Five-Year Credit-Default Swap Levels (December 1, 2004)

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Five-Year Credit-Default Swap Levels (December 1, 2004)

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  16 22 0
AOL Time Warner  29 45 -4
Citigroup  14 20 0
Disney  20 30 -2
Ford  198 212 -4
Goldman Sachs  25 31 0
Hewlett Packard 18 26 -2
IBM 10 16 -3
Philip Morris 123 135 -6
Wal-Mart 4.2 11.7 -7.1
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 9.45 9.45 0
Akzo Nobel 19 29 -1
BAE Systems  28.05 58.05 -2.1
Carrefour  18.21 28.21 0
DaimlerChrysler 64.3 74.3 0
Deutsche Telekom 34.58 39.58 -1.03
Dixons 60.37 70.37 7.27
France Telecom  40.76 45.76 -3.09
Halifax 5.55 15.55 0
Marks & Spencer  127 137 0
Asia       
Name Bid Offer Bid Change (Weekly)
BHP Billiton  19 19 0
China 18 28 2
Fujitsu 36 46 0
Japan  3.5 6.5 0
Korea 25.5 35.5 4.5
Malaysia  19 34 3.5
Mizuho Bank  23 23 0
NEC 28 36 0
Philippines 495 525 10
Sony  17 23 0
North America 1-Dec-04 25-Nov-04 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 315.66 312.99 2.67
CDX.EM 208.93 201.65 7.28
Europe 1-Dec-04 25-Nov-04 Spd change week
iTraxx Main 36 35.75 0.25
iTraxx Non Financial 40 40 0
iTraxx High Vol 60.25 60.5 -0.25
Asia 1-Dec-04 25-Nov-04 Spd change week
iTraxx Japan 21 21.5 -0.5
iTraxx Asia 49 49 0
iTraxx Australia 27 26 1


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