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Derivatives

Five-Year Credit-Default Swap Levels - September 3, 2003

Name Bid Offer Bid Change (Weekly)
U.S.
American Express 22 28 0
AOL Time Warner 71 87 -6
Citigroup 20 26 -4
Disney 50 60 -6
Federated Dept. Stores 30 46 -7
Ford 278 292 -30
Ford credit 225 241 -27
General Electric Cap Corp. 37 43 0
GMAC 207 223 -25
Goldman Sachs 29 35 -4
Hertz 210 230 -30
Hewlett Packard 26 34 0
IBM 33 39 -1
Lehman Brothers 31 39 -5
Merrill Lynch 36 42 -1
Morgan Stanley 29 35 -8
Philip Morris 294 306 -10
Wal-Mart 11.2 18.7 0
Name Bid Offer Bid Change (Weekly)
Europe
ABN AMRO 12.9 20.9 -3.1
Aventis 11.8 19.8 0
BAE Systems 31.2 61.2 -16.6
BASF 10 20 0
Bayer 45.7 55.7 -13.5
Credit Lyonnais 11.8 17.8 -4.2
CSFB 33.3 40.3 0
DaimlerChrysler 92.1 102.1 -15.7
Deutsche Telekom 59.7 64.7 -13.6
Dixons 45.7 55.7 -6.3
Endesa 26.7 36.7 -7.3
France Telecom 59.6 64.6 -13.8
Halifax 8.7 18.7 -2.1
Iberdrola 22.4 32.4 -1.1
Marks & Spencer 19.2 29.2 -6.6
Siemens 26.7 36.7 -3.2
UBS 12.8 18.8 -2.1
Vodafone 22.4 32.4 -4.3
Name Bid Offer Bid Change (Weekly)
Asia
Amcor 48 48 -5
BHP Billiton 25 25 -3
Fujitsu 118 138 6
Hutchison Whampoa 97.5 112.5 -25
Japan 12 15 -1.5
Korea 65 75 0
Malaysia 52.5 67.5 -10
Mizuho Bank 135 135 0
NEC 51 71 1
Philippines 395 425 -10
Qantas Airways 73 73 -6
Sony 20 30 -2.5


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