Five-Year Credit-Default Swap Levels (April 3, 2002)

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Five-Year Credit-Default Swap Levels (April 3, 2002)

 

Name Bid Offer
U.S.
Bank of America 27 37
Caterpillar 33 47
Citigroup 22 32
Delphi Auto 88 108
Disney 55 75
Federated Dept. Stores 60 80
Ford 188 202
General Electric Cap Corp. 47 57
GMAC 119 149
Goldman Sachs 33 47
Heinz 20 36
Hewlett Packard 80 100
IBM 39 57
Lehman Brothers 50 66
Merrill Lynch 43 57
Wal-Mart 12 22
Wells Fargo 20 30
Europe
ABN AMRO 13 19
Akzo Nobel 17 27
Aventis 22 30
BAE Systems 36 44
Carrefour 20 28
Credit Lyonnais 19 25
DaimlerChrysler 130 140
Deutsche Telekom 145 155
Dixons 41 49
Fiat 235 265
France Telecom 235 245
Halifax 14 20
Iberdrola 30 36
Marks & Spencer 35 45
Siemens 35 45
UBS 12 18
Vodafone 50 60
Asia Ex-Japan
Amcor 52 64
AMP Bank 30 40
Australia 3 7
BHP Billiton 44 52
China 40 50
CSR 56 68
Fosters 50 60
Hutchison Whampoa Finance 107 123
Korea 45 55
Malaysia 80 95
Philippines 320 370
Qantas Airways 79 95
Singapore 10 20
Southcorp 62 74
Telstra 29 37
Thailand 70 85
WMC 53 73


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