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Derivatives

Five-Year Credit-Default Swap Levels - December 3 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 17 23 -3
AOL Time Warner 32 48 -7
Citigroup 14 20 -2
Disney 31 41 -4
Federated Dept. Stores 30 46 0
Ford Credit 172 188 -30
General Electric Cap Corp. 23 29 -2
GMAC 150 166 -24
Hertz 158 178 -32
Hewlett Packard 24 32 -3
IBM 19 25 -5
Philip Morris 146 158 -18
Wal-Mart 8.3 15.8 0
Name Bid Offer Bid Change (Weekly)
Europe
Aventis 12.5 20.5 0
BAE Systems 29.1 59.1 -4.2
Carrefour 23.54 33.54 -3.17
Credit Lyonnais 8.63 14.63 -2.11
DaimlerChrysler 93.7 103.7 -14.7
Deutsche Telekom 51.26 56.26 -5.26
Endesa 27.69 37.69 -2.11
France Telecom 56.3 61.3 -5.48
Iberdrola 20.31 30.31 1.05
Marks & Spencer 20.3 30.3 0
Siemens 16 26 -2.1
UBS 8.59 14.59 0
Vodafone 20.35 30.35 -2.12
Name Bid Offer Bid Change (Weekly)
Asia
BHP Billiton 20 20 0
China 25 35 6
Fujitsu 75 95 -5
Hutchison Whampoa 74.5 89.5 -18
Japan 8.5 11.5 -0.5
Korea 64 74 -1
Malaysia 35.5 50.5 0
Mizuho Bank 135 135 0
NEC 40 60 1
Philippines 475 505 10
Qantas Airways 58 58 0
Sony 25 35 6
Toshiba 32 52 1


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