Five-Year Credit-Default Swap Levels (October 27, 2004)

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Five-Year Credit-Default Swap Levels (October 27, 2004)

Name Bid Offer Bid Change (Weekly)
U.S.      
American Express  17 23 -4
AOL Time Warner  43 59 -7
Bear Stearns  27 33 -4
Citigroup  16 22 -3
Disney  29 39 -3
Federated Dept. Stores 37 53 0
Ford  213 227 -21
GMAC 187 203 -20
Goldman Sachs  27 33 -4
Hertz 150 170 -15
Hewlett Packard 22 30 -4
IBM 16 22 0
Lehman Brothers 26 34 -4
Morgan Stanley  27 33 -3
Name Bid Offer Bid Change (Weekly)
Europe      
ABN AMRO 9.45 9.45 0
Akzo Nobel 21 31 0
Aventis  18 26 0
BAE Systems  32.25 62.25 -3.15
Carrefour  20.32 30.32 -2.12
Credit Lyonnais 12.26 15.26 0
DaimlerChrysler 67.45 77.45 -3.15
Deutsche Telekom 39.73 44.73 -4.12
Dixons 54.15 64.15 -8.3
Endesa 24.52 34.52 -2.1
France Telecom  49 54 -4.12
Halifax 6.6 16.6 0
Iberdrola 20.31 30.31 0
Vodafone  28.99 38.99 -2.06
Name Bid Offer Bid Change (Weekly)
Asia       
Amcor 39 39 0
Australia  3 3 0
BHP Billiton  21 21 1
China 23 33 -2
Fujitsu 39 49 2
Hutchison Whampoa 74.5 82.5 -5.5
Japan  3.5 6.5 0
Korea 27.5 37.5 -3.5
Malaysia  26 41 -0.5
Mizuho Bank  27.5 27.5 0.5
NEC 30 38 1
Philippines 495 525 20
Qantas Airways 52 52 -2
Sony  19.5 25.5 1


North America 28-Oct-04 22-Oct-04 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 336.05 365.93 -29.87
CDX.EM 245.82 253.34 -7.52
Europe 28-Oct-04 22-Oct-04 Spd change week
iTraxx Main 37.75 40.25 -2.5
iTraxx Non Financial 42.5 45 -2.5
iTraxx High Vol 65.5 67.75 -2.25
Asia 28-Oct-04 22-Oct-04 Spd change week
iTraxx Japan 25 22 3
iTraxx Asia 57 58.5 -1.5
iTraxx Australia 30 27.5 2.5


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