Five-Year Credit-Default Swap Levels (March 26, 2002)

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Five-Year Credit-Default Swap Levels (March 26, 2002)

 

Name Bid Offer
U.S.
Bank of America 28 38
Caterpillar 34 48
Citigroup 25 35
Delphi Auto 105 125
Disney 60 80
Federated Dept. Stores 70 90
Ford 188 202
General Electric Cap Corp. 50 60
GMAC 130 160
Goldman Sachs 43 57
Heinz 20 36
Hewlett Packard 85 105
IBM 43 55
Lehman Brothers 50 66
Merrill Lynch 44 58
Wal-Mart 12 22
Wells Fargo 20 30
Europe
ABN AMRO 13 19
Akzo Nobel 17 27
Aventis 22 30
BAE Systems 39 47
Carrefour 20 28
Credit Lyonnais 20 26
DaimlerChrysler 118 128
Deutsche Telekom 150 160
Dixons 41 49
Fiat 225 255
France Telecom 245 255
Halifax 14 20
Iberdrola 30 36
Marks & Spencer 35 45
Siemens 36 46
UBS 12 18
Vodafone 50 60
Asia Ex-Japan
Amcor 50 66
AMP Bank 30 40
Australia 3 7
BHP Billiton 44 52
China 40 50
CSR 56 68
Fosters 50 60
Hutchison Whampoa Finance 112 128
Korea 47 63
Malaysia 90 105
Philippines 320 370
Qantas Airways 72 102
Singapore 10 20
Southcorp 60 76
Telstra 32 42
Thailand 80 95
WMC 53 73


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