000
Aa1/AA-
15
30
24
14
-11
-5
AAB
4.750
04/01/14
1000
Aa3/AA-
11
18
13
11
-7
-3
CRDIT
4.375
10/02/14
1250
Aa2/AA-
13
21
19
16
BAC
4.625
18/02/14
1250
Aa2/AA-
16
29
20
17
SNSBNK
4.625
18/02/14
900
A2/A
16
23
29
26
-4
RABOBK
4.250
22/04/14
1000
12
12
-1
FORTIS
4.625
09/07/14
1000
25
33
22
16
-4
5.000
02/08/19
2500
Aa1/AA-
15
30
27
20
CRDIT
4.375
29/01/20
500
Aa2/AA-
13
21
33
22
DB
0.000
15/10/26
2582
15
24
64
23
-8
UBS
0.000
29/01/27
1291
11
18
69
25
-1
DB
0.000
20/01/32
1549
15
24
87
28
24
10
-4
-3
-1
1
-4
-1
-8
10-15y
-1
15y+
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
HSHN
7.500
30/06/09
500
190
183
-88
ACAFP
6.000
30/07/09
550
10
15
126
118
-3
-15
RBS
5.500
31/12/09
1250
11
18
134
121
DB
6.000
28/01/10
900
15
24
234
218
SOCGEN
7.875
22/02/10
500
A1/A
65
70
49
38
-1
-11
-12
STAN
8.160
23/03/10
500
Baa2/BBB
12
18
56
45
-2
-24
-24
CRDIT
8.048
05/10/10
540
A1/A
13
21
35
41
-1
-16
-15
IBSANP
8.126
10/11/10
1000
A2/A-
14
18
37
42
-2
-15
-14
BACR
7.500
15/12/10
850
Aa3/
10
16
29
31
-2
-15
-18
AIB
7.500
28/02/11
500
A2/BBB+
45
45
-16
-15
BKIR
7.400
07/03/11
600
A2/A-
17
20
43
43
-1
-10
-6
BAVB
6.988
12/07/11
500
/BBB+
15
23
55
50
-1
-16
-12
FORTIS
6.500
26/09/11
1000
A2/A
25
33
48
39
-23
-20
BNP
6.625
24/10/11
500
A1/A+
10
17
41
31
-18
-17
BNP
6.342
24/01/12
660
A1/A+
10
17
36
37
-1
-12
-13
HVB
7.055
28/03/12
600
Baa3/
24
37
98
101
-10
-7
-5
CRLYON
7.047
26/04/12
750
A1/A
10
15
40
40
-1
-19
-16
CRLYON
7.047
26/04/12
750
A1/A
10
15
40
40
-1
-19
-16
RBS
6.467
30/06/12
1250
A1/A
11
18
44
40
-3
-16
-14
RBS
6.467
30/06/12
1250
A1/A
11
18
44
40
-3
-16
-14
HSBC
8.030
30/06/12
600
A1/A-
11
18
39
38
-2
-16
-19
BNP
5.868
16/01/13
700
A1/A+
10
17
38
39
-1
-16
-15
LLOYDS
6.350
25/02/13
500
Aa2/A+
11
16
37
38
-2
-17
-16
DB
5.330
19/09/13
1000
A2/A
15
24
58
51
-19
-15
SOCGEN
5.419
10/11/13
650
A1/A
65
70
52
44
-1
-15
-13
HSBC
5.369
24/03/14
1400
A1/A-
11
18
45
43
-1
-17
-16
BCPN
5.543
09/06/14
500
A3/BBB
15
23
60
57
HSHN
7.407
30/06/14
500
A3/
80
84
-2
-25
HSHN
7.407
30/06/14
500
A3/
80
84
-2
-25
ESPSAN
5.580
02/07/14
600
A3/BBB
64
61
-1
-16
CDEE
5.250
30/07/14
800
A1/A+
18
22
47
41
-4
-15
FORTIS
4.625
27/10/14
1000
25
33
52
47
BACR
4.875
15/12/14
1000
Aa3/A+
10
16
61
56
AIB
4.781
17/12/14
1000
A2e/BBB+
78
71
SOCGEN
4.196
26/01/15
1000
65
70
52
44
CDEE
4.625
30/07/15
700
A1/A+
18
22
55
44
HSBC
5.130
29/03/16
750
A1/A-
11
18
57
44
64
60
Ticker
3-5y
-74
5-7y
7-10y
-15
-11
10-15y
-2
-15
-1
-15
-11
Maturity
AAB
6.500
15/03/06
2000
FORTIS
6.625
08/06/06
710
DANBNK
5.750
26/03/08
700
LLOYDS
5.625
15/07/09
1250
DANBNK
5.125
12/11/09
6.050
CRDIT
ESPSAN
Ticker
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
18
27
71
65
-67
-45
101
90
-50
-28
3-5y
Aa2/A
18
23
31
15
-9
-9
Aa1/A+
18
29
27
21
-19
-19
500
Aa2/A
18
23
28
17
-15
-15
23/11/11
500
Aa3/A
18
27
41
29
-20
-16
6.100
28/02/12
500
Aa3/A
21
31
29
28
-11
-10
6.625
08/05/12
500
A2/BBB
56
54
-20
-18
DANBNK
4.250
20/06/13
500
Aa2/A
18
23
36
29
-11
-12
HBOS
4.875
13/03/14
750
Aa3/A
18
27
40
37
-18
RBS
5.125
03/07/14
500
Aa2/A+
17
28
42
38
-18
CAVALE
4.625
17/11/14
500
A2/
49
44
SANTAN
4.375
10/12/14
750
47
40
ESPSAN
4.500
16/03/15
500
A2e/BBB
HBOS
5.125
14/10/15
750
HBOS
5.125
14/10/15
750
5-7y
HBOS
7-10y
-1
20
31
66
56
Aa3/A
18
27
49
38
-1
-20
-19
Aa3/A
18
27
49
38
-1
-20
-19
48
40
-19
-13
10-15y
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
VW
5.125
30/05/06
100
A3/A-
48
74
52
16
VW
5.500
20/09/06
100
48
74
52
14
-4
DCX
7.500
07/12/06
350
A3/BBB
57
86
50
13
-4
-6
-1
PEUGOT
5.250
14/12/06
150
A2/A-
24
44
46
11
-2
-5
-3
TOYOTA
4.500
15/12/06
325
Aaa/AAA
15
23
22
-13
-2
5.750
15/12/06
200
A3/BBB-
245
290
142
108
-9
17
BMW
4.625
29/12/06
350
A1/
19
35
34
-5
-1
7.250
07/12/07
350
A3/BBB-
245
290
171
140
-11
16
TOYOTA
6.250
07/12/07
250
Aaa/AAA
15
23
25
-11
-2
GM
6.375
07/12/07
200
Baa1/BBB-
301
360
209
177
-3
45
16
TOYOTA
5.250
21/12/07
125
15
23
26
-8
-1
-4
TOYOTA
4.000
11/12/08
300
Aaa/AAA
15
23
24
-9
-2
GM
6.250
15/12/08
200
Baa1/BBB-
301
360
232
198
BMW
6.375
22/05/09
100
A1/
19
35
50
18
-4
-1
TOYOTA
5.250
07/12/09
200
Aaa/AAA
15
23
31
-2
GM
6.625
17/12/10
200
Baa1/BBB-
301
360
276
241
51
TOMKIN
8.000
20/12/11
150
Baa2/BBB
82
55
-4
-4
-1
7.000
14/05/12
325
Baa3/BBB
123
95
-7
-6
TOMKIN
6.125
16/09/15
250
Baa2/BBB
GM
8.375
07/12/15
350
Baa2/
GKNLN
6.750
28/10/19
350
Baa3/BBB
8.875
10/07/23
250
Baa2/
Ticker
1-3y
3-5y
5-7y
7-10y
GKNLN
10-15y
301
360
98
70
-5
-3
-4
407
375
101
67
153
129
-1
-3
-6
430
407
88
61
124
92
-1
13
15y+
GM
301
360
Outstand'g Rating
5Yr CDS
Coupon
Maturity
5.500
08/12/06
150
Aa3/A+
5.125
15/12/10
300
A3/A-
24
6.625
23/01/17
250
Baa1/BBB
31
