Five-Year Credit-Default Swap Levels (March 6, 2002)

© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 4 Bouverie Street, London, EC4Y 8AX. Part of the Delinian group. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions

Five-Year Credit-Default Swap Levels (March 6, 2002)

 

Name Bid Offer
U.S.
Bank of America 25 35
Caterpillar 38 52
Citigroup 20 30
Delphi Auto 135 155
Disney 65 85
Federated Dept. Stores 75 95
Ford 208 222
GMAC 140 170
General Electric Cap Corp. 36 46
Goldman Sachs 33 47
Heinz 25 41
Hewlett Packard 80 100
IBM 39 51
Lehman Brothers 52 68
Merrill Lynch 45 55
Wal-Mart 15 25
Wells Fargo 20 30
Europe
ABN AMRO 15 21
Akzo Nobel 19 29
Aventis 21 29
BAE Systems 46 54
Carrefour 22 30
Credit Lyonnais 20 26
DaimlerChrysler 132 142
Deutsche Telekom 165 175
Dixons 41 49
Fiat 175 305
France Telecom 275 285
Halifax 14 20
Iberdrola 32 38
Marks & Spencer 35 45
Siemens 39 49
UBS 12 18
Vodafone 55 65
Asia Ex-Japan
Amcor 50 66
AMP Bank 30 40
Australia 2 6
BHP Billiton 44 52
China 45 55
CSR 60 72
Fosters 52 62
Hutchison Whampoa Finance 132 148
Korea 50 60
Malaysia 100 115
Philippines 300 350
Qantas Airways 75 105
Singapore 10 20
Southcorp 60 76
Telstra 34 44
Thailand 90 105
WMC 53 73


Related articles

Gift this article