Five-Year Credit-Default Swap Levels March 30, 2005

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Five-Year Credit-Default Swap Levels March 30, 2005

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  22 28 0
AOL Time Warner  38 54 4
Bear Stearns  30 36 3
Citigroup  16 22 0
Ford  343 357 0
Ford credit 277 293 10
General Electric Cap Corp.  21 27 0
Goldman Sachs  28 34 1
Hertz 240 260 10
Hewlett Packard 24 32 0
Europe      
Name Bid Offer Bid Change (Weekly)
Aventis  18.9 18.9 1.05
BAE Systems  43.05 43.05 -3.15
Carrefour  25.31 25.31 2.11
DaimlerChrysler 73.5 73.5 4.2
Deutsche Telekom 33.99 33.99 1.03
Dixons 80.95 80.95 3.11
Endesa 33.73 33.73 -1.05
France Telecom  36.05 36.05 3.09
Halifax 12.08 12.08 -0.04
Iberdrola 24.26 24.26 -1.05
Asia       
Name Bid Offer Bid Change (Weekly)
BHP Billiton  23 23 -1
China 24 34 -1
Fujitsu 37.5 42.5 2
Hutchison Whampoa 42.5 50.5 1.5
Malaysia  26.5 41.5 2
Mizuho Bank  31 31 5
NEC 29 37 2
Philippines 395 425 7
Qantas Airways 42 42 -2
Sony  21 27 3
North America 30-Mar-05 24-Mar-05 Spd change week
CDX.NA 48.5 47 1.5
CDX.NA.HY 365.03 361.78 3.25
CDX.EM 241.11 237.39 3.72
Europe 30-Mar-05 24-Mar-05 Spd change week
iTraxx Main 38.75 36.25 2.5
iTraxx Non Financial 44 40.5 3.5
iTraxx High Vol 66.5 62.5 4
Asia 30-Mar-05 24-Mar-05 Spd change week
iTraxx Japan 26 23.75 3.25
iTraxx Asia 54 52 5.5
iTraxx Australia 28 29 1.5


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