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Derivatives

Five-Year Credit-Default Swap Levels

Name Bid Offer Bid Change (Weekly)
U.S.      
American Express  27 33 1
Federated Dept. Stores 43 59 5
Ford  203 217 13
General Electric Cap Corp.  31 37 1
GMAC 166 182 15
Goldman Sachs  37 43 1
Hewlett Packard 26 34 0
IBM 27 33 4
Lehman Brothers 39 47 2
Morgan Stanley  37 43 2
Wal-Mart 11.3 18.8 0
Europe      
Akzo Nobel 33 43 0
BAE Systems  48 78 3.15
Carrefour  23.53 33.53 1.06
Credit Lyonnais 13.31 16.31 0
Deutsche Telekom 61.75 66.75 5.25
Dixons 53.06 63.06 0
Endesa 37.23 47.23 2.12
France Telecom  64.7 69.7 7.35
Marks & Spencer  64.3 74.3 6.6
Siemens 23.35 33.35 0
Vodafone 
Asia       
Amcor 58 58 1
BHP Billiton  30 30 5
China 45 55 3
Fujitsu 62 72 6
Japan  6 9 0.5
Malaysia  48.5 63.5 -1
Mizuho Bank  43 43 5
Philippines 520 550 45
Qantas Airways 71 71 6
Sony  27 33 0
North America 12-May-04 6-May-04 Spd change week
TRAC-X NA 73 67.5 5.5
TRAC-X NA High Yield 353.05 354.63 -1.58
TRAC-X Emerging Markets 383 276 107
Europe 12-May-04 6-May-04 Spd change week
TRAC-X Europe Main 54 53.5 0.5
TRAC-X Europe Sub Fin 35 34 1
TRAC-X Europe High Yield 325 302 23
Asia 12-May-04 6-May-04 Spd change week
TRAC-X Japan 27 24 3
TRAC-X Asia 69 69 0
TRAC-X Australia 35 31.5 3.5


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