Académique Documents
Professionnel Documents
Culture Documents
13.02.2012
Reference Bond Issuer 3 Years CDS-Range <50 (low spreads) Issuer Reference Bond ABB International Finance Ltd. Total SA Credit Suisse USA Toyota Motor Corporation Roche Holdings Inc. Procter & Gamble Co. Johnson&Johnson Coca Cola Enterprises Inc. Nestl SA IBM Corporation Bloomberg Ticker ABB CDS EUR SR 3Y TOTAL CDS EUR SR 3Y CSSE CDS USD SR 3Y TOYOTAM CDS JPY SR 3Y ROSW INC CDS EUR SR 3Y PROCTER CDS USD SR 3Y JNJ CDS USD SR 3Y KO CDS USD SR 3Y NESNVX CDS EUR SR 3Y IBM CDS USD SR 3Y CDS-Range 50100 (middle spreads) Issuer Reference Bond Credit Suisse Group Ltd. Daimler AG Adecco SA People's Republic of China Allianz SE Swisscom Ltd. BMW AG Bloomberg Ticker CRDSUI CDS EUR SR 3Y DCX CDS EUR SR 3Y ADENVX CDS EUR SR 3Y CHINAGOV CDS USD SR 3Y ALZ CDS EUR SR 3Y SCMNVX CDS EUR SR 3Y BMWGR CDS EUR SR 3Y CDS-Range >100 (high spreads) Issuer Reference Bond Republic of Italy ArcelorMittal Kingdom of Spain Gazprom OAO Bank of Amerika Corporation State Bank of India Glencore International AG BNP Paribas Holcim SA UBS AG General Electric Capital Corporation Deutsche Bank AG Hyundai Motor Company Bloomberg Ticker ITALY CDS USD SR 3Y MT CDS EUR SR 3Y SPAIN CDS USD SR 3Y GAZPRU CDS USD SR 3Y BOFA CDS USD SR 3Y SBI CDS USD SR 3Y GLENCO CDS EUR SR 3Y BNP CDS EUR SR 3Y HOLNVX CDS EUR SR 3Y UBS CDS EUR SR 3Y GECC CDS USD SR 3Y DB CDS EUR SR 3Y HYNMTR CDS USD SR 3Y
Reference Bond Issuer 5 Years CDS-Range <50 (low spreads) Issuer Reference Bond Roche Holdings Inc. Procter & Gamble Co. Coca Cola Enterprises Inc. Johnson&Johnson Nestl SA IBM Corporation Bloomberg Ticker ROSW INC CDS EUR SR 5Y PROCTER CDS USD SR 5Y KO CDS USD SR 5Y JNJ CDS USD SR 5Y NESNVX CDS EUR SR 5Y IBM CDS USD SR 5Y CDS-Range 50100 (middle spreads) Issuer Reference Bond BMW AG Swisscom Ltd. Toyota Motor Corporation Total SA ABB International Finance Ltd. Credit Suisse USA Bloomberg Ticker BMWGR CDS EUR SR 5Y SCMNVX CDS EUR SR 5Y TOYOTAM CDS JPY SR 5Y TOTAL CDS EUR SR 5Y ABB CDS EUR SR 5Y CSSE CDS USD SR 5Y CDS-Range >100 (high spreads) Issuer Reference Bond ArcelorMittal Republic of Italy Kingdom of Spain Gazprom OAO State Bank of India Bank of Amerika Corporation Glencore International AG Holcim SA BNP Paribas UBS AG Deutsche Bank AG General Electric Capital Corporation Hyundai Motor Company Credit Suisse Group Ltd. Adecco SA People's Republic of China Daimler AG Givaudan SA: no CDS for this Reference Bond Issuer Allianz SE Bloomberg Ticker MT CDS EUR SR 5Y ITALY CDS USD SR 5Y SPAIN CDS USD SR 5Y GAZPRU CDS USD SR 5Y SBI CDS USD SR 5Y BOFA CDS USD SR 5Y GLENCO CDS EUR SR 5Y HOLNVX CDS EUR SR 5Y BNP CDS EUR SR 5Y UBS CDS EUR SR 5Y DB CDS EUR SR 5Y GECC CDS USD SR 5Y HYNMTR CDS USD SR 5Y CRDSUI CDS EUR SR 5Y ADENVX CDS EUR SR 5Y CHINAGOV CDS USD SR 5Y DCX CDS EUR SR 5Y ALZ CDS EUR SR 5Y