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Derivatives

Five-Year Credit-Default Swap Levels - November 5 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 20 26 0
AOL Time Warner 51 67 3
Citigroup 16 22 0
Disney 40 50 0
Federated Dept. Stores 32 48 2
Ford Credit 262 278 8
General Electric Cap Corp. 25 31 0
GMAC 202 218 2
Hertz 245 265 0
Hewlett Packard 27 35 0
IBM 24 30 0
Philip Morris 199 211 -5
Wal-Mart 11.3 18.8 0
       
Name Bid Offer Bid Change (Weekly)
Europe
Aventis 11.8 19.8 0
BAE Systems 34.3 64.3 -4.1
Carrefour 27.77 37.77 -3.17
Credit Lyonnais 10.74 16.74 -1.06
DaimlerChrysler 126.72 136.72 5.26
Deutsche Telekom 56.54 61.54 -2.11
Endesa 28.75 38.75 -2.1
France Telecom 59.69 64.69 -1.06
Iberdrola 22.44 32.44 0
Marks & Spencer 20.3 30.3 0
Siemens 21.44 31.44 -1.06
UBS 7.54 13.54 -3.16
Vodafone 22.47 32.47 -1.06
Name Bid Offer Bid Change (Weekly)
Asia
BHP Billiton 21 21 0
China 17 27 0
Fujitsu 52 72 -6
Hutchison Whampoa 75.5 90.5 8
Japan 8 11 -1
Korea 60 70 0
Malaysia 37.5 52.5 5
Mizuho Bank 135 135 0
NEC 32 52 0
Philippines 410 440 25
Qantas Airways 63 63 -1
Sony 15 25 -0.5


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