Five-Year Credit-Default Swap Levels - September 1, 2004

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Five-Year Credit-Default Swap Levels - September 1, 2004

Name Bid Offer Bid Change (Weekly)
U.S.      
American Express  24 30 -1
Bear Stearns  30 36 -7
Disney  45 55 -3
Ford  197 211 5
GMAC 170 186 2
Goldman Sachs  30.5 36.5 -2.5
Hertz 145 165 3
Hewlett Packard 26 34 -1
IBM 21 27 0
Lehman Brothers 29 37 -3
Name Bid Offer Bid Change (Weekly)
Europe      
Akzo Nobel 25 35 0
BAE Systems  34.35 64.35 -2.1
Carrefour  19.28 29.28 -1.06
Deutsche Telekom 41.79 46.79 -2.06
Endesa 24.54 34.54 -3.17
France Telecom  51.06 56.06 -1.03
Iberdrola 21.38 31.38 -1.05
Marks & Spencer  96.82 106.82 -3.05
Siemens 16 26 0
Vodafone  26.93 36.93 -2.06
Name Bid Offer Bid Change (Weekly)
Asia       
China 26 36 1
Fujitsu 45 55 -2
Korea 35 45 0
Malaysia  29.5 44.5 1
Mizuho Bank  32 32 0
NEC 32 40 -1
Philippines 422 452 -2
Telstra 26 26 0
Toshiba 26 32 -2
Europe 1-Sep-04 26-Aug-04 Spd change week
iTraxx Main 36.75 37.5 -0.75
iTraxx Non Financial 41 42 -1
iTraxx High Vol 60.75 63 -2.25
North America 1-Sep-04 26-Aug-04 Spd change week
CDX.NA 63 64 -1
CDX.NA.HY 385.42 366.11 19.32
CDX.EM 272 281.36 -9.36
Asia 1-Sep-04 26-Aug-04 Spd change week
iTraxx Japan 24.75 25.75 -1
iTraxx Asia 59 63 -4
iTraxx Australia 27.5 28.5 -1
This data is updated every Wednesday
Source: JPMorgan


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