Five-Year Credit-Default Swap Levels, August 4, 2004

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Five-Year Credit-Default Swap Levels, August 4, 2004

Name Bid Offer Bid Change (Weekly)
U.S.
American Express  25.5 31.5 -0.5
AOL Time Warner  71 87 -1
Federated Dept. Stores 45 61 -2
Ford  196 210 3
Ford credit 168 184 3
GMAC 169 185 5
Goldman Sachs  33 39 -1
IBM 22 28 0
Lehman Brothers 35 43 -3
Philip Morris 161 173 2
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 13.29 16.29 -2.12
BAE Systems  44.85 74.85 -6.3
Credit Lyonnais 12.25 15.25 0
Deutsche Telekom 49 54 -1.03
Endesa 33 43 -3.17
France Telecom  55.18 60.18 -2.06
Marks & Spencer  96.82 106.82 -10.18
Siemens 17.05 27.05 -2.1
UBS  7.99 10.99 0
Vodafone  33.11 43.11 -1.03
Name Bid Offer Bid Change (Weekly)
Asia 
Fujitsu 47 57 -3
Sony  23 29 -0.5
China 28 38 -1
Japan  6 9 0
Korea 42.5 52.5 -3.5
Malaysia  31.5 46.5 -2
Philippines 450 480 -10
Thailand  31.5 46.5 -2
Europe 4-Aug-04 29-Jul-04 Spd change week
iTraxx Main 42 43 -1
iTraxx Non Financial 46.25 47.75 -1.5
iTraxx High Vol 70.5 71.5 -1
North America 4-Aug-04 29-Jul-04 Spd change week
CDX.NA 65 65 0
CDX.NA.HY 352.8 352.8 0
CDX.EM 346 303 43
Asia 4-Aug-04 29-Jul-04 Spd change week
iTraxx Japan 25.5 28 -2.5
iTraxx Asia 64 70 -6
iTraxx Australia 31.5 34.3 -2.8


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