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
RIOLN
37
-2
-1
40
60
28
-1
50
84
60
-2
-22
-21
60
30
-8
-6
5-7y
AALLN
10-15y
UPMKYM
Coupon
Maturity
Outstand'g Rating
7.625
21/08/07
300
Baa3/BBB
5.875
29/04/09
200
6.500
24/04/13
6.500
29/01/16
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
ICI
44
69
70
36
-4
-9
-8
A2/A
52
20
-1
-9
-4
300
A2/A
65
35
-2
-13
-9
200
A2/A
63
36
-2
-17
-15
63
32
-2
-12
-9
3-5y
BOC
7-10y
CIBASC
10-15y
BOC
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
STGOBN
6.250
13/06/08
150
A2/A-
26
44
58
24
STGOBN
6.250
13/06/08
150
A2/A-
26
44
58
24
AGGIND
6.250
08/07/09
200
60
27
-1
-19
-13
LAFCP
6.875
06/11/12
350
Baa2/BBB
36
54
78
49
-1
-14
-12
LAFCP
10.750
29/11/13
150
Baa2/
36
54
81
60
-6
-25
-19
AGGIND
7.250
31/05/16
200
73
48
-1
-26
-24
LAFCP
6.625
29/11/17
200
Baa2/BBB
36
54
84
61
-1
-17
-16
70
42
-1
-16
-12
Ticker
3-5y
-5
-5
7-10y
10-15y
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
CCE
4.125
22/05/06
175
A2/A
32
-3
-4
CBRY
5.750
30/11/06
250
Baa2/BBB
31
49
45
10
-3
-4
SCOTNB
5.625
04/12/06
150
/BBB
40
57
54
19
-2
SCOTNB
5.625
27/08/07
100
/BBB
40
57
65
31
-2
6.750
12/03/08
150
A2/A
45
10
-2
-6
-2
CBRY
4.875
20/12/10
400
Baa2/BBB
31
49
65
33
-1
-14
-13
ALYON
6.625
18/04/11
450
Baa1/BBB+
38
59
81
50
-2
-1
TATELY
6.500
28/06/12
200
Baa2/BBB
30
49
76
46
-2
-21
-15
ALYON
6.625
12/06/14
250
Baa1/BBB+
38
59
93
66
-1
6.500
07/12/16
175
A2/
68
42
-2
-13
-11
CCE
6.500
07/06/21
175
A2/
76
53
-3
-12
-14
HNZ
6.250
18/02/30
125
A3/A
63
41
-2
-13
-13
64
33
-2
-6
-5
Ticker
1-3y
3-5y
CCE
5-7y
7-10y
10-15y
CCE
15y+
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
4.875
02/10/08
500
Aa2/AA
14
21
21
-13
5.250
19/12/33
1000
Aa2/AA
14
21
52
29
-1
-15
-18
37
-9
-9
3-5y
GSK
-3
15y+
GSK
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
VLVY
5.250
29/12/06
150
23
39
46
12
BAA
7.875
10/02/07
200
A3/A
16
27
39
-4
-2
-4
-2
RENTKL
6.125
19/11/08
250
/BBB+
54
81
85
52
-1
-10
-13
BAPLC
11.875
29/12/08
150
Baa2/BBB
34
55
83
53
-2
-18
-17
REXAM
7.125
27/03/09
370
Baa3/BBB
69
37
-11
-6
SMINLN
7.875
12/07/10
150
A3/A-
61
31
-7
-6
HSC
7.250
27/10/10
200
A3/A-
58
27
-9
-3
TYC
6.500
21/11/11
200
Baa3/BBB
77
47
-1
-6
FTT
5.625
30/05/13
200
/BBB+
BAA
5.750
27/11/13
400
BAPLC
10.750
24/11/14
HUTPOR
6.750
BAA
11.750
ROLLS
SMINLN
SMINLN
Ticker
1-3y
3-5y
5-7y
37
54
95
64
-4
-14
-13
A3/A+
16
27
46
15
-2
-14
-11
100
Baa2/
34
55
94
79
-2
-22
-19
07/12/15
325
Baa1/A-
102
76
-6
-6
31/03/16
300
A3/A+
16
27
55
33
-3
-17
-13
7.375
14/06/16
200
Baa1/BBB
27
47
83
60
-4
-17
-17
7.250
30/06/16
150
/A-
70
46
-2
-9
-11
7.250
30/06/16
150
/A-
70
46
-2
-9
-11
TXT
6.625
07/04/20
150
A3/A-
87
63
-10
-12
BIRMIN
6.250
22/02/21
105
/A-
95
71
-2
-11
-12
BAA
8.500
29/03/21
250
A3/A+
60
40
-3
-14
-14
AUTSTR
6.250
09/06/22
500
A3/A
65
43
-1
-12
BAA
6.375
04/08/28
200
A3/A+
66
42
-1
-10
-14
UPS
5.500
12/02/31
500
Aaa/AAA
45
18
-5
-15
-18
TYC
6.500
21/11/31
285
Baa3/BBB
37
54
99
79
-4
-22
BAA
5.750
10/12/31
900
A3/A+
16
27
72
48
-2
-13
-16
72
45
-2
-12
-10
7-10y
10-15y
15y+
16
16
27
27
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
ITVLN
7.625
06/06/07
200
Baa2/BBB
71
34
-7
-6
-3
ITVLN
7.625
06/06/07
200
Baa2/BBB
71
34
-7
-6
-3
PSON
10.500
13/06/08
100
/BBB+
63
29
-3
-8
-2
ITVLN
5.625
02/03/09
250
Baa2/BBB
77
45
-4
-4
-1
ITVLN
5.625
02/03/09
250
Baa2/BBB
77
45
-4
-4
-1
BSY
7.750
09/07/09
100
42
59
66
34
-1
-16
5.625
20/05/10
250
Baa1/BBB
42
66
78
47
DMGOLN
7.500
29/03/13
300
/BBB
74
46
EMAP
6.250
09/12/13
250
Baa1/BBB
86
57
PSON
7.000
27/10/14
250
Baa1/BBB+
74
5.750
07/12/18
175
/BBB
10.000
09/04/21
165
/BBB
Ticker
1-3y
3-5y
25
42
5-7y
VNU
-2
-4
-6
-23
-19
-4
-14
-14
47
-3
-15
-10
92
67
-4
-16
-12
100
94
-7
-25
-23
77
48
-4
-12
-8
7-10y
25
42
10-15y
DMGOLN
15y+
DMGOLN
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
BPLN
4.250
12/09/06
450
Aa1/AA+
11
20
21
-15
-3
BPLN
4.875
18/12/06
200
Aa1/AA+
11
20
22
-13
-1
-3
TOTAL
5.000
10/09/07
350
Aa2/AA
10
18
23
-11
-2
BPLN
5.000
27/12/07
350
11
20
26
-8
-2
ENI
5.250
27/12/07
200
Aa3/AA
12
20
39
BGGRP
6.375
20/06/08
200
A3/A-
41
-1
BPLN
5.125
07/12/08
250
Aa1/AA+
11
20
27
-7
-2
ENI
4.875
09/12/10
200
Aa3/AA
12
20
41
TOTAL
4.875
23/12/10
500
Aa2/AA
10
18
29
-3
BGGRP
5.875
13/11/12
250
A3/A-
46
15
PEMEX
7.500
18/12/13
400
94
150
146
TLM
6.625
05/12/17
250
Baa1/BBB+
ENI
5.000
27/01/19
200
Aa3/AA
12
20
6.125
27/11/28
225
A1/A
40
50
Ticker
1-3y
2
1
-4
3-5y
1
5-7y
-8
-6
-7
-9
-5
122
-18
-60
-51
74
51
-2
-18
-12
51
21
-3
-12
-11
62
38
-1
-11
-12
46
15
-2
-10
-7
7-10y
10-15y
15y+
STOIL
Maturity
6.470
30/03/06
100
BATSLN
6.500
13/11/08
GLHLN
6.625
21/05/09
TWOD
6.625
07/02/12
250
IMPTOB
6.875
