Citigroup Inc and Merrill Lynch & Co Inc, both seeking new chief executives after taking billions of dollars in write-downs, are considering the same five candidates for their top jobs, CNBC television reported on Wednesday.

The candidates include Morgan Stanley Chief Executive John Mack; NYSE Euronext CEO John Thain; BlackRock Inc CEO Larry Fink; AIG Chairman Robert Willumstad and Deutsche Bank Chairman Josef Ackermann, CNBC said in a report citing unnamed sources.

But Mack says he has no interest in leaving Morgan Stanley, where took over as CEO in 2005 and has been leading the bank's revival, according to a person who spoke with Mack on Wednesday.

Morgan Stanley declined to comment on the rumors. (Reporting by Joe Giannone and Christian Plumb, editing by Maureen Bavdek)