Five-Year Credit-Default Swap Levels March 16, 2005
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Derivatives

Five-Year Credit-Default Swap Levels March 16, 2005

U.S.      
Name Bid Offer Bid Change (Weekly)
AOL Time Warner  32 48 6
Bear Stearns  24 30 5
Citigroup  13 19 3
Disney  15 25 -1
Federated Dept. Stores 27 43 2
Goldman Sachs  24 30 5
Hewlett Packard 23 31 1
IBM 13 19 1
Lehman Brothers 23 31 4
Morgan Stanley  22 28 4
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 10.52 10.52 1.58
Akzo Nobel 22 22 2
BAE Systems  42 42 5.25
Carrefour  21.1 21.1 2.11
Credit Lyonnais 8.93 8.93 1.05
Endesa 28.46 28.46 1.05
France Telecom  32.96 32.96 5.15
Halifax 10.54 10.54 1.05
Marks & Spencer  88 98 7
Vodafone  24.72 24.72 3.09
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 32 32 -1
China 22 32 5
Fujitsu 32 37 -2
Hutchison Whampoa 35 43 9
Korea 30 40 6.5
Malaysia  20.5 35.5 6
Mizuho Bank  23 23 -1
Philippines 345 375 30
Qantas Airways 35 35 1
North America 16-Mar-05 10-Mar-05 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 335.95 298.32 37.63
CDX.EM 180.91 168.17 12.7
Europe 16-Mar-05 10-Mar-05 Spd change week
iTraxx Main 30.75 28.75 2
iTraxx Non Financial 33.5 32 1.5
iTraxx High Vol 50 45.5 4.5
Asia 16-Mar-05 10-Mar-05 Spd change week
iTraxx Japan 20.5 20.25 0.5
iTraxx Asia 46.5 42 -1
iTraxx Australia 27.5 27.5 0


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