13/06/12
350
GLHLN
5.750
06/02/13
BATSLN
5.750
IMPTOB
TWOD
BATSLN
Ticker
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
GLHLN
Baa3/BBB
32
52
51
18
-4
-1
217
Baa1/NR
41
66
62
29
-1
-31
-26
300
Baa3/BBB
32
52
57
25
-4
-18
-13
84
55
-3
-20
-16
Baa3/BBB
36
61
67
38
-1
-27
-22
250
Baa3/BBB
32
52
68
37
-6
-24
-22
09/12/13
350
Baa1/BBB+
41
66
77
47
-4
-35
-28
6.250
04/12/18
200
Baa3/BBB
36
61
6.375
24/05/19
200
6.375
12/12/19
500
Baa1/BBB+
41
PG
6.250
31/01/30
500
Aa3/AA-
PG
5.250
19/01/33
200
Aa3/AA-
3-5y
7-10y
10-15y
86
64
-1
-29
108
82
-4
-22
66
104
79
-1
-36
11
13
55
32
-2
-12
-13
11
13
55
31
-1
-12
-15
73
45
-3
-22
-13
15y+
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
TSCO
4.000
31/07/06
125
17
28
35
-5
-5
TSCO
6.000
30/11/06
150
A1/
17
28
30
-5
-3
MKS
6.250
23/01/07
150
Baa2/BBB
88
123
72
35
-8
-25
-27
SBRY
5.250
17/05/07
314
Baa3/BBB-
104
152
82
47
-5
-32
TSCO
7.500
30/07/07
325
A1/A+
17
28
39
-6
-6
-7
AYL
5.875
07/08/07
250
A3/NR
22
36
42
-2
-7
-7
AYL
5.875
07/08/07
250
A3/NR
22
36
42
-2
-7
-7
TSCO
6.000
13/06/08
250
A1/A+
17
28
40
-1
-5
-2
BOOT
5.500
26/05/09
300
A3/A-
51
80
66
34
-2
-10
-7
GUSLN
6.375
16/07/09
350
Baa1/BBB+
36
59
68
36
-1
-15
TSCO
5.125
18/12/09
350
A1/A+
17
28
31
-1
KINGFI
6.875
23/03/10
150
Baa1/BBB+
30
50
62
31
-4
TSCO
6.625
12/10/10
150
A1/
17
28
37
-4
-2
MKS
6.375
07/11/11
375
Baa2/BBB
88
123
135
105
-11
-36
-47
SBRY
6.500
11/07/12
300
Baa3/BBB-
104
152
137
108
-8
-26
-43
DIX
6.125
15/11/12
300
Baa1/
61
92
104
75
-1
-1
-10
CARR
5.375
19/12/12
500
A1/A+
22
39
53
22
-1
-9
-7
WMT
4.750
29/01/13
498
Aa2/AA
35
-1
-10
-7
NXT
5.250
30/09/13
300
Baa2/BBB
79
48
-2
-10
-10
GUSLN
5.625
12/12/13
350
Baa1/BBB+
36
59
82
51
-1
-20
MKS
5.625
24/03/14
400
Baa2/BBB
88
123
145
113
-10
-34
AYL
6.500
05/08/14
150
A3/NR
22
36
49
20
-1
-24
-20
AYL
6.500
05/08/14
150
A3/NR
22
36
49
20
-1
-24
-20
KINGFI
5.625
15/12/14
250
Baa1/BBB+
30
50
74
45
-8
-8
AYL
6.000
10/01/17
200
A3/NR
22
36
57
31
-2
-22
-21
AYL
6.000
10/01/17
200
A3/NR
22
36
57
31
-2
-22
-21
SBRY
6.125
05/04/17
250
Baa3/BBB-
104
152
146
119
-7
-17
-36
AYL
6.125
17/12/18
200
A3/NR
22
36
58
34
-3
-21
-20
AYL
6.125
17/12/18
200
A3/NR
22
36
58
34
-3
-21
-20
TSCO
5.500
13/12/19
350
A1/A+
17
28
52
24
-1
-14
-12
TSCO
6.000
14/12/29
200
A1/
17
28
56
32
-4
-20
-20
WMT
5.750
19/12/30
500
Aa2/AA
52
29
-1
-10
-12
SBRY
6.000
05/04/32
350
Baa3/BBB-
104
152
149
123
-7
-18
-36
TSCO
5.500
13/01/33
200
A1/A+
17
28
60
36
-2
-18
-17
WMT
5.250
28/09/35
1000
Aa2/AA
53
30
-1
68
38
-3
-13
-14
Ticker
1-3y
-5
3-5y
5-7y
7-10y
10-15y
15y+
Coupon
Maturity
6.125
28/06/06
Outstand'g Rating
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
IBM
200
A1/A+
Unweighted Average for Technology :
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
34
-2
-4
34
-2
-4
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
TELENZ
6.000
14/03/06
100
A2/A
39
-4
BRITEL
12.250
31/03/06
229
/A-
41
71
53
-6
-1
BRITEL
7.375
07/12/06
400
Baa1/A-
41
71
39
-2
-2
KPN
8.250
11/04/08
175
Baa1/A-
33
55
53
19
-1
VOD
6.250
10/07/08
400
A2/A
23
42
37
-4
-2
TELENZ
6.125
12/12/08
200
A2/A
45
12
-1
DT
6.250
09/12/10
250
Baa1/BBB+
32
54
57
26
-17
-14
FRTEL
8.250
14/03/11
600
Baa1/A-
32
56
69
38
-23
-46
-38
FRTEL
8.250
14/03/11
600
Baa1/A-
32
56
69
38
-23
-46
-38
OOMLN
7.625
25/01/12
375
Baa2/BBB
36
61
70
42
-3
-16
-10
DT
7.125
26/09/12
500
Baa1/BBB+
32
54
60
30
-1
-20
-14
TELECO
6.125
06/08/14
200
A1/A+
20
34
54
25
-1
-13
-10
BRITEL
7.750
07/12/16
700
Baa1/A-
41
71
79
57
-5
-24
-24
FRTEL
8.000
20/12/17
500
Baa1/A-
32
56
71
50
-1
-20
-15
TELENZ
5.625
14/05/18
125
A2/A
63
38
-3
-10
-6
TITIM
6.375
24/06/19
850
Baa2/BBB+
42
68
85
59
-2
-13
DT
7.375
04/12/19
250
Baa1/BBB+
32
54
72
49
-4
-19
-18
BRITEL
8.625
26/03/20
300
Baa1/A-
41
71
91
74
-6
-23
-28
FRTEL
7.250
10/11/20
450
Baa1/A-
32
56
72
50
-2
-22
-20
VOD
5.625
04/12/25
250
A2/A
23
42
65
40
-1
-6
BRITEL
5.750
07/12/28
600
Baa1/A-
41
71
104
78
-4
-16
-19
DT
7.625
15/06/30
300
Baa1/BBB+
32
54
97
85
-4
-26
-27
VOD
5.900
26/11/32
450
A2/A
23
42
74
52
-1
-11
-14
FRTEL
5.625
23/01/34
500
Baa1/A-
32
56
84
62
-1
-21
67
39
-4
-16
Ticker
1-3y
3-5y
5-7y
7-10y
10-15y
15y+
-12
5Yr CDS
Coupon
Maturity
8.250
31/01/07
100
HGLN
7.250
29/07/08
175
Baa2/BBB
TUBELN
8.680
02/09/09
150
CPGLN
7.125
19/01/10
200
Baa2/BBB+
11.625
31/01/11
200
CPGLN
6.375
29/05/12
325
Baa2/BBB+
CCLLN
7.125
25/06/12
200
/A-
HGLN
7.125
11/07/12
250
Baa2/BBB
36
FGPLN
6.875
15/04/13
300
/BBB
CPGLN
7.000
08/12/14
250
Baa2/BBB+
ENTINN
6.500
06/12/18
600
/BBB
FGPLN
6.125
18/01/19
250
MCD
6.375
03/02/20
ENTINN
6.875
15/02/21
WTBLN
8.125
WTBLN
Ticker
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
