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Derivatives

Five-Year Credit-Default Swap Levels July 13, 2005

U.S.
Name Bid Offer Bid Change (Weekly)
American Express  26 32 -5
AOL Time Warner  32 48 -2
Bear Stearns  28 34 -2
Citigroup  16 22 -1
Federated Dept. Stores 27 43 -2
Ford  543 557 -10
Ford credit 407 423 -10
GMAC 472 488 -35
Goldman Sachs  27 33 -3
Hertz 300 320 -10
Lehman Brothers 27 35 -2
Morgan Stanley  28 34 -2
Philip Morris 109 121 -5
Wal-Mart 10.3 17.8 -1
Europe
ABN AMRO 10.52 10.52 -1.58
Akzo Nobel 27 27 -1
BAE Systems  37.8 37.8 -4.2
Credit Lyonnais 11.55 11.55 -1.05
DaimlerChrysler 80.85 80.85 -6.3
Deutsche Telekom 33.99 33.99 -2.06
Dixons 59 59 -4
Endesa 28 28 -1
France Telecom  36.05 36.05 -2.06
Halifax 12.08 12.08 -1.05
Marks & Spencer  90 100 -5
Siemens 22.05 22.05 0
UBS  10.57 10.57 -1.06
Vodafone  25.75 25.75 0
Asia 
Amcor 49 49 -1
BHP Billiton  29 29 -1
China 21.5 31.5 -1.5
Fujitsu 39.5 39.5 -3
Hutchison Whampoa 41 49 -2
Japan  6 6 -2.5
Korea 36 36 -6
Malaysia  28.5 28.5 0.5
Mizuho Bank  25 25 -1
NEC 29.5 29.5 -5.5
Qantas Airways 47 47 -1
Sony  20 20 -4
Telstra 32 32 -2
Toshiba 22 22 -5
North America 13-Jul-09 8-Jul-09 Spd change week
CDX.NA 59 60 -1
CDX.NA.HY 300.43 327.4 -26.97
CDX.EM 155 160 -5
Europe 13-Jul-09 8-Jul-09 Spd change week
iTraxx Main 37.25 42 -4.75
iTraxx Non Financial 42.33 47.98 -5.64
iTraxx High Vol 65.5 73 -7.5
Asia 13-Jul-09 8-Jul-09 Spd change week
iTraxx Japan 23 26 0
iTraxx Asia 47 48.5 -2.5
iTraxx Australia 34 35 0


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