Five-Year Credit-Default Swap Levels (June 5, 2002)

June 10, 2002 12:00 am

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Name	Bid	Offer
U.S.
Bank of America	25	35
Caterpillar	28	42
Citigroup	25	35
Delphi Auto	78	98
Disney	50	70
Federated Dept. Stores	50	70
Ford	169	183
General Electric Cap Corp.	57	67
GMAC	100	130
Goldman Sachs	53	67
Heinz	19	35
Hewlett Packard	60	80
IBM	44	56
Lehman Brothers	54	70
Merrill Lynch	63	77
Wal-Mart	12	22
Wells Fargo	19	29
Europe
ABN AMRO	14	20
Akzo Nobel	26	36
Aventis	21	29
BAE Systems	35	43
Carrefour	20	28
Credit Lyonnais	19	25
DaimlerChrysler	101	111
Deutsche Telekom	248	258
Dixons	41	49
Fiat	355	385
France Telecom	390	411
Halifax	8	16
Iberdrola	30	36
Marks & Spencer	30	40
Siemens	40	50
UBS	9	15
Vodafone	85	95
Asia Ex-Japan
Amcor	61	71
AMP Bank	30	40
Australia	3	47
BHP Billiton	39	47
China	35	45
CSR	51	63
Fosters	49	59
Hutchison Whampoa Finance	112	128
Korea	55	65
Malaysia	92	108
Philippines	290	320
Qantas Airways	68	320
Singapore	10	20
Southcorp	59	71
Telstra	39	47
Thailand	82	98
WMC	52	72

Topics

Derivatives