1-3y
WTBLN
79
39
-2
-31
-22
-7
3-5y
36
67
33
-2
-10
176
150
-8
-152
76
44
-1
-5
-5
103
82
-2
-22
-11
80
50
-1
-7
-6
73
44
-1
-13
-8
57
83
55
-8
-2
55
65
83
55
-2
-15
-15
36
57
84
58
-1
-7
-7
99
76
-24
-17
/BBB
55
65
98
70
-2
-10
200
A2/A
17
34
60
34
-8
-16
-18
125
/BBB
109
87
-2
-28
-27
09/12/21
100
126
114
-8
-8
8.125
09/12/21
100
126
114
-8
-8
ENTINN
6.875
09/05/25
125
/BBB
113
93
-4
-27
-26
ENTINN
6.375
26/09/31
275
Baa3/BBB
113
91
-6
-35
-27
MCD
5.875
23/04/32
250
A2/A
71
48
-4
-19
-21
96
70
-2
-24
-12
36
57
57
5-7y
WTBLN
7-10y
36
57
10-15y
15y+
17
34
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
NGGLN
8.000
29/03/06
240
A2/A
20
30
41
-5
-2
RWE
5.750
20/04/06
350
A1/A+
20
35
38
-3
NUW
8.625
28/06/06
200
/BBB-
59
20
RWE
8.375
02/08/06
131
WR/A-
53
12
-6
-5
CSWINV
8.875
27/09/06
100
A3/A-
56
16
-6
-11
-7
NGGLN
6.125
07/12/06
250
A2/A
40
-4
-4
-2
SCOHYD
7.875
26/03/07
150
Aa3/AA-
42
-6
-4
-3
EDF
5.250
07/12/07
100
Aa3/AA-
21
39
42
NGGLN
5.625
07/12/07
275
A2/A
20
30
41
-3
-2
-4
20
30
43
-2
-5
-3
-1
-12
-6
Ticker
1-3y
20
20
35
30
3-5y
NGGLN
8.875
08/07/08
250
A2/A
WESWAT 5.875
30/03/09
100
WESWAT 5.875
30/03/09
200
A3/BBB+
55
22
NGGLN
5.375
07/12/09
300
A2/A
20
30
41
SCOTPO
6.625
14/01/10
200
A2/A-
26
43
47
14
-1
-7
-4
UU
5.250
22/01/10
150
A2/A-
21
36
43
11
-1
-12
-10
KEL
6.875
23/04/10
200
A2/A
23
36
45
13
-1
-9
-7
RWE
4.625
17/08/10
500
A1/A+
20
35
43
11
-8
-4
NGGLN
4.750
10/12/10
250
A2/A
20
30
41
-1
EDF
8.750
30/03/12
200
A2/A
21
39
47
17
-2
-15
-10
EOAGR
6.375
29/05/12
500
Aa3/AA-
17
31
37
-1
-8
-2
ELESM
6.125
05/07/12
400
A3/A
30
50
57
26
-8
-5
CENTRI
5.875
02/11/12
400
A2/A
28
46
56
25
-9
-5
RWE
6.375
03/06/13
750
A1/A+
20
35
45
15
-2
-12
-9
SEVTRE
5.250
08/12/14
200
A2/A
56
26
-1
-7
-4
SCOTPO
8.375
20/02/17
200
A2/A-
26
43
58
34
-1
-11
-9
NGGLN
6.000
07/06/17
300
A2/A
20
30
57
31
-9
-6
ELEPOR
6.625
09/08/17
200
A3/A
22
37
68
43
-13
-9
NUW
6.000
11/10/17
300
/BBB+
70
45
-14
-9
UU
5.375
14/05/18
150
A2/A-
56
30
-16
-14
ACQUED
6.920
29/06/18
165
Baa3/BBB
150
128
YKE
9.250
17/01/20
200
Baa1/BBB+
87
72
-3
-34
-29
NTE
8.875
16/10/20
100
Baa1/BBB+
95
82
-1
-26
-22
HYRLN
9.250
09/11/20
150
Baa1/BBB+
109
99
-1
-11
-9
RWE
6.500
20/04/21
650
A1/A+
63
40
-1
-6
-8
SCOHYD
5.875
22/09/22
300
Aa3/AA-
56
33
-1
-9
-6
NUW
6.875
06/02/23
350
/BBB+
72
53
-2
-17
-15
KEL
5.375
21/02/23
200
A2/A
23
36
59
36
-1
SCOTPO
6.750
29/05/23
250
A2/A-
26
43
67
47
RWE
5.625
06/12/23
600
A1/A+
20
35
65
43
-1
-6
-6
NGGLN
5.875
02/02/24
450
A2/A
20
30
64
37
-3
-10
-11
SEVTRE
6.125
26/02/24
300
/A
65
38
-2
-12
-14
EDF
5.750
08/03/24
300
A2/A
21
39
66
39
-6
-17
NGGLN
7.000
16/12/24
503
A3/A-
20
30
71
48
-3
-12
-14
EDF
8.500
31/03/25
200
A2/A
21
39
69
51
-2
-20
-21
EDF
8.500
31/03/25
200
A2/A
21
39
69
51
-2
-20
-21
NGGLN
8.750
27/06/25
275
A2/A
20
30
68
51
-3
-14
-16
UU
8.875
25/03/26
450
A2/A-
21
36
65
49
-1
-23
-20
EDF
5.500
05/06/26
300
A3/A
21
39
70
45
-1
-16
-16
VIEFP
5.875
13/07/26
200
A3/A-
26
44
80
57
WESTP
5.875
25/03/27
250
Baa1/BBB+
87
60
-2
-23
-25
EDF
6.125
07/06/27
300
A2/A
21
39
68
42
-2
-17
-19
EDF
6.125
07/06/27
300
A2/A
21
39
68
42
-2
-17
-19
UU
5.625
20/12/27
300
A2/A-
21
36
67
40
-1
-15
-14
NGGLN
6.500
27/07/28
360
A2/A
20
30
68
44
-1
-17
-17
BRK
7.250
04/08/28
200
Baa3/BBB-
149
134
-8
-73
-51
BRK
7.250
04/08/28
200
Baa3/BBB-
149
134
-8
-73
-51
RWE
6.750
16/11/28
330
A1/A+
63
40
-2
-13
-14
SEVTRE
6.250
07/06/29
425
A2/A
70
47
-3
-14
-17
RWE
6.250
03/06/30
950
A1/A+
71
50
-2
-12
-14
-4
5-7y
7-10y
10-15y
21
36
-1
-21
15y+
20
20
20
35
35
35
-6
-7
-10
-10
-2
KEL
6.625
17/04/31
240
A2/A
23
36
68
46
EDF
5.875
18/07/31
650
Aa3/AA-
21
39
69
45
-1
-6
-9
RWE
6.500
09/02/32
200
A1/A+
20
35
64
EOAGR
6.375
07/06/32
975
Aa3/AA-
17
31
58
42
-1
-13
-14
35
-1
-10
SOUELE
5.500
07/06/32
350
Aa3/AA-
-12
61
37
-2
-12
NUW
5.625
29/04/33
180
-13
NR/BBB+
81
58
-3
-14
WESWAT 5.750
14/10/33
195
-14
A3/BBB+
80
59
-1
-14
-15
65
39
-2
-13
-11
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
GE
5.000
07/12/06
250
Aaa/AAA
21
35
27
-8
-5
GE
4.125
15/12/06
400
Aaa/AAA
21
35
20
-14
-2
GE
7.250
06/08/07
200
Aaa/AAA
21
35
32
-6
-4
AXP
5.500
24/09/07
600
Aa3/A+
22
39
43
-3
GE
5.500
07/12/07
200
Aaa/AAA
21
35
32
-2
-2
-3
CATTLE
8.625
07/12/07
125
77
43
-7
-41
-34
III
6.875
10/12/07
200
Aa3/A+
44
-3
-4
-3
MER
7.375
17/12/07
200
Aa3/A+
23
41
46
10
-7
-5
-5
MWD
5.000
21/12/07
175
23
41
43
GE
4.875
16/06/08
250
21
35
31
-4
GE
4.500
15/12/08
500
Aaa/AAA
21
35
26
-7
-1
-4
-3
CFC
5.875
15/12/08
275
A3/A
43
65
65
32
-1
-2
CIT
5.500
15/12/08
200
A2/A
27
39
62
28
-5
ANGELT
5.250
18/12/08
250
46
13
-3
AMPAU
7.125
06/08/09
103
Baa1/BBB
100
69
-5
CSTLLN
