Five-Year Credit-Default Swap Levels (February 20, 2002)

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Five-Year Credit-Default Swap Levels (February 20, 2002)

Name Bid Offer
U.S.
Bank of America 33 43
Caterpillar 53 67
Citigroup 26 36
Delphi Auto 155 175
Disney 70 90
Federated Dept Stores 95 115
Ford 266 280
GMAC 167 181
General Electric cap 32 43
Goldman Sachs 41 55
Heinz 29 45
Hewlett Packard 80 100
IBM 57 69
Lehman Brothers 57 73
Merrill Lynch 55 65
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 175 185
Deutsche Telekom 195 205
Dixons 46 54
Fiat 270 280
France Telecom 360 380
Halifax 14 20
Iberdrola 35 41
Marks & Spencer 45 55
Siemens 37 47
UBS 12 18
Vodafone 65 75
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


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