Five-Year Credit-Default Swap Levels

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Five-Year Credit-Default Swap Levels

Name Bid Offer Bid Change (Weekly) Name Bid Offer Bid Change (Weekly)
U.S.       Asia       
American Express  20 26 -4 Amcor 38 38 -3
Bear Stearns  28 34 -2 China 22 32 -4
Citigroup  16 22 -4 Fujitsu 41.5 51.5 -3.5
Disney  42 52 -3 Japan  6 9 0
Ford  185 199 -12 Korea 30.5 40.5 -4.5
Ford credit 155 171 -12 Malaysia  27.5 42.5 -2
GMAC 160 176 -10 Mizuho Bank  29 29 -3
Goldman Sachs  28 34 -2.5 NEC 30 38 -2
Hertz 131 151 -14 Philippines 437 467 15
Hewlett Packard 25 33 -1 Sony  20 26 -1
IBM 20 26 -1
Name Bid Offer Bid Change (Weekly)
Europe       North America 8-Sep-04 2-Sep-04 Spd change week
ABN AMRO 7.95 10.95 -2.1 CDX.NA 60.5 63 -2.5
Akzo Nobel 21 31 -4 CDX.NA.HY 358.69 385.42 -26.73
Aventis  18 26 -2.2 CDX.EM 260 272 -12
BAE Systems  29.1 59.1 -5.25 Europe 8-Sep-04 2-Sep-04 Spd change week
Dixons 48.96 58.96 -4.16 iTraxx Main 33.5 35.75 -2.25
Endesa 20.32 30.32 -4.22 iTraxx Non Financial 36.5 40 -3.5
France Telecom  40.76 45.76 -10.3 iTraxx High Vol 54.75 58 -3.25
Halifax 6.6 16.6 -1.58 Asia 8-Sep-04 2-Sep-04 Spd change week
Iberdrola 18.21 28.21 -3.17 iTraxx Japan 23.5 24.75 -1.25
Marks & Spencer  88.68 98.68 -8.14 iTraxx Asia 56 59 -3
Vodafone  22.81 32.81 -4.12 iTraxx Australia 25 27.5 -2.5


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