Five-Year Credit-Default Swap Levels December 16, 2004
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Derivatives

Five-Year Credit-Default Swap Levels December 16, 2004

U.S.      
Name Bid Offer Bid Change (Weekly)
American Express  15 0 0
Disney  20 3 3
Federated Dept. Stores 20 0 0
Ford  206 5 5
Ford credit 167 2 2
General Electric Cap Corp.  19 -1 -1
Hertz 144 2 2
IBM 8 -2 -2
Lehman Brothers 22 0 0
Morgan Stanley  22 0 0
Europe      
Name Bid Offer Bid Change (Weekly)
ABN AMRO 11.55 2.1 2.1
Carrefour  18.21 0 0
Credit Lyonnais 8.02 -4.24 -4.24
DaimlerChrysler 65.35 2.1 2.1
Endesa 22.4 0 0
France Telecom  43.85 2.06 2.06
Halifax 6.6 1.05 1.05
Marks & Spencer  132 5 5
UBS  8.01 1.06 1.06
Vodafone  21.78 0 0
Asia       
Name Bid Offer Bid Change (Weekly)
Amcor 39 0 0
NEC 26 -1 -1
Qantas Airways 40 0 0
Toshiba 15.5 -2 -2
Australia  3 0 0
China 22 3 3
Korea 27 0 0
Philippines 465 -12 -12
Thailand  26 1.5 1.5
North America 16-Dec-08 10-Dec-08 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 291.92 306.85 -14.93
CDX.EM 195.57 199.31 -3.74
Europe 16-Dec-08 10-Dec-08 Spd change week
iTraxx Main 36 35.25 0.75
iTraxx Non Financial 40 39.25 0.75
iTraxx High Vol 60.25 59.5 0.75
Asia 16-Dec-08 10-Dec-08 Spd change week
iTraxx Japan 19 21 -1
iTraxx Asia 45 49 1
iTraxx Australia 27.75 27 0


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