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Derivatives

Five-Year Credit-Default Swap Levels February 18, 2004

Name Bid Offer Bid Change (Weekly)
U.S. - - -
AOL Time Warner 66 82 0
Citigroup 17 23 0
Disney 58 68 3
Federated Dept. Stores 39 55 -3
Ford 179 193 -1
Goldman Sachs 31 37 -1
Hertz 138 158 -2
Hewlett Packard 20 28 2
Lehman Brothers 31 39 -1
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Name Bid Offer Bid Change (Weekly)
Europe - - -
Akzo Nobel 40 50 -2
Carrefour 26.7 36.7 -1.06
Credit Lyonnais 11.19 14.19 1.06
DaimlerChrysler 85.3 95.3 1.05
Deutsche Telekom 61.78 66.78 1.05
Dixons 46.72 56.72 1.06
Halifax 10.81 20.81 0
Iberdrola 26.64 36.64 2.11
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Name Bid Offer Bid Change (Weekly)
Asia - - -
Vodafone 38.35 48.35 -4.22
China 29 39 -3
Fujitsu 67 87 -3
Hutchison Whampoa 81.5 96.5 -3
Korea 50 60 -9
Malaysia 36.5 51.5 -3
Philippines 485 515 20
Qantas Airways 64 64 -5
Sony 25 35 -2
Telstra 24 24 -1
-
North America 18-Feb-04 12-Feb-04 Spd change week
TRAC-X NA 60.00 62.50 -2.50
TRAC-X NA High Yield 358.91 359.10 -0.19
TRAC-X Emerging Markets 310.00 278.00 32.00
Europe 18-Feb-04 12-Feb-04 Spd change week
TRAC-X Europe Main 46.00 47.00 -1.00
TRAC-X Europe Sub Fin 40.50 40.00 0.50
TRAC-X Europe High Yield 285 290 -5.00
Asia 18-Feb-04 12-Feb-04 Spd change week
TRAC-X Japan 29.00 28.80 0.20
TRAC-X Asia 68.00 68.00 0.00
TRAC-X Australia 26.00 23.00 3.00
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This data is updated every Wednesday Source: JPMorgan
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