Five-Year Credit-Default Swap Levels (January 24, 2002)

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Five-Year Credit-Default Swap Levels (January 24, 2002)

Name Bid Offer
U.S.
Bank of America 26 36
Caterpillar 48 62
Citigroup 22 33
Delphi Auto 135 165
Delta Air Lines 475 525
Disney 67 87
Eastman Kodak 295 325
Ford 189 203
GMAC 143 157
Goldman Sachs 47 61
Heinz 30 46
Hewlett Packard 30 42
IBM 52 168
Lehman Brothers 50 60
Merrill Lynch 15 25
Wal-Mart 15 125
WorldCom 155 175
Europe
ABN AMRO 16 22
Akzo Nobel 20 30
Aventis 21 29
BAE Systems 41 49
Carrefour 24 32
Credit Lyonnais 20 26
DaimlerChrysler 145 155
Deutsche Telekom 110 120
Dixons 46 54
Fiat 175 185
France Telecom 170 180
Halifax 17 23
Iberdrola 29 35
Marks & Spencer 47 57
Siemens 30 40
UBS 12 18
Vodafone 50 60
Asia Ex-Japan
Amcor 50 66
AMP Bank 30 40
Australia 2 6
BHP Billiton 41 49
China 40 50
CSR 49 61
Fosters 49 59
Hutchison Whampoa Finance 120 135
Korea 85 100
Malaysia 120 135
Philippines 425 475
Qantas Airways 110 140
Singapore 10 20
Southcorp 60 76
Telstra 35 45
Thailand 110 125
WMC 43 63


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