Five-Year Credit-Default Swap Levels October 5, 2005

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Five-Year Credit-Default Swap Levels October 5, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  24 24 0
AOL Time Warner  56 56 1
Bear Stearns  28 28 0
Disney  40 40 6
Federated Dept. Stores 48 48 8
Ford  577 577 2
GMAC 498 498 -20
Goldman Sachs  27 27 0
Hewlett Packard 28 28 0
IBM 22 22 0
Lehman Brothers 28 28 0
Philip Morris 97 97 -1
Europe
Name Bid Offer Bid Change (Weekly)
ABN AMRO 9 9 0
Akzo Nobel 23 23 0
Aventis  32 32 0
BAE Systems  37 37 -1
Carrefour  22 22 2
DaimlerChrysler 70 70 -2
Deutsche Telekom 38 38 0
Halifax 11 11 0
Iberdrola 22 22 0
Marks & Spencer  90 100 0
Siemens 21 21 0
Vodafone  26 26 0
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 53 53 0
Australia  2 2 0
BHP Billiton  26 26 0
China 23 23 -1
Fujitsu 28 28 -2
Japan  5 5 0
Malaysia  26 26 -1
Mizuho Bank  19 19 -3
Qantas Airways 47 47 0
Telstra 34 34 0
Thailand  36 36 0
Toshiba 20 20 0
North America 6-Oct-09 30-Sep-09 Spd change week
CDX.NA 45.5 45 0.5
CDX.NA.HY 293.09 298.7 -5.61
CDX.EM 155 155 0
Europe 6-Oct-09 30-Sep-09 Spd change week
iTraxx Main 36.75 36.5 0.25
iTraxx Non Financial 41.54 41.21 0.32
iTraxx High Vol 73.5 73.25 0.25
Asia 6-Oct-09 30-Sep-09 Spd change week
iTraxx Japan 20.45 21.3 -0.85
iTraxx Asia 47.5 48.1 -0.6
iTraxx Australia 31.42 31.5 -0.08

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