Five-Year Credit-Default Swap Levels - October 23 2003

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Five-Year Credit-Default Swap Levels - October 23 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 20 26 0
AOL Time Warner 49 65 -8
Citigroup 16 22 -1
Disney 45 55 -5
Federated Dept. Stores 30 46 -4
Ford 288 302 10
Ford Credit 248 264 11
General Electric Cap Corp. 27 33 -5
GMAC 207 223 10
Goldman Sachs 27 33 -1
Hertz 235 255 -5
Hewlett Packard 27 35 -4
IBM 24 30 -3
Lehman Brothers 26 34 -2
Merrill Lynch 27 33 -3
Morgan Stanley 27 33 -1
Philip Morris 209 221 0
Bid Change      
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 10.8 18.8 -2.1
Aventis 11.8 19.8 0
BAE Systems 34.3 64.3 1
BASF 9.7 19.7 0
Carrefour 32 42 -1.1
Credit Lyonnais 11.8 17.8 0
CSFB 33.3 40.3 0
Deutsche Telekom 58.65 63.65 -4.25
Dixons 44.6 54.6 -3.2
Endesa 29.8 39.8 -2.2
France Telecom 59.7 64.7 -3.2
Halifax 8.7 18.7 0
Iberdrola 23.5 33.5 -1
Marks & Spencer 20.3 30.3 -1.1
Siemens 21.4 31.4 -1
UBS 10.7 16.7 0
Vodafone 22.48 32.48 -2.02
Bid Change      
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 37 37 -5
BHP Billiton 20 20 -1
Fujitsu 55 75 -25
Hutchison Whampoa 67.5 82.5 -10
Mizuho Bank 135 135 0
NEC 28 48 -5
Qantas Airways 59 59 -1
Sony 13.5 23.5 -2.5
Telstra 23 23 0
Toshiba 16 36 -2


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