Five-Year Credit-Default Swap Levels June 2, 2004

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Five-Year Credit-Default Swap Levels June 2, 2004

Name Bid Offer Bid Change (Weekly)
U.S.
AOL Time Warner  72 88 1
Bear Stearns  41 47 0
Citigroup  25 31 1
Disney  46 56 2
Federated Dept. Stores 49 65 6
Ford  198 212 4
Ford credit 172 188 6
General Electric Cap Corp.  28 34 -1
GMAC 167 183 4
Hertz 157 177 4
Hewlett Packard 22 30 -5
IBM 24 30 1
Philip Morris 211 223 -8
Name Bid Offer Bid Change (Weekly)
Europe
Akzo Nobel 35 45 4
Aventis  26.8 34.8 2.2
BAE Systems  56.4 86.4 6.3
Carrefour  24.59 34.59 1.06
DaimlerChrysler 95.8 105.8 0
Deutsche Telekom 61.75 66.75 1.05
Dixons 82.62 92.62 28.5
Endesa 39.34 49.34 1.06
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 58 58 0
BHP Billiton  29 29 -1
China 35 45 -1
Fujitsu 60 70 -2
Hutchison Whampoa 106.5 121.5 -1
Japan  6.5 9.5 0
Korea 56 66 -2.5
Malaysia  43.5 58.5 -3


 

North America 2-Jun-04 27-May-04 Spd change week
TRAC-X NA 69 69 0
TRAC-X NA High Yield 352.8 352.8 0
TRAC-X Emerging Markets 348 352 -4
Europe 2-Jun-04 27-May-04 Spd change week
TRAC-X Europe Main 52.5 51 1.5
TRAC-X Europe Sub Fin 36 36.5 -0.5
TRAC-X Europe High Yield 335 320 15
Asia 2-Jun-04 27-May-04 Spd change week
TRAC-X Japan 26 27 -1
TRAC-X Asia 75 74 1
TRAC-X Australia 34 33 1


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