Five-Year Credit-Default Swap Levels
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Derivatives

Five-Year Credit-Default Swap Levels



Name Bid Offer Bid Change (Weekly)
U.S.
American Express 42 54 -2
AOL Time Warner 202.6 247.4 -15
Citigroup 30 36 -2
Disney 86.6 99.4 1
Federated Dept. Stores 110.2 129.7 5
Ford 415 429 25
Ford credit 399.8 430.2 25
General Electric Cap Corp. 61.8 68.2 0
GMAC 279.2 300.8 0
Goldman Sachs 48.4 61.6 3
Hertz 405 425 25
Hewlett Packard 63.4 74.6 2
IBM 37 43 0
Lehman Brothers 56.6 63.4 2
Merrill 56.4 69.6 1
Morgan Stanley 56.4 69.6 1
Philip Morris 137.6 152.4 0
Wal-Mart 22 28 0
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 24 34 3
Aventis 24 32 0
BASF 13 33 0
BAE Systems 195 225 45
Carrefour 41 49 0
Credit Lyonnais 21 27 0
CSFB 56.5 63.5 0
DaimlerChrysler 141 151 6
Deutsche Telekom 215 225 25
Dixons 96 104 5
Endesa 115 125 15
France Telecom 235 245 5
Halifax 20 30 0
Iberdrola 50 60 0
Marks & Spencer 37 47 0
Siemens 53 63 -2
UBS 15 21 0
Vodafone 59 69 1
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 71 71 -3
BHP Billiton 45 45 -4
Fujitsu 175 195 -5
Hutchison Whampoa 167.5 182.5 -5
Japan 19.5 22.5 -3
Korea 100 110 -20
Malaysia 117.5 132.5 0
Mizuho Bank 185 185 0
NEC 122 142 -3
Qantas Airways 120 120 20
Sony 20.5 35.5 -2
Telstra 46 46 2
Toshiba 67 87 -1


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