Five-Year Credit-Default Swap Levels April 6, 2005

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Five-Year Credit-Default Swap Levels April 6, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  21 27 -1
AOL Time Warner  36 52 -2
Bear Stearns  27 33 -3
Citigroup  15 21 -1
Disney  30 40 11
General Electric Cap Corp.  19 25 -2
GMAC 457 473 25
Goldman Sachs  25 31 -3
Hewlett Packard 31 39 7
Lehman Brothers 26 34 -3
Europe
Name Bid Offer Bid Change (Weekly)
Aventis  22.05 22.05 3.15
Carrefour  25.3 25.3 -0.01
DaimlerChrysler 85.05 85.05 11.55
Deutsche Telekom 32.96 32.96 -1.03
Dixons 83.02 83.02 2.07
Endesa 37.94 37.94 4.21
France Telecom  33.99 33.99 -2.06
Halifax 11.55 11.55 -0.53
Iberdrola 27.41 27.41 3.15
Asia 
Name Bid Offer Bid Change (Weekly)
Amcor 40 40 -4
China 22 32 -2
Fujitsu 36.5 41.5 -1
Hutchison Whampoa 37 45 -5.5
Korea 31 41 -2
Malaysia  23.5 38.5 -3
Mizuho Bank  28 28 -3
NEC 34 42 5
Qantas Airways 39 39 -3
North America 6-Apr-05 31-Mar-05 Spd change week
CDX.NA 49 48 1
CDX.NA.HY 342.07 365.03 -22.96
CDX.EM 0 225 -225
Europe 6-Apr-05 31-Mar-05 Spd change week
iTraxx Main 39 40 -1
iTraxx Non Financial 44 44 0
iTraxx High Vol 70 69.5 0.5
Asia 6-Apr-05 31-Mar-05 Spd change week
iTraxx Japan 23.75 26 2.25
iTraxx Asia 49 54 2
iTraxx Australia 28 28 -1


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