Kopie von CDS 09Juni2006 - Volksbank AG

gcK6NVYqUc

Kopie von CDS 09Juni2006 - Volksbank AG

CDS-Prämien *) Financials

[indikativ]

Aktuelle Durchschnitt der Durchschnitt der Durchschnitt der

CDS-Prämie letzten 30 Tage letzten 60 Tage letzten 200 Tage 52 Wochen TIEF 52 Wochen HOCH

Referenzname Rating

Finanz-Sektor (MITTE) CDS-Prämie CDS-Prämie CDS-Prämie CDS-Prämie CDS-Prämie

[Moody's] [S&P] [%, pa] [%, pa] [%, pa] [%, pa] [%, pa] [%, pa]

ABN Amro Bank NV Money Center Banks 0.07% 0.06% 0.07% 0.08% 0.06% 0.13%

AXA SA Multi-line Insurance 0.18% 0.16% 0.17% 0.21% 0.14% 0.36%

Aegon NV Multi-line Insurance 0.18% 0.16% 0.17% 0.21% 0.14% 0.34%

Allianz AG Multi-line Insurance 0.14% 0.13% 0.14% 0.16% 0.12% 0.27%

Allied Irish Banks Plc Commer Banks Non-US 0.10% 0.10% 0.10% 0.10% 0.09% 0.14%

Assicurazioni Generali SpA Multi-line Insurance 0.14% 0.13% 0.14% 0.16% 0.12% 0.22%

BNP Paribas Commer Banks Non-US 0.07% 0.07% 0.07% 0.08% 0.07% 0.13%

Banca Intesa SpA Commer Banks Non-US 0.13% 0.13% 0.13% 0.13% 0.11% 0.21%

Banca Monte dei Paschi di Si Commer Banks Non-US 0.13% 0.13% 0.13% 0.15% 0.12% 0.26%

Banca Nazionale del Lavoro S Commer Banks Non-US 0.11% 0.10% 0.11% 0.22% 0.07% 0.41%

Banca Popolare Italiana Commer Banks Non-US 0.35% 0.35% 0.37% 0.28% 1.36%

Banca Popolare di Milano SCR Commer Banks Non-US 0.17% 0.18% 0.18% 0.20% 0.15% 0.28%

Banco Bilbao Vizcaya Argenta Commer Banks Non-US 0.10% 0.10% 0.10% 0.09% 0.08% 0.13%

Banco Comercial Portugues SA Commer Banks Non-US 0.12% 0.11% 0.11% 0.13% 0.11% 0.18%

Banco Espirito Santo SA Commer Banks Non-US 0.11% 0.11% 0.12% 0.14% 0.11% 0.21%

Sabadell International Finan Commer Banks Non-US 0.11% 0.11% 0.11% 0.12% 0.09% 0.19%

Banco Santander Central Hisp Commer Banks Non-US 0.11% 0.11% 0.11% 0.10% 0.09% 0.14%

Bank of Ireland Commer Banks Non-US 0.09% 0.09% 0.09% 0.09% 0.09% 0.12%

Bankinter SA Commer Banks Non-US 0.12% 0.12% 0.12% 0.12% 0.09% 0.15%

Barclays Bank PLC Commer Banks Non-US 0.09% 0.09% 0.09% 0.09% 0.07% 0.13%

Bayerische Hypo-und Vereinsb Commer Banks Non-US 0.12% 0.11% 0.11% 0.14% 0.10% 0.26%