8.250
12/08/09
150
185
161
AXP
5.625
18/08/09
650
Aa3/A+
22
39
45
13
-2
GE
6.250
01/09/09
150
Aaa/AAA
21
35
34
-1
GE
5.500
07/12/09
400
Aaa/AAA
21
35
34
AIG
6.625
07/12/09
300
A1/AA-
27
43
56
24
BSC
5.125
20/01/10
400
A1/A
26
44
57
25
LEH
5.000
26/01/10
250
A1/A
26
44
57
25
SLOU
7.125
17/02/10
125
85
53
AIG
5.625
29/03/10
350
A1/
27
43
56
24
MER
5.125
24/09/10
350
Aa3/A+
23
41
50
KRB
6.000
12/11/10
250
Baa1/BBB+
35
53
73
GE
4.750
15/12/10
525
Aaa/AAA
21
35
33
SLMA
5.375
15/12/10
225
A2/A
62
30
BXTN
6.000
30/12/10
275
73
41
-16
-14
MEL
6.375
08/11/11
225
A1/A+
46
14
-3
-7
-2
GE
6.125
17/05/12
500
Aaa/AAA
21
35
35
-1
-13
-8
GE
6.440
17/05/12
293
21
35
52
27
-2
-18
-19
BXTN
10.625
01/10/12
107
89
66
-2
-13
-8
SLOU
11.625
30/12/12
100
98
81
-7
-25
-16
MWD
5.375
14/11/13
650
Aa3/A+
23
41
58
26
-5
-12
-10
HAMRSN
10.750
07/12/13
200
Baa2/
35
53
78
56
-3
-26
-22
GE
5.250
10/12/13
600
Aaa/AAA
21
35
37
-1
-13
-8
GE
5.250
10/12/13
600
Aaa/AAA
21
35
37
-1
-13
-8
CATTLE
6.875
17/01/14
350
109
82
-2
-35
EDINLN
11.500
30/06/14
100
129
120
-2
-13
CIT
5.500
01/12/14
500
A2e/A
27
39
72
43
GE
5.625
12/12/14
250
Aaa/AAA
21
35
37
MER
5.750
12/12/14
350
Aa3/A+
23
41
58
29
-4
-17
SLOU
6.250
30/09/15
150
94
67
-2
-14
HOUSFN
11.500
27/11/16
231
84
72
-1
-37
GS
6.125
14/02/17
300
Aa3/A+
SLOU
10.000
03/05/17
100
GE
6.250
15/12/17
500
Aaa/AAA
LMSO
10.000
03/04/18
100
BXTN
6.000
30/09/19
150
HAMRSN
6.875
31/03/20
250
Baa2/
MQB
6.177
15/04/20
350
Baa1/BBB
GE
6.250
29/09/20
200
Aaa/AAA
21
GE
5.500
07/06/21
360
Aaa/AAA
21
SLOU
7.000
14/03/22
150
EDINLN
7.750
30/09/22
III
6.875
HOUSFN
SLOU
Ticker
1-3y
-5
-3
3-5y
-1
-21
-12
-9
-6
-17
-12
-8
-7
18
-9
-4
42
-7
-4
-10
-6
5-7y
-1
-8
7-10y
-11
-14
10-15y
23
65
39
-3
-19
-16
100
89
-4
-20
-17
41
15
-1
-12
-8
111
101
98
70
97
95
35
35
21
41
-14
35
-6
-9
-1
-10
-13
74
-2
-11
-15
69
-4
42
15
-1
-16
-17
41
15
-1
-15
-16
107
88
-3
-13
-14
100
116
103
-1
-6
-7
09/03/23
200
Aa3/A+
61
42
-2
-13
-12
8.625
13/11/23
218
130
126
6.750
23/02/24
225
115
92
-2
-10
15y+
35
53
2
-13
WTAN
6.125
15/12/25
100
HAMRSN
6.000
23/02/26
300
LMSO
6.500
16/03/26
175
BRITLD
9.375
31/03/28
200
HAMRSN
7.250
21/04/28
200
Baa2/
35
53
GE
5.250
07/12/28
425
Aaa/AAA
21
35
FMNLN
6.125
25/02/30
175
GE
5.625
16/09/31
178
Aaa/AAA
III
5.750
03/12/32
400
Aa3/A+
BRITLD
8.875
24/09/35
250
GE
5.375
18/12/40
450
Aaa/AAA
35
21
21
53
35
35
94
70
-1
-36
104
81
-3
-15
-36
92
71
-2
-32
-32
129
129
-1
-19
-27
121
105
-4
-21
-24
43
17
-16
-17
107
85
-3
-8
-7
44
18
-1
-18
-19
70
47
-2
-15
-16
147
160
-6
-18
-14
43
25
-1
-19
70
44
-2
-12
-8
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
PACLIF
6.125
29/06/06
150
Aa3/AA
37
-3
-1
FRIPRO
9.125
25/11/06
215
Baa1/A-
81
42
-6
-10
-4
SLAC
9.000
28/11/06
125
159
127
-10
-51
-49
MGFUND
5.750
20/03/07
150
Aa3/AA
39
-4
-8
-4
ABBEY
8.750
13/05/07
125
11
17
105
70
-5
-117
-109
PRUFIN
9.375
04/06/07
150
/AA-
18
26
42
-5
ALL
6.300
18/07/08
150
Aa2/AA
41
-1
-6
NYL
5.000
20/10/08
300
Aa1/AA+
36
-1
-11
MET
5.250
19/12/08
350
Aa2/AA
39
-2
-7
AIG
4.375
30/12/08
750
Aaa/AAA
27
43
35
PRUFIN
5.500
11/05/09
250
18
26
47
15
-1
-6
PRIFIN
5.875
08/06/09
125
/AA
44
11
-4
-15
-9
PRIFIN
5.875
08/06/09
125
/AA
44
11
-4
-15
-9
AIG
5.625
15/06/09
300
Aaa/AAA
36
MET
5.875
17/06/09
350
Aa2/AA
40
NYL
5.750
30/06/09
250
Aa1/AA+
37
QBE
5.625
28/09/09
175
/A-
75
42
AIG
5.375
07/12/09
680
Aaa/AAA
36
-2
-15
-10
JHF
6.625
07/12/09
175
Aa3/AA+
46
14
-3
-10
-6
JHF
6.625
07/12/09
175
Aa3/AA+
46
14
-3
-10
-6
JHF
6.625
07/12/09
175
Aa3/AA+
46
14
-3
-10
-6
ALL
6.375
17/01/11
300
Aa2/AA
41
-3
-20
-8
PACLIF
6.250
08/02/11
200
Aa3/AA
46
13
-4
-18
-9
6.125
23/02/11
150
Aa2/AA
44
11
-2
-14
-7
NATLGF
6.250
28/06/11
150
Aa3/AA-
51
19
-3
-14
-6
JHF
6.000
12/07/11
150
Aa3/AA+
47
16
-4
-18
-9
SLC
5.750
12/07/11
200
Aa2/AA+
43
11
-3
-15
-6
JHF
6.000
12/07/11
150
Aa3/AA+
47
16
-4
-18
-9
5.750
06/12/11
150
Aa2/AA
15
30
43
12
-2
-12
-5
AIG
5.625
01/02/12
500
Aaa/AAA
27
43
39
-14
-6
AIG
5.125
28/01/13
250
Aaa/AAA
27
43
39
-1
-16
-10
MASSMU
6.125
14/05/13
200
/AAA
35
-6
-20
-12
PACLIF
6.000
16/08/13
200
Aa3/AA
44
13
-4
-19
-13
PFG
5.625
24/09/13
250
Aa2/AA
42
12
-9
PFG
5.625
24/09/13
100
PRIFIN
6.000
23/01/14
150
Aa2/AA
47
16
-7
-16
-13
PRIFIN
6.000
23/01/14
150
Aa2/AA
47
16
-7
-16
-13
MGFUND
6.000
30/01/14
150
/AA
49
19
-3
-15
-11
PACLIF
5.125
20/01/15
200
47
16
LLYDIN
6.875
17/11/15
300
/BBB+
143
118
AVLN
9.500
20/06/16
200
Aa3/
18
27
52
27
-3
-9
-6
AVLN
9.500
20/06/16
200
Aa3/
18
27
52
27
-3
-9
-6
AIG
5.375
14/10/16
350
Aaa/AAA
27
43
41
13
-2
-16
MUNRE
7.625
21/06/18
300
A2/A-
22
32
95
77
-2
-36
-27
PRUFIN
8.500
30/06/18
100
Aa3/
18
26
77
59
-7
-21
-18
AIG
