Five-Year Credit-Default Swap Levels (November 14, 2002)

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Five-Year Credit-Default Swap Levels (November 14, 2002)



Name Bid Offer
U.S.
American Express 46 58
AOL Time Warner 287 333
Bear Sterns 55 69
Citigroup 39 45
Disney 83 97
Dow Chemical 135 145
Federated Dept. Stores 95 115
Ford 479 86
General Electric Cap Corp. 78 86
GMAC 289 311
Goldman Sachs 63 77
Hewlett Packard 84 96
IBM 49 55
Lehman Brothers 69 77
Morgan Stanley 66 80
Philip Morris 172 188
Wal-Mart 22 28
Name Bid Offer
Europe
ABN AMRO 29 39
Akzo Nobel 40 50
Aventis 33 41
BAE Systems 111 119
Carrefour 45 53
Credit Lyonnais 29 35
DaimlerChrysler 125 135
Deutsche Telekom 220 240
Dixons 66 74
France Telecom 305 335
Halifax 24 34
Iberdrola 65 75
Marks & Spencer 43 53
Novartis 19 25
Siemens 60 70
UBS 21 27
Vodafone 90 100
Name Bid Offer
Asia
Amcor 75 85
Australia 3 7
BHP Billiton 46 54
China 50 60
Fujitsu 210 230
Hutchison Whampoa 222 238
Japan 23 26
Korea 65 75
Malaysia 127 143
Mizuho Bank 172 198
NEC 155 175
Philippines 485 515
Qantas Airways 105 115
Sony 30 46
Telstra 37 45
Thailand 117 133
Toshiba 105 125


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