Five-Year Credit-Default Swap Levels - June 4, 2003

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Five-Year Credit-Default Swap Levels - June 4, 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 29 35 -3
AOL Time Warner 119 135 -21
Citigroup 22 28 -4
CSFB 42.5 49.5 0
Federated Dept. Stores 50 66 -7
Ford Credit 337 353 0
General Electric Cap Corp. 39 45 0
GMAC 252 268 0
Goldman Sachs 37 43 -5
Hertz 330 350 -13
Hewlett Packard 36 44 0
IBM 32 38 5
Lehman Brothers 39 47 -4
Merrill Lynch 39 45 -5
Morgan Stanley 37 43 -8
Philip Morris 209 221 -10
Wal-Mart 11.2 18.7 -2
Name Bid Offer Bid Change (Weekly)
Europe  
ABN AMRO 14 22 0
Aventis 19 27 0
Bayer 80 90 -20
BAE Systems 75 105 -11
Carrefour 30 40 0
Credit Lyonnais 16 22 0
DaimlerChrysler 115 125 12
Deutsche Telekom 109 119 -1
Dixons 70 80 -5
Endesa 45 55 -7
France Telecom 101 111 -5
Halifax 13 23 0
Iberdrola 30 40 -5
Marks & Spencer 30 40 0
Siemens 35 45 0
UBS 11 17 0
Vodafone 35 45 -2
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 53 53 5
BHP Billiton 37 37 1
Fujitsu 180 200 25
Hutchison Whampoa 137.5 152.5 -10
Japan 14.5 17.5 0
Korea 80 90 0
Malaysia 82.5 97.5 -5
Mizuho Bank 185 185 0
NEC 118 138 23
Qantas Airways 107 107 0
Sony 32.5 47.5 8
Telstra 35 35 0
Toshiba 59 79 6


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