5.000
18/12/18
250
Aaa/AAA
27
43
42
16
-2
-13
-9
LGEN
5.875
01/04/19
400
A2/A
18
23
74
46
-2
-29
CLMD
7.375
05/11/19
200
A1/A+
76
53
-4
-32
-31
FRIPRO
6.875
21/11/19
300
Baa2/A-
108
84
-5
-39
-36
STALIF
6.546
06/01/20
300
Baa1/A-
27
38
119
95
AVLN
5.902
27/07/20
500
A3/A-
18
27
BUPA
6.125
16/09/20
330
AIG
6.375
05/10/20
200
Aaa/AAA
27
AXASA
7.125
15/12/20
325
A3/BBB+
ABBEY
7.250
25/03/21
200
AVLN
6.125
29/09/22
ZURNVX
6.625
PRUFIN
6.875
AXASA
6.625
Ticker
1-3y
3-5y
27
27
43
43
-10
-1
-8
-15
-1
-11
-11
5-7y
15
30
7-10y
10-15y
15y+
91
65
118
93
43
42
15
-3
-16
-14
24
39
78
56
-6
-29
-27
Baa1/BBB-
11
17
160
143
800
A2/A-
18
27
82
60
02/10/22
450
Baa2/A-
32
44
98
20/01/23
300
A2/
18
26
56
21/08/23
150
A2/
24
39
68
-14
-9
-2
-24
-23
79
-4
-39
-35
35
-5
-25
-26
49
-6
-23
-21
MET
5.375
09/12/24
350
A2/A
76
49
AVLN
6.125
14/11/26
700
A2/A-
18
27
75
54
-4
-24
-24
AVLN
6.125
14/11/26
700
A2/A-
18
27
75
54
-4
-24
-24
STALIF
6.750
12/07/27
500
A3/A-
27
38
110
88
-6
-33
-32
STALIF
6.750
12/07/27
500
A3/A-
27
38
110
88
-6
-33
-32
PRUFIN
5.875
11/05/29
250
18
26
60
36
-3
-23
-24
LGEN
5.875
11/12/31
350
A1/AA-
18
23
56
31
-3
-25
-26
AEGON
6.125
15/12/31
250
A2/A+
24
36
73
50
-2
-15
-15
PRUFIN
6.125
19/12/31
435
A3/A
18
26
85
63
-4
-22
-24
LGEN
5.875
05/04/33
200
A1/AA-
18
23
58
36
-3
-23
-24
63
35
-3
-17
-13
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
RMC
9.180
20/02/15
165
44
24
-1
-24
-13
GESB
8.350
15/11/18
104
46
23
-11
-6
BRK
7.250
15/12/22
200
63
44
-7
-14
-11
METRON
5.309
26/03/23
350
41
18
-5
-5
METRON
5.305
25/06/25
350
39
13
-2
-9
-8
CONGSO
5.404
10/07/26
152
46
22
-4
-5
EXCHEQ
5.396
21/01/27
165
40
18
-2
-11
-3
RMPA
5.337
30/09/38
679
42
19
-1
-6
45
23
-1
-11
Ticker
10-15y
15y+
-6
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
LLOYDS
8.500
29/03/06
250
Aa2/
18
29
36
-1
-7
-1
HBOS
8.750
10/07/06
400
Aa3/AA-
18
27
43
-6
-2
BRITNA
8.875
02/10/06
100
A3/A-
51
10
-6
-6
COOPWH 7.375
16/11/06
100
84
47
-13
-16
-6
ABBEY
10.750
01/12/06
100
WR/A
48
-5
-2
ALLNCE
8.750
07/12/06
200
A1/
47
-5
BRADBI
8.375
27/12/06
125
A2/
53
15
-4
-4
-3
RBS
8.125
29/12/06
300
42
-3
-2
UBS
8.000
08/01/07
450
Aa3/
37
-4
-3
-3
-2
RBS
8.375
29/01/07
150
Aa2/AA-
17
28
39
-2
-3
-3
-1
RBS
8.375
29/01/07
150
Aa2/AA-
17
28
39
-2
-3
-3
-1
RBS
8.375
29/01/07
150
Aa2/AA-
17
28
39
-2
-3
-3
-1
LLOYDS
7.750
18/06/07
300
Aa1/AA-
18
29
31
-7
-5
-8
-7
DRSDNR
7.750
07/12/07
150
A2/A-
23
34
61
26
-4
-12
-6
CMZB
7.875
07/12/07
200
A3/
30
44
58
23
-3
-1
STAN
6.750
27/04/09
300
A3/A-
19
31
46
13
-1
-10
LLOYDS
9.500
01/06/09
100
Aa1/AA-
18
29
48
15
-2
-8
-5
NRBS
5.625
13/01/10
300
A2/A-
56
24
-12
-10
BRADBI
7.625
16/02/10
125
A2/
58
26
-19
-14
DNBNOR
5.125
03/06/10
200
A1/A-
53
21
-14
-10
DNBNOR
5.125
03/06/10
200
A1/A-
53
21
-14
-10
INTNED
7.000
05/10/10
350
Aa3/A+
48
16
-7
-3
NAB
5.375
28/10/10
200
A1/A+
53
21
-15
-12
NAB
5.375
28/10/10
200
A1/A+
53
21
-15
-12
ANZ
5.625
26/11/10
200
A1/A+
53
22
-11
-9
SANTAN
6.800
29/11/10
200
A1/A
20
31
48
16
-9
-5
DB
5.250
15/12/10
225
A1/A+
22
34
49
17
-14
DERBS
5.875
17/12/10
100
98
66
-9
LLOYDS
12.000
02/01/11
100
18
29
54
23
-2
-9
INVES
7.750
01/03/11
200
Baa3/
142
117
-8
-81
LLOYDS
9.125
17/10/11
150
Aa2/
51
21
-4
-10
-6
BACA
8.375
04/11/11
100
Aa3/
56
25
-2
-6
-6
NRBS
5.750
28/02/12
250
A2/A-
59
28
-1
-14
-10
HSBC
5.750
27/06/12
350
Aa3/A+
50
19
-1
-10
-5
CHELS
6.250
18/12/12
100
Baa1/
85
55
-2
-16
-13
BACR
10.125
21/12/12
100
Aa2/
53
25
-2
-11
-6
ANGLIA
5.250
12/02/13
200
A1/A
57
25
-2
-17
-14
RBS
10.500
01/03/13
150
Aa2/
17
28
55
27
-3
-12
-8
RBS
10.500
01/03/13
150
Aa2/
17
28
55
27
-3
-12
-8
RBS
10.500
01/03/13
150
Aa2/
17
28
55
27
-3
-12
-8
HSBC
9.875
08/04/13
250
Aa3/A
17
29
52
24
-4
-16
-13
WSTP
5.875
29/04/13
200
A1/AA-
54
23
-3
-12
-8
ANZ
4.750
07/12/13
400
A1/A+
55
24
-2
-14
-13
HBOS
11.000
51
24
-3
-16
-13
90
61
-2
-7
Ticker
1-3y
18
17
29
28
3-5y
-4
5-7y
16
18
26
29
-3
-3
7-10y
17
16
18
29
26
17/01/14
250
Aa3/AA-
COOPWH 5.875
02/04/14
150
Baa1/
27
LLOYDS
5.875
20/06/14
150
Aa1/AA-
18
29
48
18
-2
-12
-9
LLOYDS
6.625
30/03/15
350
Aa1/AA-
18
29
48
19
-4
-15
-13
RBS
9.625
22/06/15
250
Aa2/AA-
17
28
49
22
-5
-17
-16
RBS
9.625
22/06/15
250
Aa2/AA-
17
28
49
22
-5
-17
-16
RBS
9.625
22/06/15
250
Aa2/AA-
17
28
49
22
-5
-17
-16
RBS
7.875
09/09/15
300
Aa2/
17
28
49
21
-3
-15
-14
RBS
7.875
09/09/15
300
Aa2/
17
28
49
21
-3
-15
-14
RBS
7.875
09/09/15
300
Aa2/
17
28
49
21
-3
-15
-14
PRUFIN
6.875
29/12/16
200
Baa1/
27
40
119
96
-22
-14
ABBEY
11.500
04/01/17
150
A1/A
18
29
58
39
-3
-18
-16
BRADBI
5.750
12/12/17
200
A2/
70
45
-4
-22
-20
ABBEY
10.125
04/01/18
150
A1/
58
39
-3
-17
-15
SOCGEN
5.400
30/01/18
600
Aa3/A+
50
23
