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Derivatives

Five-Year Credit-Default Swap Levels February 8, 2006

Region   Current Mid Change on Week Change on Fortnight
North America American Express  21 0 0
AOL Time Warner  64 4 4
Bear Stearns  24 0 -1
Citigroup  14 0 0
Disney  29 -1 -5
Federated Dept. Stores 38 0 0
Ford  870 100 -25
Ford credit 485 55 -20
General Electric Cap Corp.  18 0 -1
GMAC 415 105 15
Goldman Sachs  22 0 -1
Hertz 255 8 -19
Hewlett Packard 21 0 0
IBM 18 0 0
Lehman Brothers 24 0 -1
Morgan Stanley  22 0 -1
Philip Morris 60 -3 -3
Wal-Mart 10 0 0
Europe  DaimlerChrysler 64 3 0
Volkswagen 37 0 -4
J Sainsbury 49 1 -3
Marks & Spencer 49 9 7
France Telecom 51 6 5
Deutsche Telekom 50 6 4
Telecom Italia 56 3 1
Vivendi Universal 42 3 -1
British American Tobacco 38 7 7
Asia Amcor 47 1 0
BHP Billiton  21 0 -1
Fujitsu 28 0 -2
Hutchison Whampoa 35 2 0
Mizuho Bank  16 1 1
NEC 30 0 -1
Qantas Airways 47 2 0
Sony  27 1 -4
Telstra 36 1 0
Toshiba 28 2 1
Australia  2 0 0
China 17 0 -1
Japan  4 0 0
Korea 22 1 -1
Malaysia  23 1 -1
Philippines 216 -6 -16
Thailand  34 4 1
Extras Merrill 22 0 -1
Bayer 29 1 1
basf 22 0 0
CSFB 16 -1 -2
Region   Current Mid Change on Week Change on Fortnight
North America CDX.NA 45.00 0.88 -1.50
CDX.NA.HY 243.97 2.99 5.48
CDX.EM 128.00 4.00 4.00
Europe iTraxx Main 36.50 1.00 0.50
iTraxx Crossover 275.00 8.00 6.00
iTraxx High Vol 76.75 3.25 1.75
iTraxx Sub Financial 23.50 0.00 -0.50
Asia iTraxx Japan 23.40 0.29 0.48
iTraxx Asia 37.90 -0.24 -1.07
iTraxx Australia 30.40 -0.05 -0.68


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