Five-Year Credit-Default Swap Levels - January 29, 2003

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Five-Year Credit-Default Swap Levels - January 29, 2003

Name Bid Offer
U.S.
American Express 42 54
AOL Time Warner 187 233
Citigroup 30 36
Disney 76 90
Dynegy 2237 2243
Federated Dept. Stores 85 105
Ford credit 376 408
General Electric Cap Corp. 61 69
GMAC 274 296
Goldman Sachs 46 60
Hertz 415 435
Hewlett Packard 54 66
IBM 37 43
Lehman Brothers 51 59
Merrill 55 65
Morgan Stanley 48 62
Philip Morris 147 163
Wal-Mart 20 26
Europe
ABN AMRO 24 34
Aventis 19 27
BASF 13 33
BAE Systems 185 215
Carrefour 44 52
Cadbury Schweeppes 66 74
Credit Lyonnais 23 29
DaimlerChrysler 135 145
Deutsche Telekom 223 243
Dixons 91 99
Endesa 100 110
France Telecom 260 290
Halifax 20 30
Iberdrola 50 60
Marks & Spencer 37 47
Siemens 60 70
UBS 15 21
Vodafone 63 73
Asia
Amcor 60 70
BHP Billiton 42 50
Fujitsu 170 190
Hutchison Whampoa 182 198
Japan 16 19
Korea 70 80
Malaysia 107 123
Mizuho Bank 122 148
NEC 105 125
Qantas Airways 87 97
Sony 18 34
Telstra 36 44
Toshiba 67 88


Unfunded Mid Mid
JECI-11 Main 71.63 68.05
JECI-11 Corporate 87.55 81.6
JECI-11 Financial Senior 35.16 31.58
JECI-11 Financial Sub 73.05 67.1


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