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Derivatives

Five-Year Credit-Default Swap Levels - January 7,2004

Name Bid Offer Bid Change (Weekly)
U.S.
AOL Time Warner  43 59 4
Disney  37 47 2
Federated Dept. Stores 34 50 -3
Ford  161 175 -29
General Electric Cap Corp.  18 24 0
GMAC 107 123 -10
Goldman Sachs  27 33 0
Hertz 110 130 -15
Hewlett Packard 16 24 0
IBM 17 23 -2
Lehman Brothers 26 34 0
Philip Morris 129 141 -15
Wal-Mart 8.3 15.8 0
Name Bid Offer Bid Change (Weekly)
Europe
Akzo Nobel 26 36 3
Aventis  12.5 20.5 0
BAE Systems  44.85 74.85 0
Credit Lyonnais 9.07 12.07 0
DaimlerChrysler 80.05 90.05 -5.25
Deutsche Telekom 51.27 56.27 -2.1
Dixons 36.16 46.16 0
Endesa 29.83 39.83 1.06
France Telecom  59.45 64.45 -1.05
Halifax 6.6 16.6 0
Iberdrola 18.2 28.2 0
Siemens 16 26 0
Vodafone  21.41 31.41 0
Name Bid Offer Bid Change (Weekly)
Asia 
Amcor 37 37 -4
BHP Billiton  20 20 -1
China 22 32 -1
Fujitsu 65 85 0
Hutchison Whampoa 71 86 -1.5
Korea 38 48 -5
Malaysia  25.5 40.5 -5
NEC 35 55 -3
Philippines 395 425 -20
Qantas Airways 51 51 -4
Sony  26 36 -2
Telstra 20 20 -2
Toshiba 29 49 -3


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