Five-Year Credit-Default Swap Levels - December 4, 2002

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Five-Year Credit-Default Swap Levels - December 4, 2002

 

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 51 63 4
AOL Time Warner 232.6 277.4 5
Citigroup 34 40 5
Disney 73.6 86.4 0
Federated Dept. Stores 73.3 92.8 13
Ford 455 469 45
Ford credit 439.8 470.2 45
General Electric Cap Corp. 61.8 68.2 0
GMAC 304.2 325.8 35
Goldman Sachs 51.4 64.6 8
Hertz 475 495 45
Hewlett Packard 64.4 75.6 -2
IBM 42 48 10
Lehman Brothers 58.6 65.4 2
Merrill 58.6 67.4 2
Morgan Stanley 53.4 66.6 3
Philip Morris 157.6 172.4 10
Wal-Mart 20 26 0
Europe
ABN AMRO 22 32 -2
Aventis 25 33 -6
BASF 15 35 -2
BAE Systems 115 125 30
Carrefour 38 46 -3
Credit Lyonnais 23 29 0
CSFB 71.5 78.5 0
DaimlerChrysler 124 134 2
Deutsche Telekom 200.1 220 -2
Dixons 66 74 0
Endesa 100 110 10
France Telecom 262 292 7
Halifax 20 30 0
Iberdrola 47 57 0
Marks & Spencer 35 45 -1
Siemens 49 59 2
UBS 16 22 -1
Vodafone 79 89 -5
Asia
Amcor 73 73 -3
BHP Billiton 49 49 -1
Fujitsu 210 230 0
Hutchison Whampoa 207.5 222.5 5
Japan 24.5 27.5 0
Korea 60 70 0
Malaysia 112.5 127.5 -5
Mizuho Bank 185 185 0
NEC 167 187 2
Qantas Airways 95 95 -15
Sony 30.5 45.5 0
Telstra 42 42 -1
Toshiba 113 133 -2
Unfunded Mid Mid Change
JECI-11 Main 61.7 61.01 0.69
JECI-11 Corporate 72.77 74.07 -1.3
JECI-11 Financial Senior 32.79 29.74 3.05
JECI-11 Financial Sub 65.74 56.79 8.95


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