Five-Year Credit-Default Swap Levels July 16, 2003

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Five-Year Credit-Default Swap Levels July 16, 2003

Name Mid Mid Change (Weekly)
U.S.
American Express 23 0
AOL Time Warner 92 -3
Citigroup 38 13
Disney 64 -2
Federated Dept. Stores 45 -3
Ford 350 -5
Ford credit 300 0
General Electric Cap Corp. 40 0
GMAC 375 95
Goldman Sachs 35 -4
Hertz 300 0
Hewlett Packard 28 0
IBM 35 0
Lehman Brothers 38 -2
Merrill Lynch 40 0
Morgan Stanley 40 0
Philip Morris 340 118
Wal-Mart 13 0
Name Mid Mid Change (Weekly)
Europe
ABN AMRO 16.8 -2.2
Aventis 16.8 0
BAE Systems 73.6 -4.2
BASF 16 0
Credit Lyonnais 19 0
CSFB 36.8 -3.2
Deutsche Telekom 89.4 -9.4
Dixons 57.9 -3.1
Endesa 44.2 -1
France Telecom 88.3 -6.3
Halifax 17 0
Iberdrola 32.7 -2
Marks & Spencer 34.1 2.6
Siemens 39.9 0
UBS 14 0
Vodafone 34.8 -2
Name Mid Mid Change (Weekly)
Asia
Amcor 56 0
BHP Billiton 30 -2
Fujitsu 130 0
Hutchison Whampoa 140 -10
Japan 18.5 -1
Korea 95 5
Malaysia 90 0
Mizuho Bank 135 0
NEC 77 0
Qantas Airways 88 -7
Sony 30 0
Unfunded Mid Change
Trac-X Main 48.5 0.5
Trac-X Corp 58 0
Trac-X TMT 59 -3
Trac-X Consumer 60 0
Trac-X Industrial 55 0
Trac-X Senior Financials 20 -1.5
Trac-X Subordinated Financials 41 -3.5

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