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Derivatives

Five-Year Credit-Default Swap Levels May 25, 2005

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  29 35 0
AOL Time Warner  31 47 -4
Bear Stearns  31 37 -11
Disney  35 45 -10
Federated Dept. Stores 36 52 -5.1
Ford  603 617 -240.7
Ford credit 472 488 -150.5
Goldman Sachs  31 37 -9
Hertz 225 245 -25.2
Lehman Brothers 30 38 -11
Morgan Stanley  31 37 -9
Philip Morris 104 116 -5
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 14.21 14.21 -1.58
Akzo Nobel 33 33 -5
BAE Systems  56.7 56.7 -7.35
Carrefour  23 23 -2
DaimlerChrysler 117.6 117.6 -25.2
Endesa 34 34 -3
France Telecom  46.35 46.35 -11.33
Halifax 13.66 13.66 -3.15
Marks & Spencer  106 116 -14
Siemens 22.05 22.05 -1.05
UBS  12.69 12.69 -2.12
Vodafone  25.75 25.75 -3.09
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 51 51 -6
BHP Billiton  31 31 -4
Fujitsu 59.5 64.5 -5
Mizuho Bank  34 34 -1
NEC 43 51 -5
Qantas Airways 48 48 -9
Sony  29 35 -3
China 26 36 -2
Korea 39 49 -4
Malaysia  25.5 40.5 -4
Philippines 373 403 -42
Thailand  28.5 43.5 -3
North America 25-May-09 20-May-09 Spd change week
CDX.NA 60 70 -10
CDX.NA.HY 346.68 394.01 -47.33
CDX.EM 196 0 196
Europe 25-May-09 20-May-09 Spd change week
iTraxx Main 48.75 50.25 -1.5
iTraxx Non Financial 55.72 57.14 -1.43
iTraxx High Vol 95 101 -6
Asia 25-May-09 20-May-09 Spd change week
iTraxx Japan 35 37 2
iTraxx Asia 51 51 1
iTraxx Australia 31 31 0
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