Five-Year Credit-Default Swap Levels (February 13, 2002)

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Five-Year Credit-Default Swap Levels (February 13, 2002)

Name Bid Offer
U.S.
Bank of America 33 43
Caterpillar 43 57
Citigroup 30 40
Delphi Auto 150 170
Disney 73 93
Duke 67 83
Ford 263 277
GMAC 168 182
General Elec Cap 32 43
Goldman Sachs 41 55
Heinz 30 46
Hewlett Packard 85 105
IBM 39 51
Lehman Brothers 52 68
Merrill Lynch 53 63
Wal-Mart 15 25
Wells Fargo 25 35
Europe
ABN AMRO 17 23
Akzo Nobel 23 33
Aventis 21 29
BAE Systems 46 54
Carrefour 24 32
Credit Lyonnais 20 26
DaimlerChrysler 165 175
Deutsche Telekom 160 170
Dixons 46 54
Fiat 270 280
France Telecom 280 290
Halifax 14 20
Iberdrola 37 43
Marks & Spencer 45 55
Siemens 37 47
UBS 12 18
Vodafone 60 70
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 77 93
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
Source: JPMorgan


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