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

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

Name Bid Offer
U.S.
Bank of America 40 50
Caterpillar 53 67
Citigroup 30 40
Delphi Auto 150 180
Disney 80 100
Federated Department Stores 100 120
Ford 243 257
GMAC 173 187
Goldman Sachs 52 66
Harrah's Entertainment 135 185
Heinz 36 52
Hewlett Packard 75 95
IBM 39 51
Lehman Brothers 62 78
Merrill Lynch 57 67
Wal-Mart 15 25
Wells Fargo 21 31
Europe
ABN AMRO 16 22
Akzo Nobel 20 30
Aventis 21 29
BAE Systems 41 49
Carrefour 24 32
Credit Lyonnais 20 26
DaimlerChrysler 155 165
Deutsche Telekom 140 150
Dixons 46 54
Fiat 190 200
France Telecom 255 265
Halifax 14 20
Iberdrola 29 35
Marks & Spencer 47 57
Siemens 30 40
UBS 12 18
Vodafone 49 59
Asia Ex-Japan
Amcor 50 66
AMP Bank 30 40
Australia 2 6
BHP Billiton 40 48
China 45 55
CSR 49 61
Fosters 49 59
Hutchison Whampoa Finance 132 148
Korea 82 98
Malaysia 135 150
Philippines 425 475
Qantas Airways 80 110
Singapore 10 20
Southcorp 60 76
Telstra 35 45
Thailand 120 135
WMC 33 53


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