Capitalia SpA Commer Banks Non-US 0.14% 0.14% 0.14% 0.17% 0.14% 0.34%

Commerzbank AG Commer Banks Non-US 0.12% 0.12% 0.13% 0.15% 0.09% 0.26%

Credit Agricole SA Commer Banks Non-US 0.08% 0.08% 0.08% 0.08% 0.07% 0.13%

Credit Suisse Group Finance-Invest Bnkr/Brkr 0.13% 0.13% 0.14% 0.16% 0.13% 0.25%

Den Norske Bank ASA Commer Banks Non-US 0.10% 0.10% 0.10% 0.10% 0.09% 0.14%

Danske Bank A/S Commer Banks Non-US 0.07% 0.07% 0.07% 0.08% 0.06% 0.15%

Deutsche Bank AG Commer Banks Non-US 0.12% 0.12% 0.12% 0.14% 0.11% 0.21%

Dexia Commer Banks Non-US 0.10% 0.10% 0.10% 0.10% 0.07% 0.15%

Dresdner Bank AG Money Center Banks 0.10% 0.10% 0.10% 0.13% 0.09% 0.22%

Fortis Bank SA/NV Commer Banks Non-US 0.16% 0.14% 0.15% 0.17% 0.10% 0.24%

Halifax PLC Building Societies 0.07% 0.07% 0.07% 0.09% 0.05% 0.15%

HSBC Bank PLC Commer Banks Non-US 0.07% 0.04% 0.04% 0.06% 0.04% 0.12%

Hannover Rueckversicherung A Reinsurance 0.18% 0.17% 0.17% 0.23% 0.16% 0.27%

09.06.2006 1


ING Bank NV Commer Banks Non-US 0.07% 0.07% 0.08% 0.08% 0.07% 0.12%

Legal & General Group PLC Life/Health Insurance 0.14% 0.13% 0.14% 0.16% 0.13% 0.25%

Lloyds TSB Bank PLC Money Center Banks 0.07% 0.07% 0.07% 0.08% 0.06% 0.13%

Mediobanca SpA Finance-Invest Bnkr/Brkr 0.13% 0.13% 0.13% 0.14% 0.13% 0.20%

Muenchener Rueckversicherung Reinsurance 0.16% 0.14% 0.15% 0.19% 0.13% 0.29%

Old Mutual PLC Life/Health Insurance 0.23% 0.22% 0.23% 0.32% 0.22% 0.56%

Prudential PLC Life/Health Insurance 0.14% 0.13% 0.14% 0.17% 0.13% 0.26%

Rabobank Nederland Special Purpose Banks 0.06% 0.06% 0.06% 0.07% 0.06% 0.09%

Royal Bank of Scotland Group Commer Banks Non-US 0.08% 0.08% 0.08% 0.09% 0.07% 0.14%

SNS Bank NV Commer Banks Non-US 0.10% 0.08% 0.08% 0.10% 0.08% 0.20%

Sanpaolo IMI SpA Commer Banks Non-US 0.13% 0.13% 0.13% 0.13% 0.11% 0.22%

Societe Generale Commer Banks Non-US 0.07% 0.07% 0.08% 0.09% 0.07% 0.14%

Standard Chartered PLC Commer Banks Non-US 0.10% 0.10% 0.10% 0.11% 0.09% 0.23%

Standard Life Funding BV Mutual Insurance 0.23% 0.23% 0.24% 0.25% 0.19% 0.45%

Swiss Reinsurance Reinsurance 0.20% 0.18% 0.18% 0.21% 0.14% 0.27%

UBS AG Finance-Invest Bnkr/Brkr 0.06% 0.06% 0.06% 0.07% 0.06% 0.11%

UniCredito Italiano SpA Commer Banks Non-US 0.15% 0.14% 0.13% 0.13% 0.11% 0.22%

Zurich Insurance Co Multi-line Insurance 0.21% 0.18% 0.18% 0.25% 0.16% 0.45%

Hinweis:

Die hier angeführten CDS-Prämien sind indikative Mitte-Preise.

*) CDS-Prämien

Alle dokumentierten Fixzsätze (CDS-Prämien) beziehen sich jeweils auf einen Single-Name Credit Default Swap mit einer Laufzeit

von 5 Jahren.

Datenquelle: Bloomberg

09.06.2006 2

More magazines by this user
Similar magazines