Five-Year Credit-Default Swap Levels October 6, 2004

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incorporated in England and Wales (company number 15236213),

having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

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Five-Year Credit-Default Swap Levels October 6, 2004

Name Bid Offer Bid Change (Weekly)
U.S.      
American Express  20 26 -1
AOL Time Warner  52 68 -8
Bear Stearns  27 33 -3
Citigroup  17 23 -1
Disney  33 43 -3
Federated Dept. Stores 39 55 0
GMAC 163 179 -6
Goldman Sachs  28 34 -3
Hertz 136 156 2
IBM 19 25 -1
Lehman Brothers 26 34 -3
Morgan Stanley  26 32 -4
Philip Morris 179 191 -20
Wal-Mart 14.3 21.8 -1
Name Bid Offer Bid Change (Weekly)
Europe      
ABN AMRO 9.45 9.45 0
Akzo Nobel 20 30 0
Aventis  15.8 23.8 0
BAE Systems  33.3 63.3 -1.05
Carrefour  16.1 26.1 2.11
Credit Lyonnais 10.14 13.14 0
DaimlerChrysler 63.25 73.25 -3.15
Deutsche Telekom 37.67 42.67 -1.03
Dixons 55.19 65.19 0
Endesa 24.52 34.52 1.05
France Telecom  46.94 51.94 -2.06
Halifax 6.6 16.6 0
Iberdrola 19.26 29.26 1.06
Marks & Spencer  101.91 111.91 0
Siemens 10.75 20.75 0
UBS  6.95 9.95 0
Vodafone  27.96 37.96 1.03
Name Bid Offer Bid Change (Weekly)
Asia       
Amcor 39 39 0
BHP Billiton  20 20 0
China 25 35 -2
Fujitsu 42 52 3
Hutchison Whampoa 74 82 -3
Japan  5 8 0
Korea 31 41 -3.5
Malaysia  27 42 -1.5
Mizuho Bank  29 29 -1
NEC 31 39 1.5
Philippines 425 455 -15
Qantas Airways 53 53 -2
Sony  20 26 1.5
Telstra 24 24 0
Thailand  27.5 42.5 -0.5
Toshiba 23 29 1
North America 6-Oct-04 30-Sep-04 Spd change week
CDX.NA 57 57 0
CDX.NA.HY 342.14 366.02 -23.87
CDX.EM 241.02 253.52 -12.5
Europe 6-Oct-04 30-Sep-04 Spd change week
iTraxx Main 37 37 0
iTraxx Non Financial 41.75 42 -0.25
iTraxx High Vol 62.25 62 0.25
Asia 6-Oct-04 30-Sep-04 Spd change week
iTraxx Japan 22.75 22.25 0.5
iTraxx Asia 54 57 -3
iTraxx Australia 24.5 26 -1.5


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