-3
-14
-12
HBOS
10.500
16/02/18
150
Aa3/AA-
56
37
-4
-16
-12
ALLNCE
5.250
06/03/18
150
A1/
58
31
-1
-15
-13
10-15y
18
18
29
27
HSBC
5.000
20/03/18
350
Aa3/A+
53
26
-1
-14
-11
ANGLIA
8.625
29/03/18
125
A1/
17
29
64
44
-2
-18
-15
5.125
12/12/18
800
Aa1/A+
53
27
-14
-12
5.125
12/12/18
800
Aa1/A+
53
27
-14
-12
CBA
4.875
19/12/18
150
A1/A+
58
32
-1
-12
-9
IBSANP
5.625
18/03/19
165
A1/A
62
34
-2
-15
HBOS
6.375
16/08/19
250
Aa3/AA-
18
27
50
22
-5
-16
-18
CMZB
6.625
30/08/19
150
A3/BBB+
30
44
78
52
-5
-24
-25
BRITNA
5.750
02/12/19
200
A3/A-
67
39
-1
-13
LLOYDS
5.750
09/07/20
350
Aa1/AA-
18
29
51
24
-2
-16
CRDSUI
7.000
05/10/20
250
A1/A-
23
37
64
41
-3
-23
-23
HBOS
9.375
15/05/21
500
Aa3/AA-
18
27
51
30
-3
-18
-20
BACR
9.500
07/08/21
200
Aa2/
16
26
51
30
-3
-17
-18
RBS
6.500
07/09/21
300
Aa2/AA-
17
28
49
24
-5
-14
-14
RBS
6.500
07/09/21
300
Aa2/AA-
17
28
49
24
-5
-14
-14
RBS
6.500
07/09/21
300
Aa2/AA-
17
28
49
24
-5
-14
-14
NRBS
9.375
17/10/21
150
A2/A-
65
49
-2
-20
-21
BNP
5.750
24/01/22
350
Aa3/AA-
49
24
-1
-13
-14
LLOYDS
9.625
06/04/23
300
Aa1/AA-
52
35
-2
-17
-20
BRADBI
6.625
16/06/23
125
A2/
74
55
-3
-22
-23
HSBC
6.500
07/07/23
300
Aa3/A+
53
32
-2
-13
-14
5.875
01/07/24
400
Aa2/A+
57
30
-2
-16
HSBC
5.375
04/11/25
350
Aa3/A+
57
32
AIB
5.625
26/11/25
350
A1/A-
63
39
-2
-17
-17
AIB
5.625
26/11/25
350
A1/A-
63
39
-2
-17
-17
UBS
8.750
18/12/25
150
Aa3/
52
32
-2
-3
-6
BACR
5.750
14/09/26
600
Aa2/AA-
16
26
49
26
-1
-15
-17
HSBC
5.750
20/12/27
650
Aa3/A
17
29
60
33
-3
-18
-20
ABBEY
6.500
21/10/30
150
A1/A
18
29
63
43
-3
-22
-22
ALLNCE
5.875
14/08/31
150
A1/A
64
40
-4
-17
-18
BRITNA
5.875
28/03/33
150
A3/A-
71
49
-1
-19
-19
HSBC
5.375
22/08/33
500
Aa3/A+
17
29
61
38
-2
-18
-19
HSBC
6.250
30/01/41
225
Aa3/A+
17
29
56
39
-1
-7
-7
57
28
-3
-13
-10
15y+
18
17
17
29
29
29
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
RBS
7.875
07/12/06
200
Aa1/AA
11
18
34
-5
-3
BACR
4.875
07/12/06
250
Aa1/AA
10
16
20
-15
-2
RBS
7.875
07/12/06
200
Aa1/AA
11
18
34
-5
-3
RBS
7.875
07/12/06
200
Aa1/AA
11
18
34
-5
-3
HBOS
5.125
07/12/06
300
Aa2/AA
11
17
36
-2
NAB
5.500
07/12/06
150
Aa3/AA-
33
-2
-2
-3
RABOBK
4.500
07/12/06
500
Aaa/AAA
12
18
-17
-2
-4
HSBC
4.625
28/12/06
200
A1/A
11
18
35
-1
-2
ALLNCE
4.625
28/12/06
250
39
-2
-3
-2
WSTP
4.875
28/12/06
200
Aa3/AA-
30
-5
-1
-3
-2
BRADBI
5.000
03/12/07
250
48
14
ANGLIA
5.625
07/12/07
300
Aa3/A+
43
-2
-3
ANGIRI
5.000
12/12/07
200
A2/
45
11
ALLNCE
5.500
17/12/07
250
Aa3/A+
43
RBS
5.000
20/12/07
100
11
18
RBS
5.000
20/12/07
350
Aa1/AA
11
18
34
PRUFIN
5.125
21/12/07
275
18
26
65
32
HBOS
4.875
21/12/07
300
Aa2/AA
11
17
37
UBS
4.875
21/12/07
100
11
18
44
11
HBOS
6.375
03/04/08
450
Aa2/AA
11
17
35
FORTIS
5.500
17/11/08
200
A1/A+
25
33
49
15
AAB
4.875
07/12/08
200
Aa3/AA-
11
18
36
BRADBI
5.125
10/12/08
250
A1/
49
15
-1
-6
IRNWID
5.875
15/12/08
350
A3/
51
18
-2
-10
HBOS
4.500
17/12/08
300
Aa2/AA
11
17
34
-1
ANZ
4.875
22/12/08
200
Aa3/AA-
11
19
36
-4
NAB
4.250
30/12/08
400
Aa3/AA-
38
-2
ALLNCE
4.250
30/12/08
250
Aa3/A+
42
-2
-4
-3
HBOS
4.625
30/12/08
150
Aa2/AA
11
17
34
HBOS
5.076
03/03/09
250
11
17
41
RABOBK
6.375
20/03/09
150
Aaa/AAA
12
30
-4
RABOBK
4.750
30/09/09
550
Aaa/AAA
12
30
-3
EXPT
6.000
23/11/09
100
Aaa/AA+
10
13
32
-1
JPM
6.000
07/12/09
200
Aa3/A+
22
39
45
13
ABBEY
5.375
30/12/09
385
Aa3/A+
11
17
37
AAB
4.875
20/01/10
200
Aa3e/AA-
11
18
39
HSBC
6.125
22/01/10
500
A1/A
11
18
48
16
-1
-9
-4
HSBC
6.125
22/01/10
500
A1/A
11
18
48
16
-1
-9
-4
BAC
6.875
07/06/10
200
Aa2/AA-
16
29
38
-11
-4
DB
6.625
04/10/10
250
Aa3/AA-
15
24
39
-5
BAC
6.125
16/12/10
250
Aa2/AA-
16
29
39
HBOS
4.375
22/12/10
250
Aa2/AA
11
17
38
HBOS
4.375
22/12/10
100
11
17
BACA
5.625
12/07/11
150
Aa2/AA+
42
10
HSBC
7.000
27/03/12
500
A1/A
11
18
51
HSBC
7.000
27/03/12
500
A1/A
11
18
51
HSBC
7.000
05/10/15
125
A1/A
11
18
HSBC
7.000
05/10/15
125
A1/A
11
18
5.500
18/11/15
250
Aa1/AA-
15
HSBC
6.250
19/08/19
125
A1/A
HSBC
6.250
19/08/19
125
6.250
02/09/19
NRBS
6.375
BAC
Ticker
1-3y
4
2
-2
-2
-1
-1
-4
-1
3-5y
-3
-7
-3
2
-9
-1
1
-2
-10
3
2
-3
-5
5-7y
-9
-4
-1
-1
-8
-2
21
-2
-13
-5
21
-2
-13
-5
54
26
-2
-15
-12
54
26
-2
-15
-12
30
46
17
-2
-12
-10
11
18
57
29
-1
-15
-14
A1/A
11
18
57
29
-1
-15
-14
225
Aa1/AA-
15
30
48
20
-2
-11
-12
02/12/19
200
A1/A
56
29
-3
-16
-17
5.500
04/12/19
500
Aa2/AA-
16
29
47
19
-3
-12
5.150
21/05/26
600
Aa1/AA-
15
30
47
22
-2
-15
-16
AAB
6.375
07/12/28
125
Aa3/AA-
11
18
52
28
-1
-11
-11
BACR
0.000
15/03/30
135
10
16
94
30
-1
ABBEY
0.000
15/06/30
166
11
17
88
28
-2
-5
6.500
16/08/30
400
Aa1/AA-
15
30
49
27
-3
-19
-19
7-10y
10-15y
15y+
43
10
-1
-5
-3
Source: ABN AMRO, iBoxx, Moody's, S&P. Spreads based on iBoxx pricing.
