Five-Year Credit-Default Swap Levels - September 10, 2003

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Five-Year Credit-Default Swap Levels - September 10, 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 22 28 0
AOL Time Warner 72 88 1
Citigroup 21 27 1
Disney 57 67 7
Federated Dept. Stores 32 48 2
Ford 293 307 15
Ford Credit 251 267 26
General Electric Cap Corp. 37 43 0
GMAC 217 233 10
Goldman Sachs 31 37 2
Hertz 240 260 30
Hewlett Packard 28 36 2
IBM 29 35 -4
Lehman Brothers 31 39 0
Merrill Lynch 37 43 1
Morgan Stanley 31 37 2
Philip Morris 319 331 25
Wal-Mart 11.2 18.7 0
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 14 22 1.1
Aventis 11.8 19.8 0
BAE Systems 46.7 76.7 15.5
BASF 9.7 19.7 #NAME?
Carrefour 28.8 38.8 5.3
Credit Lyonnais 11.8 17.8 0
CSFB 33.3 40.3 0
DaimlerChrysler 110 120 17.9
Deutsche Telekom 69.3 74.3 9.6
Dixons 48.9 58.9 3.2
Endesa 30.9 40.9 4.2
France Telecom 69.2 74.2 9.6
Halifax 8.7 18.7 0
Iberdrola 24.5 34.5 2.1
Marks & Spencer 20.3 30.3 1.1
Siemens 26.7 36.7 0
UBS 10.7 16.7 -2.1
Vodafone 24.6 34.6 2.2
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 46 46 -2
BHP Billiton 27 27 2
Fujitsu 111 131 -7
Hutchison Whampoa 92.5 107.5 -5
Japan 10.5 13.5 -1.5
Korea 65 75 0
Malaysia 52.5 67.5 0
Mizuho Bank 135 135 0
NEC 46 66 -5
Qantas Airways 74 74 1
Sony 19 29 -1


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