Five-Year Credit-Default Swap Levels - December 30, 2003

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Five-Year Credit-Default Swap Levels - December 30, 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 17 23 0
AOL Time Warner 39 55 0
Bear Stearns 27 33 0
Citigroup 12 18 0
Disney 40 50 3
Federated Dept. Stores 37 53 0
Ford 193 207 -5
General Electric Cap Corp. 18 24 1
GMAC 127 143 -5
Goldman Sachs 27 33 0
Hertz 140 160 -8
Hewlett Packard 21 29 0
IBM 17 23 0
Lehman Brothers 26 34 0
Morgan Stanley 27 33 0
Philip Morris 149 161 -10
Wal-Mart 8.3 15.8 0
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 12.24 15.24 0
Akzo Nobel 23 33 0
Aventis 12.5 20.5 0
BAE Systems 42.75 72.75 0
Carrefour 21.42 31.42 0
Credit Lyonnais 9.07 12.07 0
DaimlerChrysler 87.4 97.4 0
Deutsche Telekom 53.37 58.37 0
Dixons 36.16 46.16 0
Endesa 28.77 38.77 0
France Telecom 60.5 65.5 0
Halifax 6.6 16.6 0
Iberdrola 18.2 28.2 0
Marks & Spencer 20.3 30.3 0
Siemens 16 26 0
UBS 7.99 10.99 -1.05
Vodafone 21.41 31.41 0
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 41 41 0
Australia 4 4 0
BHP Billiton 21 21 0
China 23 33 0
Fujitsu 65 85 0
Hutchison Whampoa 72.5 87.5 0
Japan 7.5 10.5 0
Korea 43 53 -3
Malaysia 30.5 45.5 0
Mizuho Bank 135 135 0
NEC 38 58 0
Philippines 420 450 -5
Qantas Airways 55 55 0
Sony 28 38 0
Telstra 22 22 0
Thailand 20.5 35.5 0
Toshiba 32 52 0

This data is updated every Wednesday Source: JPMorgan

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