Five-Year Credit-Default Swap Levels February 9, 2005
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Derivatives

Five-Year Credit-Default Swap Levels February 9, 2005

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  19 25 0
AOL Time Warner  32 48 2
Bear Stearns  23 29 0
Citigroup  12 18 0
Disney  21 31 -2
Federated Dept. Stores 24 40 -3
Ford  238 252 11
General Electric Cap Corp.  20 26 0
GMAC 232 248 10
Goldman Sachs  22 28 0
Hertz 165 185 14
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 9.35 9.35 -0.1
Akzo Nobel 20 22 0
Aventis  13.85 21.85 1.05
BAE Systems  33.65 35.65 -1.05
Carrefour  17.15 27.15 -1.06
Credit Lyonnais 7.43 10.43 -0.52
DaimlerChrysler 50.65 60.65 0
Deutsche Telekom 30.46 35.46 -1.03
Dixons 53.11 63.11 2.08
Endesa 22.41 32.41 1.05
France Telecom  33.55 38.55 -1.03
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 34 34 -1
Australia  2 2 0
BHP Billiton  17 17 -1
China 18.5 28.5 -0.5
Fujitsu 32 42 -0.5
Hutchison Whampoa 31 39 -5
Japan  4 7 0
Korea 23 33 -1
Malaysia  15.5 30.5 -1
Mizuho Bank  22 22 1
NEC 26 34 -0.5
North America 9-Feb-05 3-Feb-05 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 313.82 315.43 -1.61
CDX.EM 187.83 193.44 -5.61
Europe 9-Feb-05 3-Feb-05 Spd change week
iTraxx Main 30.25 31.25 -1
iTraxx Non Financial 33.5 33.5 0
Asia 9-Feb-05 3-Feb-05 Spd change week
iTraxx Japan 18.75 19.5 -0.75
iTraxx Asia 39 43 -4
iTraxx Australia 27.5 27.5 0


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