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Derivatives

Five-Year Credit-Default Swap Levels November 30, 2005

U.S.      
  Current  Change  Change On 
Name Mid On Week Fortnight
Disney  42 -3 0
Federated Dept. Stores 43 -1 0
Ford  900 30 -20
GMAC 450 30 10
Goldman Sachs  23 -1 -2
Hewlett Packard 22 -3 -4
Lehman Brothers 24 -1 -2
Morgan Stanley  23 -1 -2
Europe      
  Current  Change Change On 
Name Mid On Week Fortnight
Volkswagen 44 -1 -2
J Sainsbury 57 -6 -7
Marks & Spencer 56 -6 -7
France Telecom 41 -2 -2
Deutsche Telekom 42 -2 -1
Telecom Italia 49 -5 -5
Vivendi Universal 45 -1 -1
British American Tobacco 40 -4 -3
Asia      
  Current  Change Change On 
Name Mid On Week Fortnight
HP Billiton  21 -2 -2
Hutchison Whampoa 34 -4 -7
Qantas Airways 45 -3 -4
Toshiba 22 -2 0
China 18 -2 -2
Malaysia  26 -2 -3
Philippines 273 -4 -20
North America Current Mid Change On Week Change On Fortnight
CDX.NA 49.5 -0.5 -1
CDX.NA.HY 369.57 94.94 73.32
CDX.EM 152 1 -7
Europe Current Mid Change On Week Change On Fortnight
iTraxx Main 35.25 -1 -1.5
iTraxx Crossover 282 -5 -13
iTraxx High Vol 73.5 -2.25 -4.25
iTraxx Sub Financial 27.75 -0.5 -2.25
Asia Current Mid Change On Week Change On Fortnight
iTraxx Japan 28.5 -2.34 2.94
iTraxx Asia 45.3 2.4 -0.48
iTraxx Australia 29.38 -1 -1.71
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