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Derivatives

Five-Year Credit-Default Swap Levels - October 2, 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 22 28 0
AOL Time Warner 67 83 -2
Citigroup 21 27 2
Disney 54 64 0
Federated Dept. Stores 42 58 10
Ford 288 302 5
Ford credit 248 264 3
General Electric Cap Corp. 34 40 -3
GMAC 217 233 2
Goldman Sachs 29 35 0
Hertz 230 250 0
Hewlett Packard 28 36 0
IBM 29 35 0
Lehman Brothers 31 39 1
Merrill Lynch 33 39 -3
Morgan Stanley 30 36 1
Philip Morris 219 231 0
Wal-Mart 11.2 18.7 0
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 12.9 20.9 0
Aventis 11.8 19.8 0
BAE Systems 38.4 68.4 1
BASF 9.7 19.7 0
Carrefour 36.3 46.3 6.4
Credit Lyonnais 11.8 17.8 0
CSFB 33.3 40.3 0
DaimlerChrysler 116.3 126.3 12.4
Deutsche Telekom 71.5 76.5 3.2
Dixons 47.8 57.8 4.2
Endesa 30.9 40.9 1.1
France Telecom 72.5 77.5 4.3
Halifax 8.7 18.7 0
Iberdrola 22.4 32.4 0
Marks & Spencer 21.4 31.4 1.1
Siemens 25.6 35.6 2.1
UBS 10.7 16.7 0
Vodafone 26.7 36.7 1.1
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 45 45 1
BHP Billiton 23 23 -2
Fujitsu 102 122 15
Hutchison Whampoa 92.5 107.5 -5
Japan 8.5 11.5 -1
Korea 62 72 -3
Malaysia 42.5 57.5 -10
Mizuho Bank 135 135 0
NEC 45 65 7
Qantas Airways 74 74 0
Sony 18 28 2


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