Coupon
Maturity
Outstand'g Rating
8.250
15/07/08
120
HBOS
8.117
31/05/10
RBS
7.387
31/12/10
RBS
7.387
RBS
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
3-5y
BAVB
A3/BBB+
15
23
73
40
250
A1/A
11
17
60
200
A1/A+
11
18
59
31/12/10
200
A1/A+
11
18
7.387
31/12/10
200
A1/A+
11
18
ANGIRI
8.533
28/06/11
200
ANGIRI
8.533
28/06/11
200
LLOYDS
7.834
07/02/15
250
Aa2/A
11
CRDSUI
8.514
15/06/15
150
A2/BBB+
15
HSBC
8.208
30/06/15
500
A2/A-
11
NRBS
8.399
21/09/15
300
FSPAA
5.750
17/03/16
FSPAA
5.750
ALLNCE
5.827
STAN
-2
-43
-38
29
-9
-7
27
-10
-8
59
27
-10
-8
59
27
-10
-8
Baa1/
70
40
-2
-14
-9
Baa1/
70
40
-2
-14
-9
16
71
45
-4
-20
-18
23
82
59
-4
-34
-31
18
71
46
-5
-21
-19
A3/BBB+
74
50
-4
-33
-31
200
A2/BBB+
75
46
-2
-22
17/03/16
200
A2/BBB+
75
46
-2
-22
22/03/16
300
A2/A-
73
45
-1
-24
8.103
11/05/16
300
Baa1/BBB+
12
18
77
54
-3
-30
-25
HBOS
7.286
31/05/16
150
Aa3/A+
11
17
75
49
-2
-18
-17
ABBEY
6.984
09/02/18
175
A2/A-
11
17
71
48
-2
-29
-27
HBOS
6.461
30/11/18
600
/A
11
17
74
51
-2
-21
-19
NAB
5.620
17/12/18
400
A2/A-
77
52
-1
-22
-21
KBC
6.202
19/12/19
375
A2/A-
77
51
-2
-22
RABOBK
5.556
31/12/19
350
12
53
25
-1
HSBC
5.862
07/04/20
300
A1/A
11
18
74
47
-4
-20
HBOS
7.754
31/05/21
150
A1/A
11
17
79
60
-2
-21
-22
BKIR
6.250
07/03/23
350
A2/A-
17
20
75
54
-2
-27
-26
ABBEY
7.037
14/02/26
300
A2/A-
11
17
74
55
-2
-35
-34
HBOS
7.281
31/05/26
150
Aa3/A+
11
17
80
61
-2
-25
-25
ANGIRI
7.625
23/07/27
250
Baa1/
90
71
-3
-30
-33
NRBS
7.053
21/09/27
200
A2/BBB+
88
67
-5
-35
-34
HSBC
5.844
05/11/31
700
/A
11
18
81
58
-1
-21
-23
HBOS
7.881
09/12/31
245
A1/A
11
17
82
68
-2
-24
-27
BRADBI
6.462
02/06/32
150
A3/
115
96
-2
-29
-25
BACR
6.000
15/06/32
400
Aa3/A+
10
16
77
54
-1
-20
-21
HVB
7.760
13/10/34
100
24
37
172
171
-3
-4
-10
77
53
-2
-22
-17
5-7y
10-15y
15y+
5Yr CDS
10Yr CDS
Sprd
Bmk
EURIBOR
Sprd
EURIBOR Week Chg Qtr Chg YTD Chg
Coupon
Maturity
RBS
9.250
03/04/06
125
Aa2/AA-
17
28
51
11
-6
RBS
9.250
03/04/06
125
Aa2/AA-
17
28
51
11
-6
HBOS
8.375
30/10/06
150
Aa3/A+
18
27
48
-6
-2
HSBC
9.250
07/12/06
150
Aa3/A
17
29
49
10
-6
-3
SOCGEN
9.125
07/12/06
100
73
36
-4
-12
-2
SEB
9.040
11/12/06
100
92
56
-4
-3
-1
HSBC
8.625
07/12/07
150
Aa3/A
17
29
49
13
-3
BACR
9.875
12/05/08
300
Aa2/A+
16
26
47
12
-1
-6
SVSKHB
6.125
04/03/09
275
Aa2/A
48
15
-1
-13
-6
CRDSUI
8.250
10/07/09
150
A1/A-
23
37
66
35
-2
-18
-11
RBS
7.625
21/01/10
325
Aa2/A+
17
28
50
17
-3
-11
-9
RBS
7.625
21/01/10
325
Aa2/A+
17
28
50
17
-3
-11
-9
RBS
7.625
21/01/10
325
Aa2/A+
17
28
50
17
-3
-11
-9
LLOYDS
6.625
15/07/10
410
Aa1/A+
18
29
49
17
-11
-9
RBS
7.375
31/08/10
175
Aa2/A+
17
28
50
18
-3
-11
-9
RBS
7.375
31/08/10
175
Aa2/A+
17
28
50
18
-3
-11
-9
RBS
7.375
31/08/10
175
Aa2/A+
17
28
50
18
-3
-11
-9
ABBEY
7.500
28/09/10
325
A1/A-
18
29
55
23
-14
-10
SANTAN
7.250
07/12/11
200
A1/
20
31
56
26
-3
-17
-8
RBS
6.250
17/12/12
350
Aa2/A+
17
28
53
22
-1
-17
-13
RBS
6.250
17/12/12
350
Aa2/A+
17
28
53
22
-1
-17
-13
RBS
6.250
17/12/12
350
Aa2/A+
17
28
53
22
-1
-17
-13
HBOS
8.625
04/11/13
200
Aa3/
18
27
61
34
-3
-17
-12
PRUFIN
7.500
09/12/13
250
Baa1/
27
40
128
104
-6
-32
-29
BRADBI
5.625
20/12/13
250
A2/
75
44
-2
-23
-21
NBHSS
6.250
18/07/14
300
A1/A-
62
33
-2
-17
-15
RBS
6.000
08/09/14
500
Aa2/A+
17
28
58
29
-2
-16
HBOS
10.250
10/08/15
100
Aa3/
18
27
65
43
-4
-23
-20
CRDSUI
10.250
17/08/15
100
A1/A-
23
37
74
55
-5
-39
-34
ABBEY
7.500
28/09/15
425
A1/A-
18
29
64
37
-4
-24
-23
BACR
6.875
27/11/15
650
Aa2/A+
16
26
57
29
-3
-17
-15
RBS
5.125
14/03/16
500
Aa2/A+
17
28
62
33
-3
-15
-14
RBS
5.125
14/03/16
500
Aa2/A+
17
28
62
33
-3
-15
-14
HBOS
7.500
26/05/16
300
Aa3/A
18
27
63
38
-4
-20
-18
LLOYDS
5.125
09/12/16
500
Aa1/A+
18
29
63
35
-2
-13
-11
BACR
6.375
19/04/17
465
Aa2/A+
16
26
58
32
-2
-15
-14
CRDSUI
6.875
07/06/17
500
A1/BBB+
23
37
72
48
-2
-27
-24
ACAFP
5.000
20/06/18
1050
Aa3/A+
16
24
61
34
-1
-12
-10
RBS
9.500
12/08/18
200
Aa2/
17
28
65
48
-4
-19
-17
RBS
9.500
12/08/18
200
Aa2/
17
28
65
48
-4
-19
-17
RBS
9.500
12/08/18
200
Aa2/
17
28
65
48
-4
-19
-17
DANBNK
5.375
29/09/18
350
Aa2/A
18
23
59
34
-2
-6
-5
LLOYDS
6.500
15/07/19
270
Aa1/A+
18
29
65
39
-2
-17
-19
HBOS
5.625
15/11/19
500
Aa3/A
18
27
66
38
RBS
5.500
03/12/19
600
Aa2/A+
17
28
64
36
BRADBI
6.000
10/12/19
200
A2/
85
59
-3
-24
ABBEY
7.375
28/09/20
175
A1/A-
18
29
68
46
-3
-24
-25
BACR
7.125
24/10/20
525
Aa2/A+
16
26
61
37
-3
-16
-17
BACR
9.250
27/11/21
150
Aa2/
16
26
64
47
-3
-22
-23
STAN
7.750
31/01/22
200
A3/BBB+
19
31
77
58
-4
-23
-24
RBS
6.200
22/03/22
500
Aa2/A+
17
28
67
44
-1
-16
-17
RBS
6.200
22/03/22
500
Aa2/A+
17
28
67
44
-1
-16
-17
RBS
6.200
22/03/22
500
Aa2/A+
17
28
67
44
-1
-16
-17
HBOS
5.750
14/04/22
600
Aa3/A
18
27
68
44
-2
-19
-20
RBS
7.125
05/10/22
200
Aa2/A+
17
28
68
49
-1
-16
-16
RBS
7.125
05/10/22
200
Aa2/A+
17
28
68
49
-1
-16
-16
RBS
7.125
05/10/22
200
Aa2/A+
17
28
68
49
-1
-16
-16
HBOS
7.375
10/02/23
150
Aa3/AA-
18
27
67
49
-3
-20
-20
LLOYDS
8.000
29/09/23
200
Aa1/A+
18
29
67
52
-2
-19
-19
Ticker
1-3y
3-5y
5-7y
7-10y
10-15y
15y+
NRBS
6.750
17/06/24
200
A2/BBB+
78
55
-3
-22
-24
HBOS
5.750
28/11/25
500
Aa3/A
18
27
69
45
-2
-17
-20
RBS
5.625
16/09/26
900
Aa2/A+
17
28
69
46
-1
-17
-19
RBS
5.625
16/09/26
900
Aa2/A+
17
28
69
46
-1
-17
-19
RBS
5.625
16/09/26
900
Aa2/A+
17
28
69
46
-1
-17
-19
BACR
6.125
19/04/27
550
Aa2/A+
16
26
65
38
-3
-17
-19
LLOYDS
6.500
15/07/29
450
Aa1/A+
18
29
70
48
-1
-18
-20
ABBEY
7.125
30/09/30
275
A1/A-
18
29
74
57
-2
-28
-28
LLOYDS
6.000
07/06/32
500
Aa1/A+
18
29
72
50
-1
-18
-20
RBS
5.625
07/06/32
500
Aa2/A+
17
28
72
48
-1
-18
-20
RBS
5.625
07/06/32
500
Aa2/A+
17
28
72
48
-1
-18
-20
RBS
5.625
07/06/32
500
Aa2/A+
17
28
72
48
-1
-18
-20
64
37
-2
-16
-14
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