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Derivatives

Five-Year Credit-Default Swap Levels December 6, 2005

U.S.
Name Current Mid Change On Week Change On Fortnight
American Express  23 0 0
AOL Time Warner  71 11 11
Citigroup  14 -1 -1
Disney  40 -3 -5
Ford  980 105 115
Goldman Sachs  23 0 -2
Hertz 379 -4 -8
Hewlett Packard 22 0 -4
Lehman Brothers 24 0 -2
Philip Morris 67 -3 -10
Wal-Mart 10 0 0
Europe
Name Current Mid Change On Week Change On Fortnight
DaimlerChrysler 70 2 1
Volkswagen 44 0 -1
J Sainsbury 57 -1 -6
Marks & Spencer 54 -2 -8
France Telecom 44 3 1
Deutsche Telekom 44 2 0
Telecom Italia 52 3 -2
Vivendi Universal 45 0 -1
British American Tobacco 41 0 -2
Asia 
Name Current Mid Change On Week Change On Fortnight
Fujitsu 31 -2 -2
Hutchison Whampoa 35 2 -2
Qantas Airways 45 0 -3
Sony  37 -5 -4
Telstra 32 -1 -2
Toshiba 22 0 -2
Malaysia  24 -2 -4
Philippines 284 11 7
Thailand  37 0 0
North America Current Mid Change On Week Change On Fortnight
CDX.NA 49 -0.25 -1
CDX.NA.HY 282.74 6.72 0.86
CDX.EM 152 0 1
Europe Current Mid Change On Week Change On Fortnight
iTraxx Main 35.75 0.25 -0.75
iTraxx Crossover 283 1 -8
iTraxx High Vol 71.75 -2 -4.5
iTraxx Sub Financial 27.38 -0.38 -1.13
Asia Current Mid Change On Week Change On Fortnight
iTraxx Japan 29.17 0.67 -1.67
iTraxx Asia 40.88 -4.42 -2.02
iTraxx Australia 29.34 -0.04 -1.04


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