Five-Year Credit-Default Swap Levels - August 6, 2003

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Five-Year Credit-Default Swap Levels - August 6, 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 19 25 0
AOL Time Warner 82 98 0
Citigroup 26 32 4
Disney 57 67 4
Federated Dept. Stores 37 53 0
Ford 333 347 -5
Ford Credit 282 298 5
General Electric Cap Corp. 35 41 0
GMAC 259 275 7
Goldman Sachs 37 43 5
Hertz 288 308 3
Hewlett Packard 24 32 0
IBM 34 40 0
Lehman Brothers 36 44 2
Merrill Lynch 40 46 5
Morgan Stanley 37 43 4
Philip Morris 279 291 0
Wal-Mart 11.2 18.7 2
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 12.8 20.8 0
Aventis 12.8 20.8 0
BAE Systems 52.6 82.6 4.3
BASF 10 20 0
Carrefour 35.1 45.1 3.2
Credit Lyonnais 16 22 0
CSFB 33.3 40.3 0
DaimlerChrysler 131.7 141.7 18.1
Deutsche Telekom 93.6 98.6 19.1
Dixons 54.3 64.3 5.5
Endesa 35.1 45.1 3.2
France Telecom 93.3 98.3 14.8
Halifax 10.8 20.8 0
Iberdrola 25.6 35.6 0
Marks & Spencer 25.8 35.8 0
Siemens 30.9 40.9 0
UBS 12.8 18.8 1.8
Vodafone 35.2 45.2 8.5
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 56 56 0
BHP Billiton 30 30 0
Fujitsu 127 147 5
Hutchison Whampoa 142.5 157.5 20
Japan 16 19 0
Korea 85 95 0
Malaysia 72.5 87.5 -5
Mizuho Bank 135 135 0
NEC 67 87 7
Qantas Airways 86 86 8
Sony 26.5 36.5 -2


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