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Derivatives

Five-Year Credit-Default Swap Levels December 21, 2005

Name Bid Offer Bid Change (Weekly)
U.S.
American Express  23 0 0
AOL Time Warner  62 -6 -8
Bear Stearns  22 -1 -2
Citigroup  12 -1 -2
Federated Dept. Stores 38 -4 -6
Ford credit 576 46 6
General Electric Cap Corp.  17 -3 -3
GMAC 460 15 -80
Hewlett Packard 20 -1 -2
IBM 16 -1 -1
Lehman Brothers 22 -1 -2
Morgan Stanley  21 -1 -2
Philip Morris 60 -9 -6
Wal-Mart 10 0 0
Name Bid Offer Bid Change (Weekly)
Europe
DaimlerChrysler 69 -1 0
Volkswagen 42 -1 -2
J Sainsbury 54 -2 -3
Marks & Spencer 51 0 -3
France Telecom 48 2 4
Deutsche Telekom 48 1 4
Telecom Italia 57 1 6
Vivendi Universal 44 -1 -1
British American Tobacco 34 -5 -7
Name Bid Offer Bid Change (Weekly)
Asia 
BHP Billiton  20 0 -1
Fujitsu 32 0 1
Hutchison Whampoa 34 -1 0
Mizuho Bank  17 0 0
Sony  37 0 0
Toshiba 21 -1 -1
China 19 0 1
Korea 23 -2 -1
Philippines 266 -3 -11
Thailand  39 -1 1
Region Current Mid  Change on Week Change on Fortnight
North America
CDX.NA 46.25 -0.25 -2.5
CDX.NA.HY 249.63 -13.09 -29.43
CDX.EM 152 0 0
Europe
iTraxx Main 36.25 0.25 0.5
iTraxx Crossover 277 -5 -3
iTraxx High Vol 73 -0.25 1.5
iTraxx Sub Financial 26.5 -0.25 -0.88
Asia
iTraxx Japan 26.3 -1.68 -2.87
iTraxx Asia 40.4 -0.95 -0.48
iTraxx Australia 29.19 -0.23 -0.15
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