Five-Year Credit-Default Swap Levels September 7, 2005

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Five-Year Credit-Default Swap Levels September 7, 2005

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  25 25 0
AOL Time Warner  55 55 4
Bear Stearns  31 31 1
Citigroup  18 18 0
Federated Dept. Stores 36 36 0
Ford credit 435 435 10
General Electric Cap Corp.  22 22 -1
GMAC 480 480 40
Goldman Sachs  29 29 1
Hertz 370 370 5
IBM 22 22 0
Lehman Brothers 31 31 1
Morgan Stanley  28 28 -1
Philip Morris 109 109 2
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10 10 0
Aventis  32 32 0
BAE Systems  42 42 -1
Carrefour  20 20 2
DaimlerChrysler 78 78 3
Deutsche Telekom 39 39 -1
Dixons 74 74 4
Endesa 26 26 0
France Telecom  41 41 -1
Halifax 11 11 0
Iberdrola 21 21 0
Marks & Spencer  107 117 -3
Siemens 22 22 0
Vodafone  28 28 0
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 51 51 2
Australia  2 2 0
BHP Billiton  27 27 1
Hutchison Whampoa 42 50 -2
Korea 38 38 -1
Malaysia  29 29 -1
Mizuho Bank  24 24 1
NEC 29 29 -1
Philippines 390 390 -15
Qantas Airways 47 47 3
Telstra 34 34 4
Thailand  41 41 -1
Toshiba 22 22 1
North America 6-Sep-05 1-Sep-05 Spd change week
CDX.NA 51 50.5 0.5
CDX.NA.HY 300.18 303.69 -3.51
CDX.EM 176 176 0
Europe 6-Sep-05 1-Sep-05 Spd change week
iTraxx Main 36.25 37.25 -1
iTraxx Non Financial 41.18 42.24 -1.06
iTraxx High Vol 68 70.25 -2.25
Asia 6-Sep-05 1-Sep-05 Spd change week
iTraxx Japan 21.36 20.94 0.42
iTraxx Asia 47 47.95 -0.95
iTraxx Australia 30.68 29.8 0.88


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